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Applied quantitative finance
The journal of structured finance
150
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Finance and economics discussion series
25
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The definitive guide to CDOs : market, application, valuation and hedging
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The journal of real estate finance and economics
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The review of financial studies
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The handbook of mortgage-backed securities
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Journal of banking & finance
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Discussion paper / Centre for Economic Policy Research
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The handbook of European structured financial products
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The journal of finance : the journal of the American Finance Association
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International journal of theoretical and applied finance
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The real estate finance journal
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Staff reports / Federal Reserve Bank of New York
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The journal of credit risk : published quarterly by Incisive Media
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The Frank J. Fabozzi series
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Economic policy review
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Europäische Hochschulschriften / 5
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Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
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2
A copula-based model of the term structure of CDO tranches
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Applied quantitative finance
,
(pp. 69-81)
.
2009
Persistent link: https://www.econbiz.de/10003745952
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3
Cross- and autocorrelation in multi-period credit portfolio models
Wagner, Christoph K. J.
- In:
Applied quantitative finance
,
(pp. 125-138)
.
2009
Persistent link: https://www.econbiz.de/10003746011
Saved in:
4
Valuation and VaR computation for CDOs using Stein's method
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
Applied quantitative finance
,
(pp. 161-189)
.
2009
Persistent link: https://www.econbiz.de/10003746015
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