| dc.contributor.author | Schlogl Erik | en_US |
| dc.contributor.author | Schlogl L | en_US |
| dc.contributor.editor | Cont, R | en_US |
| dc.date.accessioned | 2010-05-28T09:39:33Z | |
| dc.date.available | 2010-05-28T09:39:33Z | |
| dc.date.issued | 2009 | en_US |
| dc.identifier | 2008000393 | en_US |
| dc.identifier.citation | Schlogl Erik and Schlogl L 2009, 'Factor Distributions Implied by Quoted CDO Spreads', in NA (ed.), John Wiley and Sons, New Jersey, USA, pp. 217-234. | en_US |
| dc.identifier.issn | 9780470292921 | en_US |
| dc.identifier.other | B1 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10453/7978 | |
| dc.description.abstract | en_US | |
| dc.language | en_US | |
| dc.publisher | John Wiley and Sons | en_US |
| dc.relation.hasversion | Accepted manuscript version | en_US |
| dc.relation.isbasedon | en_US | |
| dc.title | Factor Distributions Implied by Quoted CDO Spreads | en_US |
| dc.parent | Frontiers in Quantitative Finance | en_US |
| dc.journal.volume | en_US | |
| dc.journal.number | en_US | |
| dc.publocation | New Jersey, USA | en_US |
| dc.identifier.startpage | 217 | en_US |
| dc.identifier.endpage | 234 | en_US |
| dc.cauo.name | BUS.School of Finance and Economics | en_US |
| dc.conference | Verified OK | en_US |
| dc.for | 150201 | en_US |
| dc.personcode | 0000022202;990337 | en_US |
| dc.percentage | 000060 | en_US |
| dc.classification.name | Finance | en_US |
| dc.classification.type | FOR-08 | en_US |
| dc.edition | en_US | |
| dc.custom | en_US | |
| dc.date.activity | en_US | |
| dc.location.activity | en_US | |
| dc.description.keywords | en_US | |
| dc.staffid | en_US |