Factor distributions implied by quoted CDO spreads
Erik Schlögl and Lutz Schlögl
| Year of publication: |
2009
|
|---|---|
| Authors: | Schlögl, Erik ; Schlögl, Lutz |
| Published in: |
Frontiers in quantitative finance : volatility and credit risk modeling. - Hoboken, N.J. [u.a.] : Wiley, ISBN 978-0-470-29292-1. - 2009, p. 217-234
|
| Subject: | Kreditrisiko | Credit risk | USA | United States | Derivat | Derivative | Asset-Backed Securities | Asset-backed securities | 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://ebvufind01.dmz1.zbw.eu/10003787605