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~isPartOf:"The credit derivatives handbook : global perspectives, innovations, and market drivers"
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The credit derivatives handbook : global perspectives, innovations, and market drivers
IMF Staff Country Reports
130
NBER working paper series
74
Working paper / National Bureau of Economic Research, Inc.
72
NBER Working Paper
56
Discussion paper / Centre for Economic Policy Research
44
Journal of financial economics
39
The review of financial studies
39
ECB Working Paper
36
Journal of banking & finance
36
IMF Working Papers
33
Discussion papers / CEPR
31
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
30
Journal of securities operations & custody
28
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
26
IMF working papers
25
Working paper series / European Central Bank
23
Journal of money, credit and banking : JMCB
21
MPRA Paper
20
The journal of finance : the journal of the American Finance Association
20
Finance and economics discussion series
19
Journal of economic theory
19
RIETI discussion paper
19
Review of economic dynamics
18
Working paper
17
Working Paper
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
Die Bank
15
Journal of economic dynamics & control
15
Research paper series / Swiss Finance Institute
15
The journal of structured finance
15
CEPR Discussion Papers
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CFS working paper series
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Discussion paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
14
Journal of financial stability
14
Journal of monetary economics
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The journal of credit risk : published quarterly by Incisive Media
14
Working papers / Bank for International Settlements
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CESifo working papers
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European economic review : EER
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Pricing credit derivatives with a copula-based actuarial model for credit risk
Masala, Giovanni
;
Menzietti, Massimiliano
;
Micocci, Marco
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 95-119)
.
2008
Persistent link: https://www.econbiz.de/10003748408
Saved in:
2
Asset dynamics estimation and its impact on CDS pricing
François, Pascal
;
Hübner, Georges
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 121-141)
.
2008
Persistent link: https://www.econbiz.de/10003748411
Saved in:
3
Design of collateralized debt obligations : the impact of target ratings on the first loss piece
Gürtler, Marc
;
Hibbeln, Martin
;
Olboeter, Sven
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 203-228)
.
2008
Persistent link: https://www.econbiz.de/10003748418
Saved in:
4
On the pricing of collateralized debt obligations
Gaspar, Raquel M.
;
Schmidt, Thorsten
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 229-258)
.
2008
Persistent link: https://www.econbiz.de/10003748422
Saved in:
5
Pricing forward-starting collateralized debt obligations using dynamic copula processes
Totouom, Daniel
;
Armstrong, Margaret
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 259-288)
.
2008
Persistent link: https://www.econbiz.de/10003748424
Saved in:
6
Identifying systemic and idiosyncratic risk from standardized single-tranche collateralized debt obligations
Chan-Lau, Jorge A.
;
Lu, Yinqiu
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 289-302)
.
2008
Persistent link: https://www.econbiz.de/10003748426
Saved in:
7
An asset allocation problem with credit derivatives
Menoncin, Francesco
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 337-360)
.
2008
Persistent link: https://www.econbiz.de/10003748430
Saved in:
8
Synthetic collateralized-debt-obligation-squared pricing methodologies
Guégan, Dominique
;
Houdain, Julien P.
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 361-377)
.
2008
Persistent link: https://www.econbiz.de/10003748431
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