Dynamic risk model for CMO with credit tranching
Dror Parnes
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Parnes, Dror |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 2.2015, 4, p. 1-15
|
| Subject: | Dynamic risk model | collateralized mortgage obligation | credit tranching | stochastic credit quality | differential equations | Kreditrisiko | Credit risk | Theorie | Theory | Hypothek | Mortgage | Risikomanagement | Risk management | Kreditwürdigkeit | Credit rating | Stochastischer Prozess | Stochastic process | Kreditsicherung | Collateral | Risiko | Risk | Kreditderivat | Credit derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786315500413 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011493318