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type_genre:"Übersichtsarbeit"
~type_genre:"Mikroform"
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Dependence structure of credit default swaps to common factors and underlying assets
Thu, Hien Pham
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2018
Persistent link: https://www.econbiz.de/10011881313
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Credit default swaps : past, present, and future
Augustin, Patrick
;
Subrahmanyam, Marti G.
;
Tang, Dragon …
- In:
Annual review of financial economics
8
(
2016
),
pp. 175-196
Persistent link: https://www.econbiz.de/10011596019
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3
Credit default swaps : a survey
Augustin, Patrick
;
Subrahmanyam, Marti G.
;
Tang, Dragon …
-
2014
Persistent link: https://www.econbiz.de/10010477727
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4
Toward model value-at-risk : bespoke CDO tranches, a case study
Cohort, Pierre
;
Levy dit Vehel, Pierre Emmanuel
; …
- In:
The journal of risk model validation
7
(
2013
)
3
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010480651
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5
Copula dynamics in collaterized debt obligations
Choroś-Tomczyk, Barbara
-
2013
Persistent link: https://www.econbiz.de/10010256441
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6
Asset allocation with credit instruments
Menzinger, Barbara
;
Schlösser, Anna
;
Zagst, Rudi
- In:
Alternative investments and strategies : credit, …
,
(pp. 147-173)
.
2010
Persistent link: https://www.econbiz.de/10008655204
Saved in:
7
Die Bewertung von Credit Default Swaps
Wilkens, Sascha
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
3
,
pp. 161-164
Persistent link: https://www.econbiz.de/10003819112
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