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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse"
~subject:"Theorie"
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Search: subject_exact:"Asset-backed securities"
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Asset-Backed Securities
45
Asset-backed securities
45
Hypothek
21
Mortgage
21
Credit risk
20
Kreditrisiko
20
Theory
13
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9
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Fan, Gang-zhi
2
Chen, Ren-Raw
1
Deng, Yongheng
1
Diener, Nicolas
1
Ebrahim, Muhammed Shahid
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Eichler, Andreas
1
Fermanian, Jean-David
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1
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International journal of theoretical and applied finance
The journal of real estate finance and economics
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
Working paper / National Bureau of Economic Research, Inc.
11
Journal of financial economics
6
The handbook of mortgage-backed securities
6
The journal of fixed income
6
CFS working paper series
5
Discussion paper / Centre for Economic Policy Research
5
Journal of banking & finance
5
NBER Working Paper
5
NBER working paper series
5
The journal of credit risk : published quarterly by Incisive Media
5
Applied quantitative finance
3
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 investment management : JOIM
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Review of derivatives research
3
SpringerLink / Bücher
3
The journal of computational finance
3
Wiley finance series
3
Williams College Economics Department working paper series
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers / Financial Institutions Center
3
Advances in mathematical economics
2
Berichte aus der Betriebswirtschaft
2
BestMasters
2
Credit derivatives : the definitive guide
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
Europäische Hochschulschriften / 5
2
Finance and economics discussion series
2
Finance and stochastics
2
Gabler Edition Wissenschaft
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
International journal of financial engineering
2
Journal of economic dynamics & control
2
Journal of financial intermediation
2
Journal of post-Keynesian economics : JPKE
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ECONIS (ZBW)
13
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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
A top-down approach for asset-backed securities : a consistent way od managing prepayment, default and interest rate risks
Fermanian, Jean-David
- In:
The journal of real estate finance and economics
46
(
2013
)
3
,
pp. 480-515
Persistent link: https://www.econbiz.de/10009727565
Saved in:
4
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:
5
Default clustering risks in commercial mortgage-backed securities
Fan, Gang-zhi
;
Sing, Tien-foo
;
Ong, Seow-eng
- In:
The journal of real estate finance and economics
45
(
2012
)
1
,
pp. 110-127
Persistent link: https://www.econbiz.de/10009581761
Saved in:
6
Exact pricing asymptotics of investment-grade tranches of synthetic CDO's : a large homogeneous pool
Sowers, R. B.
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 367-401
Persistent link: https://www.econbiz.de/10008904367
Saved in:
7
Notes on exact and semi-exact Lévy models for the valuation of CDOs
Eichler, Andreas
;
Leobacher, Gunther
;
Zellinger, Heidrun
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 979-1000
Persistent link: https://www.econbiz.de/10008905093
Saved in:
8
Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong
;
Fan, Gang-zhi
;
Lim, Kian-Guan
- In:
The journal of real estate finance and economics
38
(
2009
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10003848944
Saved in:
9
Market risk of mortgage-backed securities with consistent measures
Chen, Ren-Raw
;
Liao, Hsien-hsing
;
Yang, Tyler T.
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 121-140
Persistent link: https://www.econbiz.de/10003622062
Saved in:
10
Semi-analytical MBS pricing
Rom-Poulsen, Niels
- In:
The journal of real estate finance and economics
34
(
2007
)
4
,
pp. 463-498
Persistent link: https://www.econbiz.de/10003491287
Saved in:
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