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~isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
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The definitive guide to CDOs : market, application, valuation and hedging
The journal of structured finance
150
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
34
Speech / Federal Reserve Bank of New York
31
NBER working paper series
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NBER Working Paper
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IMF Working Papers
22
The journal of real estate finance and economics
22
The review of financial studies
21
The handbook of mortgage-backed securities
18
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
Discussion paper / Centre for Economic Policy Research
14
The handbook of European structured financial products
14
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14
International journal of theoretical and applied finance
12
The real estate finance journal
12
Proceedings / Federal Reserve Bank of Chicago
11
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The journal of credit risk : published quarterly by Incisive Media
11
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Working papers / Financial Institutions Center
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The evolution of CDOs : from the bistro to CDO²
Boultwood, Brenda
;
Meissner, Gunter
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 5-20)
.
2008
Persistent link: https://www.econbiz.de/10003918565
Saved in:
2
The application of CDOs
Meissner, Gunter
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 21-32)
.
2008
Persistent link: https://www.econbiz.de/10003918597
Saved in:
3
The underlying dynamics of credit correlations
Berd, Arthur
;
Engle, Robert F.
;
Voronov, Artem
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 73-116)
.
2008
Persistent link: https://www.econbiz.de/10003918664
Saved in:
4
Dynamic conditioning and credit correlation baskets
Albanese, Claudia
;
Vidler, Alicia
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 117-160)
.
2008
Persistent link: https://www.econbiz.de/10003918672
Saved in:
5
Approaches to generate the loss distribution
Grundke, Peter
;
Moosbrucker, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 161-185)
.
2008
Persistent link: https://www.econbiz.de/10003918685
Saved in:
6
Modelling non-normal CDO returns with omega function
Bhaduri, Ranjan
;
Meissner, Gunter
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 187-197)
.
2008
Persistent link: https://www.econbiz.de/10003918697
Saved in:
7
The market standard model for valuing CDOs, the one-factor Gaussian Copola Model : benefits and limitations
Meissner, Gunter
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 207-222)
.
2008
Persistent link: https://www.econbiz.de/10003918714
Saved in:
8
Practical pricing of synthetic CDOs
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 223-257)
.
2008
Persistent link: https://www.econbiz.de/10003918718
Saved in:
9
Factor models for CDO pricing
Andersen, Leif B. G.
;
Pterbarg, Victor L.
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 259-291)
.
2008
Persistent link: https://www.econbiz.de/10003918721
Saved in:
10
Lévy processes for the valuation of CDO tranches
Moosbrucker, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 293-318)
.
2008
Persistent link: https://www.econbiz.de/10003918723
Saved in:
11
Markov models for CDOs
Schlögl, Erik
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 319-340)
.
2008
Persistent link: https://www.econbiz.de/10003918730
Saved in:
12
CDOs² : time for an autopsy?
Whetten, Michiko
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 341-361)
.
2008
Persistent link: https://www.econbiz.de/10003918790
Saved in:
13
Constant proportion dept obligations : an introduction
Hellmich, Martin
;
Kassberger, Stefan
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 363-388)
.
2008
Persistent link: https://www.econbiz.de/10003918794
Saved in:
14
A comparative analysis of CDO pricing models
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 389-427)
.
2008
Persistent link: https://www.econbiz.de/10003918804
Saved in:
15
CDO valuation : fact and fiction
Jarrow, Robert A.
;
Li, Li
;
Mesler, Mark
;
Deventer, …
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 429-456)
.
2008
Persistent link: https://www.econbiz.de/10003918809
Saved in:
16
Hedging issues for CDOs
Cousin, Areski
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 461-480)
.
2008
Persistent link: https://www.econbiz.de/10003918855
Saved in:
17
Hedging CDOs in the one-factor Gaussian Copula framework
Meissner, Gunter
;
Hector, Richard
;
Rasmussen, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 481-499)
.
2008
Persistent link: https://www.econbiz.de/10003918859
Saved in:
18
A comparative analysis of Fitch's, Moody's and Standard & Poor's CDO rating approaches
Meissner, Gunter
;
Garnier, Tim
;
Laute, Tobias
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 507-528)
.
2008
Persistent link: https://www.econbiz.de/10003918873
Saved in:
19
The treatment of CDOs in Basel II
Brodka, Martin
;
Urban, Linda
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 529-552)
.
2008
Persistent link: https://www.econbiz.de/10003918874
Saved in:
20
Counterparty credit risk of CDO tranches under Basel II
Whelan, Niall
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 553-575)
.
2008
Persistent link: https://www.econbiz.de/10003918876
Saved in:
21
Model validation and CDOs : an overview of requirements and methods
Neal, George
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 577-590)
.
2008
Persistent link: https://www.econbiz.de/10003918879
Saved in:
22
CDOs : risks, challenges and market outlook
Rowe, David M.
;
Deretz, Cyril
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 595-629)
.
2008
Persistent link: https://www.econbiz.de/10003918885
Saved in:
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