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Conference Paper: Model specification, data history, and CDO (mis)pricing

TitleModel specification, data history, and CDO (mis)pricing
Authors
Luo, DTang, DYWang, SQ
Issue Date2010
PublisherRisk Management Institute, National University of Singapore.
Citation
The 4th Annual Risk Management Conference (RMC): 'The Risk Management Paradigm in the Post-Crisis Era', Singapore, 15-17 July 2010. How to Cite?
DescriptionSession 5 - Credit Risk and Debt Pricing: no. 3
Persistent Identifierhttp://hdl.handle.net/10722/141203

 

DC FieldValueLanguage
dc.contributor.authorLuo, Den_US
dc.contributor.authorTang, DYen_US
dc.contributor.authorWang, SQ-
dc.date.accessioned2011-09-23T06:27:49Z-
dc.date.available2011-09-23T06:27:49Z-
dc.date.issued2010en_US
dc.identifier.citationThe 4th Annual Risk Management Conference (RMC): 'The Risk Management Paradigm in the Post-Crisis Era', Singapore, 15-17 July 2010.en_US
dc.identifier.urihttp://hdl.handle.net/10722/141203-
dc.descriptionSession 5 - Credit Risk and Debt Pricing: no. 3-
dc.languageengen_US
dc.publisherRisk Management Institute, National University of Singapore.-
dc.relation.ispartofAnnual Risk Management Conference (NUS)en_US
dc.titleModel specification, data history, and CDO (mis)pricingen_US
dc.typeConference_Paperen_US
dc.identifier.emailLuo, D: luodan35@hku.hken_US
dc.identifier.emailTang, DY: yjtang@hku.hk-
dc.identifier.emailWang, SQ: sarawang@hku.hk-
dc.identifier.authorityTang, DY=rp01096en_US
dc.identifier.hkuros195866en_US
dc.description.otherThe 4th Annual Risk Management Conference (RMC): 'The Risk Management Paradigm in the Post-Crisis Era', Singapore, 15-17 July 2010.-

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