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~isPartOf:"Review of derivatives research"
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Search: subject_exact:"Mortgage-backed securities"
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Review of derivatives research
The journal of fixed income
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5
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4
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ECONIS (ZBW)
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1
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
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
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
4
CMBS tranche valuation framework : correlated geometric Brownian motions simulation
Shiu, Peijie
;
Luong, Uyen
;
Rozov, Yadin
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10009314955
Saved in:
5
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:
6
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:
7
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:
8
CDO and ABS underperformance : a correlation story
Adelson, Mark H.
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 53-63
Persistent link: https://www.econbiz.de/10001968398
Saved in:
9
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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