Systematic risk of CDOs and CDO arbitrage
Year of publication: |
2009
|
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Authors: | Hamerle, Alfred ; Liebig, Thilo ; Schropp, Hans-Jochen |
Publisher: |
Frankfurt am Main : Deutsche Bundesbank |
Subject: | Derivat | Derivative | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Arbitrage | Finanzkrise | Financial crisis | Welt | World | 2004-2008 |
Extent: | Online-Ressource (42 S., 418 KB) graph. Darst. |
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Series: | Discussion paper / Deutsche Bundesbank. - Frankfurt, Main : Dt. Bundesbank, ZDB-ID 2126941-5. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Zsfassungen in dt. und engl. Sprache CDO = collateralized debt obligations Systemvoraussetzungen: Acrobat Reader |
ISBN: | 978-3-86558-571-4 ; 978-3-86558-570-7 |
Other identifiers: | hdl:10419/28624 [Handle] |
Classification: | C13 - Estimation ; G01 - Financial Crises ; G12 - Asset Pricing ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: | ECONIS - Online Catalogue of the ZBW |
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