Credit derivatives: All your hedges in one basket - The authors present new techniques for single-tranche CDO sensitivity and hedge ratio calculations.
| Year of publication: |
2003
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|---|---|
| Authors: | Andersen, Leif ; Sidenius, Jakob ; Basu, Susanta |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 16.2003, 11, p. 67-72
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