Pricing synthetic collateralized debt obligations based on exponential approximations to the payoff function
Ian Iscoe; Ken Jackson; Alex Kreinin; Xiofang Ma
| Year of publication: |
2013
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|---|---|
| Authors: | Iscoe, Ian ; Jackson, Ken ; Kreinin, Alex ; Ma, Xiofang |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 16.2012/13, 3, p. 127-150
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| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | Asset-Backed Securities | Asset-backed securities | Kreditderivat | Credit derivative |
| 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/10009740104