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A Note on the Risk Management of CDOs

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https://hal-paris1.archives-ouvertes.fr/hal-03679508
Contributor : Jean-Paul LAURENT Connect in order to contact the contributor
Submitted on : Thursday, May 26, 2022 - 4:55:32 PM
Last modification on : Wednesday, September 28, 2022 - 4:18:54 PM

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Jean-Paul Laurent. A Note on the Risk Management of CDOs. Recent Advances in Financial Engineering 2010, WORLD SCIENTIFIC, pp.43-67, 2011, ⟨10.1142/9789814366038_0003⟩. ⟨hal-03679508⟩

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