//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pricing of CDOs based on the m...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
716,686
Theory
715,812
Schätzung
36,385
Estimation
36,357
Welt
34,701
World
34,694
USA
33,416
United States
32,582
Risiko
27,238
Risk
27,235
Portfolio selection
25,760
Portfolio-Management
25,760
Geldpolitik
23,945
Deutschland
23,681
Monetary policy
23,619
Germany
22,996
Mathematical programming
20,265
Mathematische Optimierung
20,265
CAPM
19,601
Stochastischer Prozess
19,179
Stochastic process
19,104
Prognoseverfahren
17,644
Forecasting model
17,634
Börsenkurs
16,752
Share price
16,724
Wirtschaftswachstum
16,474
Volatilität
16,137
Volatility
16,106
Economic growth
16,064
Zeitreihenanalyse
14,928
Derivat
14,921
Derivative
14,916
Time series analysis
14,867
Capital income
13,927
Kapitaleinkommen
13,924
Consumer behaviour
12,678
Konsumentenverhalten
12,678
Finanzmarkt
12,490
Financial market
12,488
Spieltheorie
12,340
more ...
less ...
Online availability
All
Free
218,033
Undetermined
110,853
CC license
5,902
Type of publication
All
Book / Working Paper
386,977
Article
356,977
Journal
1,273
Database
2
Type of publication (narrower categories)
All
Article in journal
289,449
Aufsatz in Zeitschrift
289,449
Graue Literatur
136,770
Non-commercial literature
136,770
Arbeitspapier
127,824
Working Paper
127,824
Aufsatz im Buch
53,216
Book section
53,216
Hochschulschrift
30,355
Thesis
25,814
Collection of articles of several authors
13,372
Sammelwerk
13,372
Bibliografie enthalten
11,130
Bibliography included
11,130
Lehrbuch
10,185
Textbook
9,104
Aufsatzsammlung
7,453
Konferenzschrift
5,755
Collection of articles written by one author
3,984
Sammlung
3,984
Rezension
3,714
Conference proceedings
3,445
Systematic review
2,726
Übersichtsarbeit
2,726
Conference paper
2,327
Konferenzbeitrag
2,327
Glossar enthalten
1,715
Glossary included
1,715
Case study
1,327
Fallstudie
1,327
Festschrift
1,235
Reprint
1,205
Amtsdruckschrift
1,192
Government document
1,192
Handbook
1,062
Handbuch
1,062
Mehrbändiges Werk
995
Multi-volume publication
995
Bibliografie
958
Forschungsbericht
909
more ...
less ...
Language
All
English
662,921
German
61,371
French
7,424
Spanish
4,274
Italian
3,939
Polish
1,785
Russian
1,438
Portuguese
1,019
Dutch
727
Hungarian
281
Danish
228
Czech
199
Swedish
179
Norwegian
162
Croatian
144
Undetermined
90
Bulgarian
79
Finnish
76
Slovak
65
Romanian
51
Ukrainian
49
Slovenian
48
Serbian
44
Chinese
21
Turkish
17
Macedonian
14
Japanese
12
Modern Greek (1453-)
9
Lithuanian
9
Afrikaans
8
Valencian
7
Estonian
7
Galician
7
Arabic
6
Korean
4
Latin
4
Albanian
3
Georgian
2
Kazakh
2
Belarusian
1
more ...
less ...
Author
All
Nijkamp, Peter
598
Acemoglu, Daron
561
Stiglitz, Joseph E.
508
Güth, Werner
473
Pestieau, Pierre
447
Härdle, Wolfgang
428
Pesaran, M. Hashem
427
Gersbach, Hans
423
Batabyal, Amitrajeet A.
413
Creedy, John
412
Stark, Oded
411
Aizenman, Joshua
396
Helpman, Elhanan
395
Phillips, Peter C. B.
388
Heckman, James J.
381
Fabozzi, Frank J.
378
Razin, Asaf
364
Kaplow, Louis
363
Snower, Dennis J.
361
Svensson, Lars E. O.
361
Cremer, Helmuth
359
Frey, Bruno S.
344
Koskela, Erkki
337
Zenou, Yves
334
Shavell, Steven
332
Thisse, Jacques-François
323
Woodford, Michael
320
Franses, Philip Hans
314
Buiter, Willem H.
312
Broll, Udo
311
Grossman, Gene M.
309
Tirole, Jean
309
McAleer, Michael
307
Shleifer, Andrei
307
Konrad, Kai A.
303
Ploeg, Frederick van der
300
Aghion, Philippe
293
Artus, Patrick
293
Caporale, Guglielmo Maria
290
Marjit, Sugata
290
more ...
less ...
