An Empirical Analysis of CDO Data

V. Leijdekker, M. Voort, A.C.F. Vorst

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	Credit Risk, Models, Derivatives and Managements
Editors	N. Wagner
Publisher	Chapman & Hall
Pages	457-484
ISBN (Print)	1584889942, 9781584889946
Publication status	Published - 2008

Persistent URL (handle)

@inbook{146378c93ba246918d1befe6a5b063fb,

title = "An Empirical Analysis of CDO Data",

author = "V. Leijdekker and M. Voort and A.C.F. Vorst",

year = "2008",

language = "English",

isbn = "1584889942",

pages = "457--484",

editor = "N. Wagner",

booktitle = "Credit Risk, Models, Derivatives and Managements",

publisher = "Chapman & Hall",

}