Valuation and VaR Computation for CDOs Using Stein’s Method (Q3542255): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-3-540-69179-2_8 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W42718495 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 00:18, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation and VaR Computation for CDOs Using Stein’s Method |
scientific article |
Statements
Valuation and VaR Computation for CDOs Using Stein’s Method (English)
0 references
1 December 2008
0 references
collateralized debt obligations (CDO)
0 references
