Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 2.

26 January 2007

Albanese, Claudio and Vidler, Alicia (2007): A STRUCTURAL MODEL FOR CREDIT-EQUITY DERIVATIVES AND BESPOKE CDOs. Published in: Wilmott Magazine , Vol. 2007, No. May (1 May 2007)

25 January 2008

Albanese, Claudio and Vidler, Alicia (2008): Dynamic Conditioning and Credit Correlation Baskets. Forthcoming in: The Complete Guide to CDOs - Market, Application, Valuation, and Hedging No. Book (1 July 2008)

This list was generated on Mon Oct 21 01:02:55 2019 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.