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~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of fixed income"
~subject:"Korrelation"
~subject:"Kreditrisiko"
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Korrelation
Kreditrisiko
Asset-Backed Securities
39
Asset-backed securities
39
Hypothek
19
Mortgage
19
USA
17
United States
17
Credit risk
9
Theorie
9
Theory
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Derivative
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Hedging
6
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Kreditderivat
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Kreditwürdigkeit
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Adelson, Mark H.
1
Chiluveru, Sudhir
1
Choi, Yukyung
1
Claußen, Arndt
1
Cousin, Areski
1
Crépey, Stéphane
1
Garcia, Tania
1
Hamilton, David T.
1
Hayre, Lakhbir
1
Hu, Jian
1
Kamra, Abhinav
1
Kan, Yu Hang
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Kim, Jinyong
1
Koziol, Christian
1
Koziol, Philipp
1
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Löhr, Sebastian
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Maghakian, Arthur
1
Rozov, Yadin
1
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1
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Review of derivatives research
The journal of fixed income
The journal of structured finance
27
Journal of banking & finance
10
Journal of financial economics
10
The journal of real estate finance and economics
9
International journal of theoretical and applied finance
8
CFS working paper series
6
The review of financial studies
6
Discussion paper / Centre for Economic Policy Research
5
NBER Working Paper
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
5
The journal of credit risk : published quarterly by Incisive Media
5
Williams College Economics Department working paper series
5
Credit derivatives : the definitive guide
4
Staff reports / Federal Reserve Bank of New York
4
Swiss Finance Institute Research Paper
4
The definitive guide to CDOs : market, application, valuation and hedging
4
The handbook of structured finance
4
Working papers / Financial Institutions Center
4
Applied financial economics
3
Journal of financial intermediation
3
Journal of financial services research : JFSR
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
SFB 649 discussion paper
3
SpringerLink / Bücher
3
Wiley finance
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
3
Applied quantitative finance
2
BIS Working Paper
2
BestMasters
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Bundesbank Series 2 Discussion Paper
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Credit risk : models, derivatives, and management
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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
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
3
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:
4
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:
5
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:
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
Saved in:
7
An empirical investigation of MBS liquidity risk
Kim, Jinyong
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 39-46
Persistent link: https://www.econbiz.de/10003848035
Saved in:
8
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:
9
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:
10
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:
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