Startseite UB

Browse by Person

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 2.

Book Section

Donhauser, Martin and Hamerle, Alfred and Plank, Kilian (2010) Quantifying Systematic Risk in a Portfolio of Collateralised Debt Obligations. In: Rösch, Daniel and Scheule, Harald, (eds.) Model Risk: Identification, Measurement and Management. Risk Books, London, pp. 457-488. ISBN 978-1-906348-25-0 .

Monograph

Donhauser, Martin and Hamerle, Alfred and Plank, Kilian (2008) Dynamic Risk of CDOs. Working Paper.

This list was generated on Sat Aug 23 17:23:41 2014 CEST.
  1. University

University Library

Publication Server

Contact person
Gernot Deinzer

Telefon 0941 943-2759
Contact