Risk Transfer

摘要：

In this paper we present a historical account of the evolution of mathematics and risk management over the last twenty years. In it,we will focus primarily on present credit market developments and we give an account of some new credit derivatives: collateralized fund obligations.

关键词： Mathematical Finance Risk Management Credit derivatives

作者: Marcos Escobar Luis Seco

作者单位: Department of Mathematics,Ryerson University Department of Mathematics,University of Toronto

会议类型: 国际会议

会议名称: The First International Conference on Management Innovation(ICMI 2007)(管理创新会议)

会议地点: 上海

会议语种:英文

页码: 5-13

在线出版日期: 2007-06-04（万方平台首次上网日期，不代表论文的发表时间）