A comparative analysis of CDO pricing models
Xavier Burtschell; Jon Gregory; Jean-Paul Laurent
| Year of publication: |
2008
|
|---|---|
| Authors: | Burtschell, Xavier ; Gregory, Jon ; Laurent, Jean-Paul |
| Published in: |
The definitive guide to CDOs : market, application, valuation and hedging. - London : Risk Books, ISBN 978-1-906348-01-4. - 2008, p. 389-427
|
| Subject: | Asset-Backed Securities | Asset-backed securities | CAPM | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Multivariate Verteilung | Multivariate distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003918804