Hedging issues for CDOs
Year of publication: |
2008
|
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Authors: | Cousin, Areski ; Laurent, Jean-Paul |
Published in: |
The definitive guide to CDOs : market, application, valuation and hedging. - London : Risk Books, ISBN 978-1-906348-01-4. - 2008, p. 461-480
|
Subject: | Hedging | Asset-Backed Securities | Asset-backed securities | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Sensitivitätsanalyse | Sensitivity analysis |
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