Model specification and collateralized debt obligation (mis)pricing
نویسندگان
چکیده
منابع مشابه
Accelerating an Analytical Approach to Collateralized Debt Obligation
Accelerating an Analytical Approach to Collateralized Debt Obligation Pricing Dharmendra Prasad Gupta Master of Applied Science Graduate Department of Electrical and Computer Engineering University of Toronto 2009 In recent years, financial simulations have gotten computationally intensive due to larger portfolio sizes, and an increased demand to perform real-time risk analysis. In this paper, ...
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ژورنال
عنوان ژورنال: Journal of Futures Markets
سال: 2018
ISSN: 0270-7314
DOI: 10.1002/fut.21932