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Factor distributions implied by quoted CDO spreads tranche pricing
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Factor distributions implied by quoted CDO spreads tranche pricing

Author: Erik Schlogl; Lutz Schlogl
Publisher: Broadway, N.S.W. : University of Technology, Sydney, 2007.
Series: Research paper (Quantitative Finance Research Centre), 190.
Edition/Format:   Book : EnglishView all editions and formats
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Genre/Form: Ebook
Document Type: Book
All Authors / Contributors: Erik Schlogl; Lutz Schlogl
OCLC Number: 225390443
Notes: "January 2007"--Cover.
Description: 11 p. : ill. ; 21 cm.
Series Title: Research paper (Quantitative Finance Research Centre), 190.
Responsibility: Erik Schlogl and Lutz Schlogl.

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