Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Nicolas Diener; Robert Jarrow; Philip Protter
| Year of publication: |
2012
|
|---|---|
| Authors: | Diener, Nicolas ; Jarrow, Robert A. ; Protter, Philip E. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 2, p. 1-20
|
| Subject: | Credit derivatives | CDOs | ABS | top-down | Conditional Central Limit Theorem | Asset-Backed Securities | Asset-backed securities | Derivat | Derivative | Theorie | Theory | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Zeitreihenanalyse | Time series analysis |
| 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/10009624528