Institution
All
National Bureau of Economic Research
8,509
OECD
605
Edward Elgar Publishing
572
European Commission / Joint Research Centre
321
Ekonomiska forskningsinstitutet <Stockholm>
292
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
286
IGI Global
284
Center for Economic Research <Tilburg>
282
Springer Fachmedien Wiesbaden
265
European University Institute / Department of Economics
254
International Monetary Fund
239
World Bank
205
Forschungsinstitut zur Zukunft der Arbeit
166
Internationaler Währungsfonds / Research Department
150
Centre for Economic Policy Research
147
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
141
Umeå universitet
129
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
109
Social Systems Research Institute
105
European Parliament / Directorate-General for Internal Policies of the Union
104
Organisation for Economic Co-operation and Development
102
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
102
European Central Bank
96
Deutsche Forschungsgemeinschaft
95
Robert Schuman Centre for Advanced Studies
95
Springer-Verlag GmbH
92
Federal Reserve System / Board of Governors
87
Australian National University / Faculty of Economics and Commerce
84
Erasmus Research Institute of Management
82
European University Institute / Department of Law
82
Econometrisch Instituut <Rotterdam>
81
Centre for Analytical Finance <Århus>
80
Bangladesch / Parisaṅkhyāna Byuro
79
Columbia University / Department of Economics
79
Universitetet i Oslo / Økonomisk institutt
79
University of Warwick / Department of Economics
79
Federal Reserve System / Division of Research and Statistics
78
Massachusetts Institute of Technology / Department of Economics
78
more ...
less ...
Published in...
All
NBER working paper series
8,247
NBER Working Paper
7,631
Working paper / National Bureau of Economic Research, Inc.
6,979
European journal of operational research : EJOR
6,240
Economics letters
5,670
Discussion paper / Centre for Economic Policy Research
4,616
CESifo working papers
4,077
Working paper
3,248
Journal of economic theory
2,909
Journal of economic dynamics & control
2,648
Computers & operations research : and their applications to problems of world concern ; an international journal
2,631
Discussion paper / Tinbergen Institute
2,622
The American economic review
2,605
Discussion paper series / IZA
2,571
International journal of production research
2,522
Journal of economic behavior & organization : JEBO
2,369
The economic journal : the journal of the Royal Economic Society
2,170
Europäische Hochschulschriften / 5
2,151
Discussion paper
2,090
European economic review : EER
2,088
Economic modelling
2,067
Applied economics
1,999
SpringerLink / Bücher
1,961
Journal of econometrics
1,930
Journal of banking & finance
1,890
IZA Discussion Paper
1,885
Discussion papers / CEPR
1,872
Management science : journal of the Institute for Operations Research and the Management Sciences
1,866
Journal of public economics
1,865
Games and economic behavior
1,848
CESifo Working Paper Series
1,830
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,800
Discussion paper / Center for Economic Research, Tilburg University
1,707
International journal of production economics
1,684
Journal of monetary economics
1,555
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,539
Public choice
1,524
IMF working papers
1,510
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,499
Applied economics letters
1,487
more ...
less ...
Source
All
ECONIS (ZBW)
EconStor
12,483
USB Cologne (EcoSocSci)
2,485
RePEc
1,344
OLC EcoSci
397
BASE
247
Other ZBW resources
222
ArchiDok
48
USB Cologne (business full texts)
20
more ...
less ...
Showing
1
-
10
of
745,229
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
Saved in:
2
Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413
Saved in:
3
Introducing an analytical solution and an improved one-factor gaussian copula model for the pricing of heterogeneous CDOs
Gao, Xin
;
Wu, Binlin
;
Schäfer, Tobias
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011778286
Saved in:
4
Basket option pricing and implied correlation in a Lévy copula model
Linders, Daniël
;
Schoutens, Wim
-
2014
Persistent link: https://www.econbiz.de/10010422208
Saved in:
5
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
6
Financial stochastic modeling and the subprime crisis
Latifa, Aitoutouhen
;
Faris, Hamza
- In:
International journal of economics, finance and …
4
(
2016
)
2
,
pp. 67-77
Persistent link: https://www.econbiz.de/10011657951
Saved in:
7
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
8
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
9
A weak MLMC scheme for Lévy-Copula-Driven SDEs with applications to the pricing of credit, equity and interest rate derivatives
Mijatović, Aleksandar
;
Palfray, Romain
- In:
Applied mathematical finance
31
(
2024
)
2
,
pp. 57-107
Persistent link: https://www.econbiz.de/10015415705
Saved in:
10
Mean-reverting stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->