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isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
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The definitive guide to CDOs : market, application, valuation and hedging
The journal of fixed income
The journal of structured finance
150
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
28
NBER Working Paper
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Finance and economics discussion series
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Journal of financial economics
24
The journal of real estate finance and economics
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The review of financial studies
21
The handbook of mortgage-backed securities
18
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
Discussion paper / Centre for Economic Policy Research
14
The handbook of European structured financial products
14
The journal of finance : the journal of the American Finance Association
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International journal of theoretical and applied finance
12
The real estate finance journal
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Staff reports / Federal Reserve Bank of New York
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The journal of credit risk : published quarterly by Incisive Media
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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31
Model validation and CDOs : an overview of requirements and methods
Neal, George
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 577-590)
.
2008
Persistent link: https://www.econbiz.de/10003918879
Saved in:
32
CDOs : risks, challenges and market outlook
Rowe, David M.
;
Deretz, Cyril
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 595-629)
.
2008
Persistent link: https://www.econbiz.de/10003918885
Saved in:
33
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:
34
An empirical investigation of MBS liquidity risk
Kim, Jinyong
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 39-46
Persistent link: https://www.econbiz.de/10003848035
Saved in:
35
Valuation of residential mortgage-backed securities with proportional hazard model : cumulant expansion approach to pricing RMBS
Ozeki, Takaaki
;
Umezawa, Yuji
;
Yamazaki, Akira
; …
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 62-77
Persistent link: https://www.econbiz.de/10003848043
Saved in:
36
Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon
;
Newman, Daniel
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
Saved in:
37
On pricing CDOs with Meixner distributions
Nimmanunta, Kridsda
;
Chiarawongse, Anant
;
Tirapat, Sunti
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10003757719
Saved in:
38
Incorporating the dynamic link between mortgage and treasury markets in pricing and hedging MBS
Bhattacharya, Anand K.
;
Sekhar, Aryasomayajula
; …
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 39-45
Persistent link: https://www.econbiz.de/10003400066
Saved in:
39
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:
40
Defaults and losses given default of structured finance securities
Hu, Jian
;
Cantor, Richard
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10002029941
Saved in:
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