An implied multi-factor model for bespoke collateralized debt obligation tranches and other portfolio credit derivatives
Igor Halperin
Year of publication: |
2010
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Authors: | Halperin, Igor |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 6.2010/11, 3, p. 3-52
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