[二級信用風(fēng)險] Base correlation and compound correlation are both: A. tranche correlations.
B. implied correlations.
C. not relevant for synthetic CDOs.
D. exhibiting a skew with correlations rising with tranche seniority.
這兩個correlation是什么東西呀?為什么感覺沒有學(xué)過呀?可以詳細解釋一下嗎?
eleven11發(fā)布于:2024-10-25 16:30:49瀏覽71次 FRM FRM Part II