Main Flaws of The Collateralized Debt Obligation‘s: Valuation Before And During The 2008/2009 Global Turmoil
Year of publication: |
2010-01
|
---|---|
Authors: | Teply, Petr ; Benešová, Petra |
Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
Subject: | collateralized debt obligations | Gaussian Copula | valuation | securitization |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2010/01 21 pages |
Classification: | G01 - Financial Crises ; G32 - Financing Policy; Capital and Ownership Structure ; C63 - Computational Techniques |
Source: |
-
Benešová, Petra, (2010)
-
Collateralized Debt Obligations´ Valuation Using the One Factor Gaussian Copula Model
Buzková, Petra, (2012)
-
Systemic Risk Spillovers in the European Banking and Sovereign Network
Betz, Frank, (2014)
- More ...
-
Efficiency of EU Merger Control in the 1990-2008 Period
Teply, Petr, (2009)
-
Teply, Petr, (2004)
-
Operational Risk Management and Implications for Bank’s Economic Capital – a Case Study
Teply, Petr, (2008)
- More ...