Semi-analytic approaches to collateralized debt obligation modelling
Year of publication: |
2004
|
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Authors: | Bluhm, Christian ; Overbeck, Ludger |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 33.2004, 2, p. 233-255
|
Subject: | Theorie | Theory | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Asset-Backed Securities | Asset-backed securities | Kreditderivat | Credit derivative |
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