%0 Journal Article %1 Hull2004Valuation %A Hull, John C. %A White, Alan D. %D 2004 %J The Journal of Derivatives %K nth-to-default-swap financial-markets %N 2 %P 8--23 %R 10.3905/jod.2004.450964 %T Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation %U http://dx.doi.org/10.3905/jod.2004.450964 %V 12

@article{Hull2004Valuation, added-at = {2019-06-10T14:53:09.000+0200}, author = {Hull, John C. and White, Alan D.}, biburl = {https://www.bibsonomy.org/bibtex/2e534dd459ca431263786d2b0ed3d716c/nonancourt}, citeulike-article-id = {14636165}, citeulike-linkout-0 = {http://dx.doi.org/10.3905/jod.2004.450964}, day = 30, doi = {10.3905/jod.2004.450964}, interhash = {932e00d272d275aa1fdb108e337ad87c}, intrahash = {e534dd459ca431263786d2b0ed3d716c}, issn = {1074-1240}, journal = {The Journal of Derivatives}, keywords = {nth-to-default-swap financial-markets}, month = nov, number = 2, pages = {8--23}, posted-at = {2018-09-14 13:22:01}, priority = {2}, timestamp = {2019-07-31T13:48:52.000+0200}, title = {{Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation}}, url = {http://dx.doi.org/10.3905/jod.2004.450964}, volume = 12, year = 2004 }