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subject:"Kreditderivat"
~isPartOf:"Economic modelling"
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~subject:"Correlation"
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Kreditderivat
Correlation
Asset-Backed Securities
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Asset-backed securities
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Credit derivative
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Credit risk
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Kreditrisiko
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Theorie
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Theory
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Collateral
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Collateralized debt obligations
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Derivat
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Derivative
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Kreditsicherung
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CDO
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Economic modelling
Economic theory : official journal of the Society for the Advancement of Economic Theory
Williams College Economics Department working paper series
6
The journal of structured finance
5
International journal of theoretical and applied finance
4
Journal of banking & finance
4
Journal of financial economics
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The definitive guide to CDOs : market, application, valuation and hedging
4
The journal of credit risk : published quarterly by Incisive Media
4
The journal of fixed income
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Review of derivatives research
3
Applied financial economics
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Applied quantitative finance
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Credit derivatives : the definitive guide
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Die internationale politische Ökonomie der Weltfinanzkrise
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
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Financial markets and asset pricing
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Financial series
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Frontiers in quantitative finance : volatility and credit risk modeling
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
2
SFB 649 discussion paper
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Securitisation of derivatives and alternative asset classes : yearbook 2005
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The Oxford handbook of credit derivatives
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Working papers in economics
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Asset securitisation and synthetic structures : innovations in the European credit markets
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BIS quarterly review : international banking and financial market developments
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Brennpunkt Risikomanagement und Regulierung
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CFS working paper series
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Columbia Business School Research Paper
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Debt collateralization, capital structure, and maximal leverage
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory : official journal of the Society for …
70
(
2020
)
2
,
pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
Saved in:
2
Valuation of collateralized debt obligations : an equilibrium model
Hu, May
;
Park, Jason
- In:
Economic modelling
82
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
Saved in:
3
Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
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