Simulation of risk and return profiles for portfolios of CDO tranches

William J. Morokoff. Simulation of risk and return profiles for portfolios of CDO tranches. In Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005. pages 1844-1848, ACM, 2005. [doi]

Authors

William J. Morokoff

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