Valuation and VaR Computation for CDOs Using Stein’s Method (Q3542255)
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scientific article; zbMATH DE number 5375144
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Valuation and VaR Computation for CDOs Using Stein’s Method |
scientific article; zbMATH DE number 5375144 |
Statements
Valuation and VaR Computation for CDOs Using Stein’s Method (English)
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1 December 2008
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collateralized debt obligations (CDO)
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0.785634458065033
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0.7834610939025879
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0.7757280468940735
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