Valuing CDOs of bespoke portfolios with implied multi-factor models
Year of publication: |
2009
|
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Authors: | Rosen, Dan ; Saunders, David M. |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 5.2009/10, 3, p. 3-36
|
Subject: | Derivat | Derivative | Asset-Backed Securities | Asset-backed securities | Finanzanalyse | Financial analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
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