Simple Correlated Binomial Portfolio Loss Distribution

Joseph M. Pimbley

doi:10.3905/jsf.2019.1.078

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Article

Simple Correlated Binomial Portfolio Loss Distribution

Joseph M. Pimbley

The Journal of Structured Finance Summer 2019, jsf.2019.1.078; DOI: https://doi.org/10.3905/jsf.2019.1.078

Joseph M. Pimbley

is principal at Maxwell Consulting, LLC in Croton on Hudson, NY

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The Journal of Structured Finance

Vol. 28, Issue 3

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Simple Correlated Binomial Portfolio Loss Distribution

Joseph M. Pimbley

The Journal of Structured Finance Jul 2019, jsf.2019.1.078; DOI: 10.3905/jsf.2019.1.078

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Simple Correlated Binomial Portfolio Loss Distribution

Joseph M. Pimbley

The Journal of Structured Finance Jul 2019, jsf.2019.1.078; DOI: 10.3905/jsf.2019.1.078

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