A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOS CLAUDIO ALBANESE AND ALICIA VIDLER Abstract. We present a new structural model for single name equity and credit derivatives which we also correlate acros - Local volatility - Document - PDFSEARCH.IO

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	A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOS CLAUDIO ALBANESE AND ALICIA VIDLER Abstract. We present a new structural model for single name equity and credit derivatives which we also correlate acros Add to Reading List Document Date: 2014-03-17 15:14:17 Open Document File Size: 467,26 KB Share Result on Facebook Company Jvg / IBM / Cox / Jout / Vsv / / IndustryTerm structured equity products / equity structure products / equity structure product / energy / / NaturalFeature (∆I)mt / / Person CLAUDIO ALBANESE / ALICIA VIDLER / / Position model for industry sector / / SocialTag Investment Volatility smile Volatility Local volatility Implied volatility Stochastic volatility Collateralized debt obligation Derivative Path integral formulation Mathematical finance

A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOS CLAUDIO ALBANESE AND ALICIA VIDLER Abstract. We present a new structural model for single name equity and credit derivatives which we also correlate acrosAdd to Reading List