Pricing Synthetic CDOs Using a Three Regime Random-Factor-Loading Model
Year of publication: |
2012
|
---|---|
Authors: | Messow, Philip |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Asset-Backed Securities | Asset-backed securities | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (28 p) |
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Series: | Ruhr Economic Paper ; No. 317 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2010445 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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