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~isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
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Asset-Backed Securities
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Meissner, Gunter
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The definitive guide to CDOs : market, application, valuation and hedging
The journal of real estate finance and economics
292
NBER working paper series
246
Working paper / National Bureau of Economic Research, Inc.
243
The journal of structured finance
208
NBER Working Paper
190
IMF Staff Country Reports
159
Journal of housing economics
142
Real estate economics : journal of the American Real Estate and Urban Economics Association
135
IMF Working Papers
111
Finance and economics discussion series
106
Journal of banking & finance
91
Working papers / Federal Reserve Bank of Philadelphia, Research Department
91
Discussion paper / Centre for Economic Policy Research
85
The journal of fixed income
85
The review of financial studies
84
The real estate finance journal
82
Journal of urban economics
72
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
72
Journal of financial economics
62
Journal of money, credit and banking : JMCB
62
MPRA Paper
62
The journal of real estate research
62
The Journal of Real Estate Finance and Economics
61
Working paper
59
IMF working papers
57
Staff reports / Federal Reserve Bank of New York
56
FRB of Philadelphia Working Paper
55
Journal of financial services research : JFSR
52
FEDS Working Paper
51
Federal Reserve Bulletin
48
Discussion papers / CEPR
46
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
45
Proceedings / Federal Reserve Bank of Chicago
44
The American economic review
43
Finance and Economics Discussion Series
42
Regional science & urban economics
42
The journal of finance : the journal of the American Finance Association
41
Working Paper
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Lévy processes for the valuation of CDO tranches
Moosbrucker, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 293-318)
.
2008
Persistent link: https://www.econbiz.de/10003918723
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