搜索结果: 1-1 共查到“理论经济学 CDO Modeling”相关记录1条 . 查询时间(0.093 秒)
The Impossible Trio in CDO Modeling
The Impossible Trio CDO Modeling
font style='font-size:12px;'>
2011/1/4
We show that stochastic recovery always leads to counter-intuitive behaviors in the risk measures of a CDO tranche - namely, continuity on default and positive credit spread risk cannot be ensured sim...