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  • Search: subject:"affine term-structure of credit spreads"
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Year of publication
Subject
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Asset-Backed Securities 1 Asset-backed securities 1 CAPM 1 Collateral 1 Credit derivative 1 Credit risk 1 Derivat 1 Derivative 1 Disaster 1 Hedging 1 Katastrophe 1 Kreditderivat 1 Kreditrisiko 1 Kreditsicherung 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risikoprämie 1 Risk management 1 Risk premium 1 Yield curve 1 Zinsstruktur 1 affine term-structure of credit spreads 1 catastrophic risk 1 single-tranche CDO 1 variance minimizing hedge 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Eksia, Zehra 1 Filipović, Damir 1
Published in...
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Research paper series / Swiss Finance Institute 1
Source
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ECONIS (ZBW) 1
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Affine pricing and hedging of collateralized debt obligations
Eksia, Zehra; Filipović, Damir - 2020
Persistent link: https://www.econbiz.de/10012419633
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