Factor models for CDO pricing
Leif Andersen; Victor L. Pterbarg
| Year of publication: |
2008
|
|---|---|
| Authors: | Andersen, Leif B. G. ; Pterbarg, Victor L. |
| Published in: |
The definitive guide to CDOs : market, application, valuation and hedging. - London : Risk Books, ISBN 978-1-906348-01-4. - 2008, p. 259-291
|
| Subject: | CAPM | Asset-Backed Securities | Asset-backed securities |
| 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/10003918721