Pricing and hedging collateralized loan obligations with implied factor models
Jovan Nedeljkovic; Dan Rosen; David Saunders
Year of publication: |
2010
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Authors: | Nedeljkovic, Jovan ; Rosen, Dan ; Saunders, David |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 6.2010/11, 3, p. 53-97
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