Implications of stochastic recovery rates in evaluating CDO tranches
Year of publication: |
2004
|
---|---|
Authors: | Garcia, Tania ; Maghakian, Arthur ; Sharma, Sanjay |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 14.2004, 3, p. 64-71
|
Subject: | Stochastischer Prozess | Stochastic process | Asset-Backed Securities | Asset-backed securities | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Kreditsicherung | Collateral | Bewertung | Evaluation |
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