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~isPartOf:"Fisher College of Business working paper series"
~isPartOf:"The journal of fixed income"
~subject:"Insolvenz"
~subject:"Kapitaleinkommen"
~subject:"Theory"
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ECONIS (ZBW)
14
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1
Modeling prepayments and defaults for UK nonconforming RMBS
Kamra, Abhinav
;
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
Saved in:
2
Diversification potential of structured securities
Plank, Kilian
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 24-32
Persistent link: https://www.econbiz.de/10009007995
Saved in:
3
Introducing the Citi LMM term structur model for mortgages
Karpishpan, Yakov
;
Turel, Ozgur
;
Hasha, Alexander
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003988060
Saved in:
4
Commercial mortgage-backed securities : prepayment and default
Ambrose, Brent William
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631207
Saved in:
5
Fundamental, flight-to-quality, and flight-to-liquidity components in subprime mortgage-backed security returns
Prendergast, Joseph R.
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10003875946
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6
Measuring the credit risk of synthetic CDOs with CDS-implied ratings
Hamilton, David T.
;
Choi, Yukyung
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10003875978
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7
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:
8
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:
9
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:
10
Measuring final loss severity of defaulted RMBS
Hu, Jian
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
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