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subject:"Kreditderivat"
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"ABS (Asset-backed security)"
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Kreditderivat
Asset-Backed Securities
12
Asset-backed securities
12
Credit risk
8
Kreditrisiko
8
Derivat
6
Derivative
6
Theorie
6
Theory
6
Option pricing theory
5
Optionspreistheorie
5
Collateral
4
Kreditsicherung
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Credit derivative
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Hypothek
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Mortgage
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Stochastic process
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Stochastischer Prozess
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Multivariate Verteilung
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Multivariate distribution
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Yield curve
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Zinsstruktur
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ABS
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BIS
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Behavioral risk
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CAPM
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CDO
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CDO tranches
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CDOs
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CVA
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Collateralized debt obligations
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Conditional Central Limit Theorem
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Correlation
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Credit derivatives
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Financial crisis
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Finanzkrise
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Forecasting model
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Hedging
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IRRBB
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Islamic finance
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Diener, Nicolas
1
Huang, Wen-Li
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Jarrow, Robert A.
1
Kim, Sung Ik
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Kim, Young Shin
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Liu, Wen-Qiong
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Protter, Philip E.
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International journal of theoretical and applied finance
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
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
Economic modelling
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
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Brennpunkt Risikomanagement und Regulierung
1
CFS working paper series
1
Columbia Business School Research Paper
1
Computational economics
1
Cowles Foundation Discussion Paper
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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
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
3
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
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