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Four synthetic CDO trading strategies
Petrelli, Andrea; Zhang, Jun; Federico, Santa; Kapoor, Vivek - In: Credit derivative strategies : new thinking on managing …, (pp. 33-64). 2007
Persistent link: https://www.econbiz.de/10003547033
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Risk management of credit derivatives
Federico, Santa; Petrelli, Andrea; Zhang, Jun; Kapoor, Vivek - In: Credit derivative strategies : new thinking on managing …, (pp. 93-114). 2007
Persistent link: https://www.econbiz.de/10003547042
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CDS valuation
Federico, Santa; Petrelli, Andrea; Zhang, Jun; Kapoor, Vivek - In: Credit derivative strategies : new thinking on managing …, (pp. 161-165). 2007
Persistent link: https://www.econbiz.de/10003547052
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CDO valuation
Federico, Santa; Petrelli, Andrea; Zhang, Jun; Kapoor, Vivek - In: Credit derivative strategies : new thinking on managing …, (pp. 167-173). 2007
Persistent link: https://www.econbiz.de/10003547054