Structured climate financing: valuation of CDOs on inhomogeneous asset pools
Year of publication: |
2020
|
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Authors: | Packham, Natalie |
Publisher: |
Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" |
Subject: | Renewable energy financing | structured finance | CDO pricing | LH++ model |
Series: | IRTG 1792 Discussion Paper ; 2020-003 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/230809 [Handle] RePEc:zbw:irtgdp:2020003 [RePEc] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
-
Structured climate financing: valuation of CDO on inhomogeneous asset pools
Packham, N., (2021)
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