Browsing Rechts-, Wirtschafts- und Sozialwissenschaften by Author "Jortzik, Stephan"
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Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Debt Obligations bei heterogenen Referenzportfolios
Jortzik, Stephan (2006-06-02)Collateralized Debt Obligations (CDOs) have nowadays become an integral part of all asset-backed securities issuances. It is noteworthy that credit derivative-based synthetic CDO structures ...