Valuation and risk management of collateralized debt obligations and related securities
Year of publication: |
2011
|
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Authors: | Bluhm, Christian ; Wagner, Christoph |
Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1367, ZDB-ID 2533628-9. - Vol. 3.2011, p. 193-222
|
Subject: | Asset-Backed Securities | Asset-backed securities | Verbriefung | Securitization | Kreditrisiko | Credit risk | CAPM | Risikomanagement | Risk management | Theorie | Theory |
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