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isPartOf:"International journal of theoretical and applied finance"
~subject:"Conditional Central Limit Theorem"
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Conditional Central Limit Theorem
Asset-Backed Securities
12
Asset-backed securities
12
Credit risk
8
Kreditrisiko
8
Derivat
6
Derivative
6
Theorie
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Theory
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Option pricing theory
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Optionspreistheorie
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Collateral
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Kreditsicherung
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Credit derivative
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Hypothek
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Kreditderivat
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Multivariate Verteilung
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ABS
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BIS
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Behavioral risk
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CDOs
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CVA
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Collateralized debt obligations
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Diener, Nicolas
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Jarrow, Robert A.
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Protter, Philip E.
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International journal of theoretical and applied finance
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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
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