Impact of Stochastic Correlation on CDO Pricing
Year of publication: |
2011
|
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Authors: | Ramasamy, Ravindran |
Other Persons: | Sinnasamy, Ganisen (contributor) ; Helmi, Mohd Hanif Mohd (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Korrelation | Correlation | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Asset-Backed Securities | Asset-backed securities |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The IUP Journal of Applied Finance, Vol. 17, No. 1, pp. 5-26, January 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 7, 2011 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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