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This research aims to construct a model for pricing counterparty credit risk (CCR) for synthetic collateralized debt obligation (CDO) tranches by considering the relationship between the counterparty and the credit port- folio. A stochastic intensity model is adopted to describe the default...
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A tank model consisting of three tanks was developed for prediction of runoff and sediment yield. The sediment yield of each tank was computed by multiplying the total sediment yield by the sediment yield coefficients; the yield was obtained by the product of the runoff of each tank and the...
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