Multiple risky securities valuation II
| Autor: | Ilya, Gikhman |
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| Rok vydání: | 2010 |
| Předmět: | |
| Popis: | In this paper we present valuation of CDO tranches paying primary attention to the equity tranche. Our approach is close to one that was outlined in [1]. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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