1409 W. Green St.
Urbana, IL 61801
University of Illinois at Urbana-Champaign - Department of Mathematics
in Total Papers Downloads
in Total Papers Citations
central counterparty, large deviations theory, clearing, systemic risk, network analysis
rare events, synthetic collateralized debt obligations, large deviations
law of large numbers, loss distribution, interacting point processes, portfolio credit risk
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: MAFI.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
law of large numbers, interacting point process, credit risk
bubbles, hard-to-borrow, put-call parity
Large Portfolio, Self-Exciting Defaults, Mean-Field, law of large numbers
correlation, structured finance, large deviations
synthetic CDO's, large deviations, investment-grade tranches
large deviations, synthetic CDO's
Recovery rates, large deviations
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.398 seconds