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Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research

  • Wang D
  • Rachev S
  • Fabozzi F
Physica-Verlag HD, (2008), 263-286
DOI: 10.1007/978-3-7908-2050-8_12
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Wang, D., Rachev, S. T., & Fabozzi, F. J. (2008). Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research. In Risk Assessment (pp. 263–286). Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-2050-8_12

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