MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS (Q4653009)
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scientific article; zbMATH DE number 2139682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS |
scientific article; zbMATH DE number 2139682 |
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MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS (English)
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28 February 2005
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Private equity fund
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fund of funds
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collateralised fund obligation (CFO)
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Cox--Ingersoll--Ross (CIR) process
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squared Bessel process
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