Modeling of CPDOs : identifying optimal and implied leverage
Year of publication: |
2010
|
---|---|
Authors: | Dorn, Jochen |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 6, p. 1371-1382
|
Subject: | Derivat | Derivative | Kreditderivat | Credit derivative | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory |
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