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Presentation . 2022
License: CC BY
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ZENODO
Presentation . 2022
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
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Other literature type . 2022
License: CC BY
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Implied Base Correlation Mapping Methodology

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 30 Nov 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7382667 , 10.5281/zenodo.7382668

Implied Base Correlation Mapping Methodology

Abstract

The Mapping model serves the purpose of finding implied base correlations for a bespoke CDO trade from market quoted standard CDO indices Dow Jones CDX and iTraxx Europe. In this report, a CDO tranche is defined as bespoke if its reference portfolio composition is different from that of CDO indices.

https://ia904700.us.archive.org/14/items/bondAmericanOption/bondAmericanOption.pdf

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Implied Base Correlation Mapping Methodology

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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