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~isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
~subject:"Asset-Backed Securities"
~type_genre:"Amtsdruckschrift"
~type_genre:"Book section"
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The definitive guide to CDOs : market, application, valuation and hedging
The handbook of mortgage-backed securities
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Securitisation of derivatives and alternative asset classes : yearbook 2005
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1
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
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