Pricing and hedging of CDOs : a top down approach
Damir Filipović and Thorsten Schmidt
| Year of publication: |
2010
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|---|---|
| Authors: | Filipović, Damir ; Schmidt, Thorsten |
| Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 231-253
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| Subject: | Asset-Backed Securities | Asset-backed securities | Finanzanalyse | Financial analysis | CAPM | Hedging | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008749249