Factor Distributions Implied by Quoted CDO Spreads

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dc.contributor.author Schlögl, E
dc.contributor.author Schlögl, L
dc.date.accessioned 2010-05-28T09:39:33Z
dc.date.issued 2012-01-03
dc.identifier.citation Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling, 2012, pp. 217 - 234
dc.identifier.isbn 9780470292921
dc.identifier.other B1 en_US
dc.identifier.uri http://hdl.handle.net/10453/7978
dc.publisher John Wiley and Sons
dc.relation.hasversion Accepted manuscript version en_US
dc.relation.isbasedon 10.1002/9781118266915.ch8
dc.title Factor Distributions Implied by Quoted CDO Spreads
dc.type Chapter
dc.parent Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling
dc.journal.number en_US
dc.publocation New Jersey, USA en_US
dc.publocation New Jersey, USA
dc.identifier.startpage 217 en_US
dc.identifier.endpage 234 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140207 Financial Economics
dc.for 150205 Investment and Risk Management
dc.for 150201 Finance
dc.personcode 990337
dc.percentage 60 en_US
dc.classification.name Finance en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.edition 1 en_US
dc.edition 1
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords en_US
dc.description.keywords NA en_US
dc.description.keywords NA
dc.description.keywords CDO tranches
dc.description.keywords Collateralized debt obligation
dc.description.keywords Credit risk
dc.description.keywords Market data
dc.description.keywords Standardized portfolios
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance


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