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Search: subject_exact:"CDO (Collateralized debt obligations)"
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Bewertung
Credit derivative
52
Kreditderivat
52
Credit risk
32
Kreditrisiko
32
Theorie
11
Theory
11
Risikoprämie
10
Risk premium
10
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Delianedis, Gordon
1
Garcia, Tania
1
Jarrow, Robert A.
1
Lagnado, Ronald
1
Maghakian, Arthur
1
Morkoetter, Stefan
1
Sharma, Sanjay
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The journal of fixed income
Working paper series
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of structured finance
2
A Chapman & Hall book
1
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1
Chapman & Hall/CRC financial mathematics series
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Credit derivative strategies : new thinking on managing risk and return
1
Journal of financial and quantitative analysis : JFQA
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Journal of international money and finance
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Review of finance : journal of the European Finance Association
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Risikomanagement und Finanzcontrolling
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Springer eBook Collection / Economics and Finance
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SpringerLink / Bücher
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The international journal of business and finance research : IJBFR
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The journal of credit risk : published quarterly by Incisive Media
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
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Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10003875980
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2
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:
3
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
4
Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon
;
Lagnado, Ronald
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
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