. . "Default intensity"@en . . . . "Robust statistics"@en . "Risk measure"@en . "Sensitivity analysis"@en . "Romain Deguest" . "CDO tranche"@en . . "Risk management"@en . "Romain" . "Herbertsson model"@en . "Deguest" . "Expected tranche notionals"@en . "Calibration"@en . "ff5b97193d026d64ced0584476f261c1" . "Duffie-Garleanu model"@en . "Influence function"@en . "Collateralized debt obligation"@en . "Inverse problem"@en . "Student copula"@en . "Portfolio credit derivatives"@en . "Dupire formula"@en . . "Quadratic programming"@en .