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~person:"Deretz, Cyril"
~person:"Fabozzi, Frank J."
~subject:"Asset-backed securities"
~type_genre:"Aufsatz im Buch"
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The definitive guide to CDOs : market, application, valuation and hedging
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The handbook of mortgage-backed securities
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CDOs : risks, challenges and market outlook
Rowe, David M.
;
Deretz, Cyril
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 595-629)
.
2008
Persistent link: https://www.econbiz.de/10003918885
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2
An option-theoretic approach to MBS valuation
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
The handbook of mortgage-backed securities
,
(pp. 799-821)
.
2006
Persistent link: https://www.econbiz.de/10003274038
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