empirical analysis of the pricing of collateralized debt obligations
By: Francis A. Longstaff, Arvind Rajan.
Contributors: Rajan, Arvind.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12210.; Working paper series (National Bureau of Economic Research) -- working paper no. 12210.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 33
Subjects: Collateralized debt obligations -- Mathematical models
Notes: "May 2006."

Includes bibliographical references (p. 32-33).

Also available in PDF from the NBER world wide web site (www.nber.org).