Modeling the evolution of implied CDO correlations
Marius Hofert; Matthias Scherer; Rudi Zagst
| Year of publication: |
2010
|
|---|---|
| Authors: | Hofert, Marius ; Scherer, Matthias ; Zagst, Rudi |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 24.2010, 3, p. 289-308
|
| Subject: | Asset-Backed Securities | Asset-backed securities | Kreditrisiko | Credit risk | Korrelation | Correlation | Dekompositionsverfahren | Decomposition method | EU-Staaten | EU countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008668595