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isPartOf:"The journal of fixed income"
~subject:"Multivariate Verteilung"
~subject:"Asset-backed securities"
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Multivariate Verteilung
Asset-backed securities
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The journal of fixed income
Williams College Economics Department working paper series
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International journal of theoretical and applied finance
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The credit derivatives handbook : global perspectives, innovations, and market drivers
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Credit derivatives : the definitive guide
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Credit risk models and management
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Die Fachhochschule der Deutschen Bundesbank in Hachenburg : Festschrift für den langjährigen Rektor Prof. Dr. Dietrich Schönwitz
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Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon
;
Newman, Daniel
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
Saved in:
2
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
3
Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania
;
Maghakian, Arthur
;
Sharma, Sanjay
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
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