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subject:"Kreditderivat"
~isPartOf:"Economic modelling"
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Kreditderivat
Asset-Backed Securities
2
Asset-backed securities
2
Credit derivative
2
Credit risk
2
Kreditrisiko
2
Theorie
2
Theory
2
CDO
1
Collateral
1
Collateralized debt obligations
1
Copula
1
Correlation
1
Correlation skew
1
Default correlation
1
Derivat
1
Derivative
1
Factor model
1
Financial crisis
1
Finanzkrise
1
Global financial crisis
1
Korrelation
1
Kreditsicherung
1
Multivariate Verteilung
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Multivariate distribution
1
Stochastic correlation
1
Stochastic process
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English
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Chen, Jianli
1
Hu, May
1
Li, Shenghong
1
Liu, Zhen
1
Park, Jason
1
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Economic modelling
Williams College Economics Department working paper series
6
The journal of structured finance
5
Journal of financial economics
4
The definitive guide to CDOs : market, application, valuation and hedging
4
International journal of theoretical and applied finance
3
Journal of banking & finance
3
Review of derivatives research
3
The journal of credit risk : published quarterly by Incisive Media
3
Applied financial economics
2
Credit derivatives : the definitive guide
2
Die internationale politische Ökonomie der Weltfinanzkrise
2
Financial series
2
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
2
Securitisation of derivatives and alternative asset classes : yearbook 2005
2
The Oxford handbook of credit derivatives
2
The journal of fixed income
2
Working papers in economics
2
Applied economics
1
Applied quantitative finance
1
Asset securitisation and synthetic structures : innovations in the European credit markets
1
BIS quarterly review : international banking and financial market developments
1
Brennpunkt Risikomanagement und Regulierung
1
CFS working paper series
1
Columbia Business School Research Paper
1
Computational economics
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Discussion paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / University of Essex, Department of Economics
1
Discussion papers / CEPR
1
Documentos de trabajo / Banco de España
1
ECB Working Paper
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economic theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Expansion and diversification of securitization : yearbook
1
FRB International Finance Discussion Paper
1
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ECONIS (ZBW)
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1
Valuation of collateralized debt obligations : an equilibrium model
Hu, May
;
Park, Jason
- In:
Economic modelling
82
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
Saved in:
2
Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
Saved in:
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