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subject:"Kreditderivat"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kreditsicherung"
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Search: subject_exact:"ABS (Asset-backed security)"
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Kreditderivat
Kreditsicherung
Asset-Backed Securities
12
Asset-backed securities
12
Credit risk
8
Kreditrisiko
8
Derivat
6
Derivative
6
Theorie
6
Theory
6
Option pricing theory
5
Optionspreistheorie
5
Collateral
4
Credit derivative
3
Hypothek
3
Mortgage
3
Stochastic process
3
Stochastischer Prozess
3
Multivariate Verteilung
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Multivariate distribution
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Yield curve
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Zinsstruktur
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ABS
1
BIS
1
Behavioral risk
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CAPM
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CDO
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CDO tranches
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CDOs
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CVA
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Collateralized debt obligations
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Conditional Central Limit Theorem
1
Correlation
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Credit derivatives
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Financial crisis
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Finanzkrise
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Forecasting model
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Hedging
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IRRBB
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Islamic finance
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Diener, Nicolas
1
Huang, Wen-Li
1
Jabłecki, Juliusz
1
Jarrow, Robert A.
1
Kim, Sung Ik
1
Kim, Young Shin
1
Liu, Wen-Qiong
1
Protter, Philip E.
1
Schmidt, Thorsten
1
Zabczyk, Jerzy
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International journal of theoretical and applied finance
The journal of structured finance
7
Williams College Economics Department working paper series
6
Journal of banking & finance
5
Journal of financial economics
5
The review of financial studies
5
CFS working paper series
4
The definitive guide to CDOs : market, application, valuation and hedging
4
The journal of credit risk : published quarterly by Incisive Media
4
Applied financial economics
3
Discussion papers / CEPR
3
Research paper series / Swiss Finance Institute
3
Review of derivatives research
3
The handbook of structured finance
3
The journal of fixed income
3
Working paper / National Bureau of Economic Research, Inc.
3
Credit derivatives : the definitive guide
2
Die internationale politische Ökonomie der Weltfinanzkrise
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Finance and economics discussion series
2
Financial markets and instruments
2
Financial series
2
Journal of post-Keynesian economics : JPKE
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER Working Paper
2
NBER working paper series
2
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
2
Securitisation of derivatives and alternative asset classes : yearbook 2005
2
The Oxford handbook of credit derivatives
2
The handbook of mortgage-backed securities
2
The journal of finance : the journal of the American Finance Association
2
Wiley finance
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Working papers in economics
2
American economic journal : a journal of the American Economic Association
1
Applied economics
1
Applied quantitative finance
1
Asset securitisation and synthetic structures : innovations in the European credit markets
1
BIS quarterly review : international banking and financial market developments
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
3
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
4
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
5
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
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