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We compare some popular CDO pricing models, related to the bottom‐up approach. Dependence between default times is modelled through Gaussian, stochastic correlation, Student t, double t, Clayton and Marshall‐Olkin copulas. We detail the model properties and compare the semi‐analytic pricing approach with large portfolio approximation techniques. We study(More)
Molecular computer graphics (MCG) has become the indispensable complement of experimental chemical and biological tools and, in a way, will shape the evolution of these fields. This accelerated and popularized evolution takes root in the visual, even scenic, grasping of fundamental chemical concepts, perceived as veritable ideograms, which condense a vast(More)
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