Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research

DOI10.1007/978-3-7908-2050-8_12zbMath1154.91517OpenAlexW139911216MaRDI QIDQ3606103

Dezhong Wang, Frank J. Fabozzi, Svetlozar T. Rachev

Publication date: 26 February 2009

Published in: Contributions to Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2050-8_12

Mathematics Subject Classification ID

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