We found a match
Your institution may have rights to this item. Sign in to continue.
- Title
Untitled.
- Authors
Figlewski, Stephen
- Abstract
The article discusses various reports published within the issue, including one by X. Burtschell, J. Gregory and J.-P. Gregory on the theoretical behavior and empirical performance of alternative collateralized debt obligations (CDOs), another by Stephen J. Taylor, Pradeep K. Yadav and Yuanyuan Zhang on the differences between standard pricing models and market behavior and another by Bing-Qing Li and Hai-Jian Zhao on the ways to apply theoretical combinatories to a binomial lattice.
- Subjects
COLLATERALIZED mortgage obligations; PRICING
- Publication
Journal of Derivatives, 2009, Vol 16, Issue 4, p1
- ISSN
1074-1240
- Publication type
Article