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Søren Willemann · Study
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Søren Willemann
2 works
· latest 2011
· 1 institutions
cluster: provisional
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Most cited in this library
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models
2011 · 28 citations
An evaluation of the base correlation framework for synthetic CDOs
2005 · 25 citations
Works
2 shown
Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models
Management Science
·
2011
·
2 authors
28
citations
An evaluation of the base correlation framework for synthetic CDOs
The Journal of Credit Risk
·
2005
·
1 author
·
Open access
25
citations