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Finite Correlated Default Tranche Loss Distribution

Derive the COMPLETE two-date JOINT tranche-loss probability law and exact contractual default/premium cashflow expectations for a supplied finite CORRELATED-default portfolio. No independence/copula/PD/correlation estimate invented: each supplied state specifies every named exposure default stage0never/1firstdate/2seconddate, positive integerprobabilityweight, fullnormalizedfinitejointlaw.

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