Work

Implied Expected Tranched Loss Surface from CDO Data

Year: 2006

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.933291

Authors: Roberto Torresetti, Damiano Brigo, Andrea Pallavicini

Institutions: University of Milan, Intesa Sanpaolo (Italy), Imperial College London

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1524640660

Cites: 6

Cited by: 33

Related to: 10