Factor Distributions Implied by Quoted CDO Spreads

Schlögl, E

Schlögl, L

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Publication Type:: Chapter
Citation:: Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling, 2012, pp. 217 - 234
Issue Date:: 2012-01-03

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Field	Value	Language
dc.contributor.author	Schlögl, E https://orcid.org/0000-0001-8898-6879	en_US
dc.contributor.author	Schlögl, L	en_US
dc.date.issued	2012-01-03	en_US
dc.identifier.citation	Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling, 2012, pp. 217 - 234	en_US
dc.identifier.isbn	9780470292921	en_US
dc.identifier.uri	http://hdl.handle.net/10453/7978
dc.relation.ispartof	Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling	en_US
dc.relation.isbasedon	10.1002/9781118266915.ch8	en_US
dc.title	Factor Distributions Implied by Quoted CDO Spreads	en_US
dc.type	Chapter
utslib.for	140207 Financial Economics	en_US
utslib.for	150205 Investment and Risk Management	en_US
utslib.for	150201 Finance	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	open_access
pubs.publication-status	Published	en_US

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