Tranching and Pricing in CDO-Transactions
Year of publication: |
2011-02-28
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Authors: | Franke, Günter ; Weber, Thomas |
Institutions: | Fachbereich Wirtschaftswissenschaften, Universität Konstanz |
Subject: | Securitization | information asymmetries | tranching of asset portfolios | risk premiums of tranches |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2011-21 52 pages |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
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