ABS, MBS, and CDO pricing comparisons : an empirical analysis
Year of publication: |
2008
|
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Authors: | Vink, Dennis ; Thibeault, André E. |
Published in: |
The journal of structured finance. - New York, NY : Pageant Media, Ltd., ISSN 1551-9783, ZDB-ID 2233898-6. - Vol. 14.2008, 2, p. 27-45
|
Subject: | Verbriefung | Securitization | Asset-Backed Securities | Asset-backed securities | Pfandbrief | Covered bond | Derivat | Derivative | Kreditsicherung | Collateral | CAPM | USA | United States |
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