Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms
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9783834909152, 9783834997029

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Summary and Outlook

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms ◽

10.1007/978-3-8349-9702-9_7 ◽

2008 ◽

pp. 143-145

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Evolutionary Algorithms in Finance: Deriving the Dependence Structure

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms ◽

10.1007/978-3-8349-9702-9_5 ◽

2008 ◽

pp. 91-107

Keyword(s):

Evolutionary Algorithms ◽

Dependence Structure

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Optimization by Means of Evolutionary Algorithms

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms ◽

10.1007/978-3-8349-9702-9_4 ◽

2008 ◽

pp. 73-89

Keyword(s):

Evolutionary Algorithms

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Explaining the Implied Correlation Smile

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms ◽

10.1007/978-3-8349-9702-9_3 ◽

2008 ◽

pp. 41-71

Keyword(s):

Implied Correlation

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Introduction

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms ◽

10.1007/978-3-8349-9702-9_1 ◽

2008 ◽

pp. 1-5

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Collateralized Debt Obligations: Structure and Valuation

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms ◽

10.1007/978-3-8349-9702-9_2 ◽

2008 ◽

pp. 7-39

Keyword(s):

Collateralized Debt Obligations ◽

Collateralized Debt

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Experimental Results

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms ◽

10.1007/978-3-8349-9702-9_6 ◽

2008 ◽

pp. 109-142

Keyword(s):

Experimental Results

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