Assessment on synthetic collateralised debt obligations by using modified SSRD stochastic intensity modelling

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Collaborative Research in Financial Services and Administrative Science. 2007
Editors	D Terrell, TJ Brailsford, TJ O'Neill, Y Hoshina, JHW Penm
Place of Publication	Australia
Publisher	Evergreen Publishing
Pages	53-92
Volume	1
Edition	1st
ISBN (Print)	0975096141
Publication status	Published - 2007

Cite this

Penm, Jack HW ; Terrell, Deane ; Liao, Szu-Lang. / Assessment on synthetic collateralised debt obligations by using modified SSRD stochastic intensity modelling. Collaborative Research in Financial Services and Administrative Science. 2007. editor / D Terrell, TJ Brailsford, TJ O'Neill, Y Hoshina, JHW Penm. Vol. 1 1st. ed. Australia : Evergreen Publishing, 2007. pp. 53-92

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Assessment on synthetic collateralised debt obligations by using modified SSRD stochastic intensity modelling. / Penm, Jack HW; Terrell, Deane; Liao, Szu-Lang.
Collaborative Research in Financial Services and Administrative Science. 2007. ed. / D Terrell, TJ Brailsford, TJ O'Neill, Y Hoshina, JHW Penm. Vol. 1 1st. ed. Australia: Evergreen Publishing, 2007. p. 53-92.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

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AU - Penm, Jack HW

AU - Terrell, Deane

AU - Liao, Szu-Lang

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SN - 0975096141

VL - 1

SP - 53

EP - 92

BT - Collaborative Research in Financial Services and Administrative Science. 2007

A2 - null, D Terrell, TJ Brailsford, TJ O'Neill, Y Hoshina, JHW Penm

PB - Evergreen Publishing

CY - Australia

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