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isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
~isPartOf:"The journal of fixed income"
~subject:"Volatility"
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Volatility
Asset-Backed Securities
57
Asset-backed securities
57
Hypothek
19
Mortgage
19
USA
19
United States
19
Credit risk
10
Kreditrisiko
10
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7
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Theorie
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Asgharian, Hossein
1
Badak, Bransislav
1
Bhattacharjee, Ranjit
1
Karlsson, Sonnie
1
Perli, Roberto
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Russell, Robert A.
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Sack, Brian
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The definitive guide to CDOs : market, application, valuation and hedging
The journal of fixed income
Finance and economics discussion series
2
The review of financial studies
2
BIS Working Paper
1
FEDS Working Paper
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Journal of banking & finance
1
Journal of financial engineering
1
The Indian journal of economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of investing : JOI
1
The journal of real estate finance and economics
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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An empirical analysis of factors driving the swap spread
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
Saved in:
2
Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit
;
Badak, Bransislav
;
Russell, Robert A.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
Saved in:
3
Does mortgage hedging amplify movements in long-term interest rates?
Perli, Roberto
;
Sack, Brian
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 7-17
Persistent link: https://www.econbiz.de/10001968317
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