Factor distributions implied by quoted CDO spreads
Year of publication: |
2009
|
---|---|
Authors: | Schlögl, Erik ; Schlögl, Lutz |
Published in: |
Frontiers in quantitative finance : volatility and credit risk modeling. - Hoboken, N.J. [u.a.] : Wiley, ISBN 978-0-470-29292-1. - 2009, p. 217-234
|
Subject: | Kreditrisiko | Credit risk | USA | United States | Derivat | Derivative | Asset-Backed Securities | Asset-backed securities | CAPM | Kreditderivat | Credit derivative |
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