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Year of publication
Subject
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Asset-Backed Securities 22 Asset-backed securities 22 CAPM 6 Credit risk 5 Kreditrisiko 5 Credit derivative 4 Credit insurance 4 Kreditderivat 4 Kreditversicherung 4 Multivariate Verteilung 4 Multivariate distribution 4 Portfolio selection 4 Portfolio-Management 4 Bewertung 2 Derivat 2 Derivative 2 Evaluation 2 Hedging 2 Markov chain 2 Markov-Kette 2 Simulation 2 Stochastic process 2 Stochastischer Prozess 2 USA 2 United States 2 ARCH model 1 ARCH-Modell 1 Bank 1 Basel Accord 1 Basler Akkord 1 Capital income 1 G7 countries 1 G7-Staaten 1 Kapitaleinkommen 1 Modellierung 1 Option pricing theory 1 Optionspreistheorie 1 Performance measurement 1 Performance-Messung 1 Ranking method 1
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Type of publication
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Article 23
Type of publication (narrower categories)
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Aufsatz im Buch 23 Book section 23
Language
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English 23
Author
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Meissner, Gunter 6 Laurent, Jean-Paul 3 Gregory, Jon 2 Moosbrucker, Thomas 2 Albanese, Claudia 1 Andersen, Leif B. G. 1 Berd, Arthur 1 Bhaduri, Ranjan 1 Boultwood, Brenda 1 Brodka, Martin 1 Burtschell, Xavier 1 Cousin, Areski 1 Deretz, Cyril 1 Deventer, Donald R. van 1 Engle, Robert F. 1 Garnier, Tim 1 Grundke, Peter 1 Hector, Richard 1 Hellmich, Martin 1 Jarrow, Robert A. 1 Kassberger, Stefan 1 Laute, Tobias 1 Li, David 1 Li, Li 1 Mesler, Mark 1 Neal, George 1 Pterbarg, Victor L. 1 Rasmussen, Thomas 1 Rowe, David M. 1 Schlögl, Erik 1 Urban, Linda 1 Vidler, Alicia 1 Voronov, Artem 1 Whelan, Niall 1 Whetten, Michiko 1
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Published in...
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The definitive guide to CDOs : market, application, valuation and hedging 23
Source
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ECONIS (ZBW) 23
Showing 1 - 10 of 23
Cover Image
The evolution of CDOs : from the bistro to CDO²
Boultwood, Brenda; Meissner, Gunter - In: The definitive guide to CDOs : market, application, …, (pp. 5-20). 2008
Persistent link: https://www.econbiz.de/10003918565
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The application of CDOs
Meissner, Gunter - In: The definitive guide to CDOs : market, application, …, (pp. 21-32). 2008
Persistent link: https://www.econbiz.de/10003918597
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An overview on copula function methods in credit portfolio modelling
Li, David - In: The definitive guide to CDOs : market, application, …, (pp. 39-71). 2008
Persistent link: https://www.econbiz.de/10003918640
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The underlying dynamics of credit correlations
Berd, Arthur; Engle, Robert F.; Voronov, Artem - In: The definitive guide to CDOs : market, application, …, (pp. 73-116). 2008
Persistent link: https://www.econbiz.de/10003918664
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Dynamic conditioning and credit correlation baskets
Albanese, Claudia; Vidler, Alicia - In: The definitive guide to CDOs : market, application, …, (pp. 117-160). 2008
Persistent link: https://www.econbiz.de/10003918672
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Approaches to generate the loss distribution
Grundke, Peter; Moosbrucker, Thomas - In: The definitive guide to CDOs : market, application, …, (pp. 161-185). 2008
Persistent link: https://www.econbiz.de/10003918685
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Modelling non-normal CDO returns with omega function
Bhaduri, Ranjan; Meissner, Gunter - In: The definitive guide to CDOs : market, application, …, (pp. 187-197). 2008
Persistent link: https://www.econbiz.de/10003918697
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The market standard model for valuing CDOs, the one-factor Gaussian Copola Model : benefits and limitations
Meissner, Gunter - In: The definitive guide to CDOs : market, application, …, (pp. 207-222). 2008
Persistent link: https://www.econbiz.de/10003918714
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Practical pricing of synthetic CDOs
Gregory, Jon; Laurent, Jean-Paul - In: The definitive guide to CDOs : market, application, …, (pp. 223-257). 2008
Persistent link: https://www.econbiz.de/10003918718
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Factor models for CDO pricing
Andersen, Leif B. G.; Pterbarg, Victor L. - In: The definitive guide to CDOs : market, application, …, (pp. 259-291). 2008
Persistent link: https://www.econbiz.de/10003918721
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