Modeling of CDO squareds : capturing the second dimension
Year of publication: |
2007
|
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Authors: | Dorn, Jochen |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 17.2007, 2, p. 27-45
|
Subject: | Derivat | Derivative | Kredit | Credit | Kreditsicherung | Collateral | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory |
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