Pricing tranches of a CDO and a CDS index : recent advances and furture research
Dezhong Wang, Svetlozar T. Rachev and Frank J. Fabozzi
| Year of publication: |
2008
|
|---|---|
| Authors: | Wang, Dezhong ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Risk assessment : decisions in banking and finance. - Heidelberg : Physica-Verl., ISBN 978-3-7908-2049-2. - 2008, p. 263-286
|
| Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Finanzanalyse | Financial analysis | Derivat | Derivative | Theorie | Theory | 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/10003781791