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~person:"Cordell, Larry"
~person:"Jarrow, Robert A."
~person:"Pence, Karen M."
~subject:"Derivat"
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Derivat
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Cordell, Larry
Jarrow, Robert A.
Pence, Karen M.
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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The role of ABS CDOs in the financial crisis
Cordell, Larry
;
Feldberg, Greg
;
Sass, Danielle
- In:
The journal of structured finance
25
(
2019
)
2
,
pp. 10-27
Persistent link: https://www.econbiz.de/10012125657
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2
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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