MEASURING THE CREDIT RISK OF SYNTHETIC CDOS WITH CDS-IMPLIED RATINGS
| Year of publication: |
2009
|
|---|---|
| Authors: | Hamilton, David T. ; Choi, Yukyung |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 19.2009, 1, p. 40-54
|