Markov Models for CDOs

Schlogl, E

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Publisher:: Risk Books
Publication Type:: Chapter
Citation:: The Definitive Guide to CDOs: Market, Application, Valuation and Hedging, 2008, 1, pp. 319 - 340
Issue Date:: 2008-01

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Field	Value	Language
dc.contributor.author	Schlogl, E https://orcid.org/0000-0001-8898-6879	en_US
dc.contributor.editor	Meissner, G	en_US
dc.date.issued	2008-01	en_US
dc.identifier.citation	The Definitive Guide to CDOs: Market, Application, Valuation and Hedging, 2008, 1, pp. 319 - 340	en_US
dc.identifier.isbn	9781906348014	en_US
dc.identifier.uri	http://hdl.handle.net/10453/8031
dc.description.abstract	NA	en_US
dc.publisher	Risk Books	en_US
dc.relation.ispartof	The Definitive Guide to CDOs: Market, Application, Valuation and Hedging	en_US
dc.title	Markov Models for CDOs	en_US
dc.type	Chapter
utslib.location	Cambridge, UK	en_US
utslib.for	150205 Investment and Risk Management	en_US
utslib.for	150201 Finance	en_US
utslib.citation.edition	1	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.edition	1	en_US
pubs.place-of-publication	Cambridge, UK	en_US

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