Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (Q3606103)
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scientific article; zbMATH DE number 5519025
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| English | Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research |
scientific article; zbMATH DE number 5519025 |
Statements
Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (English)
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26 February 2009
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0.8118256330490112
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0.8061205744743347
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0.8045875430107117
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0.8007633090019226
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