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~isPartOf:"The journal of fixed income"
~subject:"Credit derivative"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
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Credit derivative
Kapitaleinkommen
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The journal of fixed income
The journal of structured finance
6
Williams College Economics Department working paper series
6
Journal of financial economics
5
The definitive guide to CDOs : market, application, valuation and hedging
5
International journal of theoretical and applied finance
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Journal of banking & finance
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Review of derivatives research
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Credit derivatives : the definitive guide
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Die internationale politische Ökonomie der Weltfinanzkrise
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Frontiers in quantitative finance : volatility and credit risk modeling
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International finance discussion papers
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
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SFB 649 discussion paper
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Securitisation of derivatives and alternative asset classes : yearbook 2005
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The American economic review
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The Oxford handbook of credit derivatives
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The journal of real estate research
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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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CFS working paper series
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Cambridge journal of economics
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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
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2
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
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3
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:
4
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:
5
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:
6
Constant-duration mortgage index
Dynkin, Lev
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001493840
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