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Collateral
Credit risk
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Credit derivative
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Federico, Santa
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Kapoor, Vivek
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Petrelli, Andrea
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Zhang, Jun
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Credit derivative strategies : new thinking on managing risk and return
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ECONIS (ZBW)
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Four synthetic CDO trading strategies
Petrelli, Andrea
;
Zhang, Jun
;
Federico, Santa
;
Kapoor, Vivek
- In:
Credit derivative strategies : new thinking on managing …
,
(pp. 33-64)
.
2007
Persistent link: https://www.econbiz.de/10003547033
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2
CDO valuation
Federico, Santa
;
Petrelli, Andrea
;
Zhang, Jun
;
Kapoor, Vivek
- In:
Credit derivative strategies : new thinking on managing …
,
(pp. 167-173)
.
2007
Persistent link: https://www.econbiz.de/10003547054
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