CDO valuation
Year of publication: |
2007
|
---|---|
Authors: | Federico, Santa ; Petrelli, Andrea ; Zhang, Jun ; Kapoor, Vivek |
Published in: |
Credit derivative strategies : new thinking on managing risk and return. - New York, NY : Bloomberg Press, ISBN 978-1-57660-187-7. - 2007, p. 167-173
|
Subject: | Asset-Backed Securities | Asset-backed securities | Bewertung | Evaluation | Kreditrisiko | Credit risk | CAPM | Verbriefung | Securitization |
-
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt, (2014)
-
Debt collateralization and maximal leverage
Gong, Feixue, (2015)
-
Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue, (2019)
- More ...
-
Four synthetic CDO trading strategies
Petrelli, Andrea, (2007)
-
Risk management of credit derivatives
Federico, Santa, (2007)
-
Federico, Santa, (2007)
- More ...