Modelling credit risk in synthetic CDO squared transactions
Kai Gilkes
| Year of publication: |
2005
|
|---|---|
| Authors: | Gilkes, Kai |
| Published in: |
Securitisation of derivatives and alternative asset classes : yearbook 2005. - The Hague [u.a.] : Kluwer Law International, ISBN 90-411-2375-X. - 2005, p. 23-42
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Derivat | Derivative | Kreditderivat | Credit derivative | Kreditsicherung | Collateral | 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/10003010327