Eksi-Altay, Zehra, Filipovic, Damir. 2020. Affine Pricing and Hedging of Collateralized Debt Obligations.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Working/discussion paper, preprint |
| Language | English |
| Title | Affine Pricing and Hedging of Collateralized Debt Obligations |
| Year | 2020 |
| URL | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3736819 |
Associations
- People
- Eksi-Altay, Zehra (Details)
- External
- Filipovic, Damir (Ecole Polytechnique Fédérale de Lausanne; Swiss Finance Institute, Switzerland)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1137 Financial mathematics (Details)