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Willem-Jan de Goeij
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Scholarly Papers (1)
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1.
Collateralized Commodity Obligations: Rating and Risk Assessment
Posted: 02 Oct 2012
Svetlana Borovkova
,
Hidde Bunk
, Willem-Jan de Goeij,
Dimitar Mechev
and
Dirk Veldhuizen
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration, SNS Reaal,
affiliation not provided to SSRN
, NIBC Bank N.V. and
affiliation not provided to SSRN
Abstract:
structured product, commodities, rating, bootstrap, mean reversion
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