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CDO Prices and Risk Management: A Comparative Study of Alternative Approaches for pricing iTraxx
Bourdoux, Jean-Michel; Hübner, Georges; Sibille, Jean-Roch
2008In Wagner, Niklas (Ed.) Credit Risk - Models, Derivatives and Management
 

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Disciplines :
Finance
Author, co-author :
Bourdoux, Jean-Michel
Hübner, Georges  ;  Université de Liège - ULiège > HEC - École de gestion de l'ULiège > Gestion financière
Sibille, Jean-Roch ;  Université de Liège - ULiège > HEC - École de gestion de l'ULiège > Gestion financière
Language :
English
Title :
CDO Prices and Risk Management: A Comparative Study of Alternative Approaches for pricing iTraxx
Publication date :
2008
Main work title :
Credit Risk - Models, Derivatives and Management
Author, co-author :
Wagner, Niklas
Publisher :
Chapman & Hall
Collection name :
Financial Mathematics Series, n°6
Pages :
511-526
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