Modeling the evolution of implied CDO correlations
Year of publication: |
2010
|
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Authors: | Hofert, Marius ; Scherer, Matthias ; Zagst, Rudi |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 24.2010, 3, p. 289-308
|
Subject: | Asset-Backed Securities | Asset-backed securities | Kreditrisiko | Credit risk | Korrelation | Correlation | Dekompositionsverfahren | Decomposition method | EU-Staaten | EU countries |
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