//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied quantitative finance"
~isPartOf:"Risiko-Manager"
~subject:"Derivat"
~subject:"Kfz-Gewerbe"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ABS (Asset-backed security)"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Kfz-Gewerbe
Theorie
Asset-Backed Securities
10
Asset-backed securities
10
Bewertung
4
Credit risk
4
Evaluation
4
Kreditrisiko
4
Derivative
3
Theory
3
Financial analysis
2
Finanzanalyse
2
Portfolio selection
2
Portfolio-Management
2
Securitization
2
Verbriefung
2
Autocorrelation
1
Autokorrelation
1
Automotive services industry
1
Bank lending
1
Corporate bond
1
Correlation
1
Credit derivative
1
Deutschland
1
Financial crisis
1
Finanzkrise
1
Fälligkeit
1
Germany
1
Hypothek
1
Immobilienfinanzierung
1
Korrelation
1
Kreditderivat
1
Kreditgeschäft
1
Markov chain
1
Markov-Kette
1
Maturity
1
Mortgage
1
Multivariate Verteilung
1
Multivariate distribution
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz im Buch
4
Book section
4
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
4
German
2
Author
All
Cherubini, Umberto
1
Dürr, Holger
1
El Karoui, Nicole
1
Fichtner, Birgit
1
Heuer, Christian
1
Jiao, Ying
1
Kurtz, David
1
Mulinacci, Sabrina
1
Overbeck, Ludger
1
Rolf, Stefan
1
Romagnoli, Silvia
1
Schnabl, Jan
1
Wagner, Christoph
1
Wagner, Christoph K. J.
1
more ...
less ...
Published in...
All
Applied quantitative finance
Risiko-Manager
Working paper / National Bureau of Economic Research, Inc.
12
International journal of theoretical and applied finance
9
The journal of fixed income
9
The handbook of mortgage-backed securities
7
The journal of credit risk : published quarterly by Incisive Media
7
The journal of real estate finance and economics
7
Journal of banking & finance
6
Journal of financial economics
6
The journal of structured finance
6
Williams College Economics Department working paper series
6
CFS working paper series
5
Discussion paper / Centre for Economic Policy Research
5
NBER Working Paper
5
NBER working paper series
5
Credit derivatives : the definitive guide
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Review of derivatives research
4
SpringerLink / Bücher
4
The handbook of structured finance
4
Wiley finance
4
Wiley finance series
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial intermediation
3
Journal of investment management : JOIM
3
The handbook of European structured financial products
3
The handbook of fixed income securities
3
The journal of computational finance
3
The journal of finance : the journal of the American Finance Association
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers / Financial Institutions Center
3
Advances in mathematical economics
2
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
2
Berichte aus der Betriebswirtschaft
2
BestMasters
2
Die internationale politische Ökonomie der Weltfinanzkrise
2
Discussion papers / CEPR
2
Documents de travail / Banque de France
2
Economic modelling
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
Saved in:
2
Quantitatives Risikomanagement von ABS-Strukturen nach der Finanzkrise : Asset Backed Securities
Dürr, Holger
;
Schnabl, Jan
- In:
Risiko-Manager
(
2009
)
3
,
pp. 1,8-13
Persistent link: https://www.econbiz.de/10003799643
Saved in:
3
A copula-based model of the term structure of CDO tranches
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Applied quantitative finance
,
(pp. 69-81)
.
2009
Persistent link: https://www.econbiz.de/10003745952
Saved in:
4
Cross- and autocorrelation in multi-period credit portfolio models
Wagner, Christoph K. J.
- In:
Applied quantitative finance
,
(pp. 125-138)
.
2009
Persistent link: https://www.econbiz.de/10003746011
Saved in:
5
Valuation and VaR computation for CDOs using Stein's method
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
Applied quantitative finance
,
(pp. 161-189)
.
2009
Persistent link: https://www.econbiz.de/10003746015
Saved in:
6
Das Driver-Programm der VW-Bank : die Bedeutung der Verbriefung für die Volkswagen Financial Services AG
Fichtner, Birgit
;
Heuer, Christian
;
Rolf, Stefan
- In:
Risiko-Manager
(
2008
)
20
,
pp. 16-20
Persistent link: https://www.econbiz.de/10003757121
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->