Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao

DOI10.1007/978-3-642-29721-2zbMath1262.91003OpenAlexW1526891882MaRDI QIDQ2429371

Wim Schoutens, Francesca Campolongo, Henrik Jönsson

Publication date: 27 April 2012

Published in: SpringerBriefs in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-29721-2

zbMATH Keywords

parameter sensitivityABSglobal sensitivitydefault modelling

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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