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Pricing and Hedging of CDOs: A Top Down Approach - MaRDI portal

Pricing and Hedging of CDOs: A Top Down Approach (Q3000884)

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Pricing and Hedging of CDOs: A Top Down Approach
scientific article

    Statements

    title
    Pricing and Hedging of CDOs: A Top Down Approach (English)
    0 references
    author
    Damir Filipović
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    Thorsten Schmidt
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    publication date
    31 May 2011
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    Identifiers

    zbMATH DE Number
    5901443
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    OpenAlex ID
    W3125899156
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