Synthetic CDO equity : short or long correlation risk?
Year of publication: |
2007
|
---|---|
Authors: | Jarrow, Robert A. ; Deventer, Donald R. van |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 17.2007, 4, p. 31-41
|
Subject: | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Korrelation | Correlation |
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