Pricing and hedging collateralized loan obligations with implied factor models
Jovan Nedeljkovic; Dan Rosen; David Saunders
| Year of publication: |
2010
|
|---|---|
| Authors: | Nedeljkovic, Jovan ; Rosen, Dan ; Saunders, David |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 6.2010/11, 3, p. 53-97
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009932491