Valuation and VaR computation for CDOs using Stein's method
Nicole El Karoui ,Ying Jiao, David Kurtz
| Year of publication: |
2009
|
|---|---|
| Authors: | El Karoui, Nicole ; Jiao, Ying ; Kurtz, David |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 161-189
|
| Subject: | Asset-Backed Securities | Asset-backed securities | Derivat | Derivative | Finanzanalyse | Financial analysis | Risikomaß | Risk measure | Theorie | Theory |
| 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/10003746015