Design of collateralized debt obligations : the impact of target ratings on the first loss piece
Marc Gürtler, Martin Hibbeln, and Sven Olboeter
| Year of publication: |
2008
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|---|---|
| Authors: | Gürtler, Marc ; Hibbeln, Martin ; Olboeter, Sven |
| Published in: |
The credit derivatives handbook : global perspectives, innovations, and market drivers. - New York [u.a.] : McGraw-Hill, ISBN 978-0-07-154952-3. - 2008, p. 203-228
|
| Subject: | Kreditgeschäft | Bank lending | Kreditrisiko | Credit risk | Derivat | Derivative | Asymmetrische Information | Asymmetric information | Kreditsicherung | Collateral | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| 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/10003748418