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~isPartOf:"Journal of investment management : JOIM"
~isPartOf:"The journal of fixed income"
~subject:"Insolvenz"
~subject:"Kapitaleinkommen"
~subject:"Kreditderivat"
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Insolvenz
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Kreditderivat
Asset-Backed Securities
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Hu, Jian
2
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1
Chiluveru, Sudhir
1
Christopoulos, Andreas D.
1
Corcoran, Patrick J.
1
Dynkin, Lev
1
Ehlers, Stefan
1
Fabozzi, Frank J.
1
Garcia, Tania
1
Goodman, Laurie Sharon
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Gürtler, Marc
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Kamra, Abhinav
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Journal of investment management : JOIM
The journal of fixed income
Journal of financial economics
7
The journal of structured finance
7
Journal of banking & finance
6
Williams College Economics Department working paper series
6
The definitive guide to CDOs : market, application, valuation and hedging
5
The journal of real estate finance and economics
5
Working papers / Financial Institutions Center
5
The journal of credit risk : published quarterly by Incisive Media
4
International journal of theoretical and applied finance
3
NBER working paper series
3
Review of derivatives research
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied financial economics
2
Credit derivatives : the definitive guide
2
Die internationale politische Ökonomie der Weltfinanzkrise
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
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Financial series
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International finance discussion papers
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NBER Working Paper
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Real estate economics : journal of the American Real Estate and Urban Economics Association
2
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
2
Securitisation of derivatives and alternative asset classes : yearbook 2005
2
The American economic review
2
The Oxford handbook of credit derivatives
2
The journal of finance : the journal of the American Finance Association
2
The journal of real estate research
2
The real estate finance journal
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The review of financial studies
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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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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ECONIS (ZBW)
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1
The impact of different default triggers on CMBS risk evaluation
Christopoulos, Andreas D.
- In:
Journal of investment management : JOIM
15
(
2017
)
2
,
pp. 65-91
Persistent link: https://www.econbiz.de/10011700690
Saved in:
2
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:
3
An improved implied copula model and its application to the valuation of bespoke CDO tranches
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
8
(
2010
)
3
,
pp. 11-31
Persistent link: https://www.econbiz.de/10008654919
Saved in:
4
A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan
;
Gürtler, Marc
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 6-21
Persistent link: https://www.econbiz.de/10003970347
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
Saved in:
6
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:
7
Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania
;
Maghakian, Arthur
;
Sharma, Sanjay
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
Saved in:
8
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
Saved in:
9
Default rates on structured finance securities
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 44-53
Persistent link: https://www.econbiz.de/10002421458
Saved in:
10
CMBS loan defaults
Corcoran, Patrick J.
;
Iwai, Yuriko
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 52-59
Persistent link: https://www.econbiz.de/10001763888
Saved in:
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