Quotation Eksi-Altay, Zehra, Filipovic, Damir. 2013. A Dynamic Affine Factor Model for the Pricing of Collateralized Debt Obligations.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title A Dynamic Affine Factor Model for the Pricing of Collateralized Debt Obligations
Year 2013
URL http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2240822

Associations

People
Eksi-Altay, Zehra (Details)
External
Filipovic, Damir (EPFL Lausanne, Switzerland)
Organization
Finance, Accounting and Statistics DP (Details)
Institute for Statistics and Mathematics IN (Details)
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