Katalog GES



Systematic risk of CDOs and CDO arbitrage

1st Person: Hamerle, Alfred
Additional Persons: Liebig, Thilo; Schropp, Hans-Jochen
Type of Publication: Paper
Language: English
Published: Deutsche Bundesbank 2009
Series: Discussion Paper Series 2
Keywords: Finanzderivat
Kreditsicherung
Kreditrisiko
Kreditwürdigkeit
Wertpapieranalyse
Portfolio-Management
Arbitragegeschäft
Finanzmarktkrise
Welt
Derivative
Collateral
Credit risk
Financial analysis
Portfolio selection
Financial crisis
World
Online: https://www.econstor.eu/bitstream/10419/28624/1/611927926.pdf

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