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Pricing synthetic CDOs using a three regime random factor loading model, Philip Messow
- Language
- Released
- 2012
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- Title
- Pricing synthetic CDOs using a three regime random factor loading model
- Language
- English
- Authors
- Philip Messow
- Publisher
- RUB, Dep. of Economics [u.a.]
- Publisher
- 2012
- ISBN10
- 3867883661
- ISBN13
- 9783867883665
- Series
- Ruhr economic papers
- Category
- Business and Economics