Term structure of loss cascades in portfolio securitisation
Year of publication: |
[2017]
|
---|---|
Authors: | Overbeck, Ludger ; Wagner, Christoph |
Published in: |
Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 207-221
|
Subject: | Asset-Backed Securities | Asset-backed securities | Kreditderivat | Credit derivative | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Fälligkeit | Maturity | Theorie | Theory |
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