Implied Loss Distribution, Term Structure of Correlation Skew and ...
Implied Loss Distribution, Term Structure of Correlation Skew and ...
Implied Loss Distribution, Term Structure of Correlation Skew and ...
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Comparison <strong>of</strong> Leverage Ratios<br />
Comparision <strong>of</strong> CDX Leverage Ratio<br />
Leverage Ratio<br />
14<br />
12<br />
10<br />
8<br />
6<br />
4<br />
2<br />
0<br />
1 2 3 4 5<br />
Tranches<br />
Gaussian Mixture<br />
Gaussian<br />
19
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