Synthetic CDO Pricing : The Perspective of Risk Integration
Year of publication: |
2015
|
---|---|
Authors: | Hu, Conghui |
Other Persons: | Zhang, Xun (contributor) ; Gao, Qiuming (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Kreditsicherung | Collateral | Risiko | Risk | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Economics, Vol. 47, No. 15, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 14, 2015 erstellt |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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