Valuation of collateralized debt obligations : an equilibrium model
May Hu, Jason Park
| Year of publication: |
2019
|
|---|---|
| Authors: | Hu, May ; Park, Jason |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 82.2019, p. 119-135
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| Subject: | Collateralized debt obligations | Default correlation | Global financial crisis | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | Theorie | Theory | Asset-Backed Securities | Asset-backed securities | Kreditderivat | Credit derivative | Korrelation | Correlation | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.08.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012202380