Design of Financial CDO Squared Transactions Using Constraint Programming.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/constraints/FlenerPRS07
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2007
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Design of Financial CDO Squared Transactions Using Constraint Programming.
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2
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179-205
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Financial mathematics; Credit derivatives; Collateralised debt obligation (CDO); CDO squared; Portfolio design (PD); Optimal portfolio design (OPD); Balanced incomplete block design (BIBD); Constraint programming; Embedding
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Design of Financial CDO Squared Transactions Using Constraint Programming.
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