A valuation model for ABS CDOS
Julian Manzano, Vladimir Kamotski, Umberto Pesavento and Alexander Lipton
| Year of publication: |
2011
|
|---|---|
| Authors: | Manzano, Julian |
| Other Persons: | Kamotski, Vladimir (contributor) ; Pesavento, Umberto (contributor) ; Lipton, Alexander (contributor) |
| Published in: |
The Oxford handbook of credit derivatives. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-966948-6. - 2011, p. 631-656
|
| Subject: | Asset-Backed Securities | Asset-backed securities | Kreditrisiko | Credit risk | Theorie | Theory | Verbriefung | Securitization | Finanzanalyse | Financial analysis | CAPM | Kreditderivat | Credit derivative |
| 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/10014565545