2008•Unpublished venueRequires access

Advanced Credit Portfolio Modeling and CDO Pricing

Ernst Eberlein, Rüdiger Frey, Ernst August v. Hammerstein

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Key concepts: Credit derivative, Collateralized debt obligation, Business, Credit risk, Credit default swap, Financial institution, Loan, Financial system

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Advanced Credit Portfolio Modeling and CDO Pricing — Research Paper | ScholarLens