//--> //--> //-->
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:"olc"
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
A Top-down Model for Cash CLO
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
6
Language
All
Undetermined
6
Author
All
Zheng, Ziyu
4
Li, Yadong
2
Talay, Denis
2
Du, Bin
1
Li, Wei
1
Stein, J.L.
1
Wen, Zongguo
1
Zhang, Kunmin
1
more ...
less ...
Published in...
All
Australian economic papers
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Finance and stochastics
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Risk : managing risk in the world's financial markets
1
Source
All
OLC EcoSci
RePEc
5,741
ECONIS (ZBW)
14
BASE
2
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
FROM RATIONALITY TO BOUNDED RATIONALITY link rid="fn1">*
Zheng, Ziyu
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 455
Persistent link: https://www.econbiz.de/10006423471
Saved in:
2
Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications
Talay, Denis
;
Zheng, Ziyu
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 187-200
Persistent link: https://www.econbiz.de/10008215725
Saved in:
3
Worst case model risk management
Talay, Denis
;
Zheng, Ziyu
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 517
Persistent link: https://www.econbiz.de/10008216163
Saved in:
4
Inter-temporal optimization in a stochastic environment: Introduction
Stein, J.L.
;
Zheng, Ziyu
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1287-1294
Persistent link: https://www.econbiz.de/10007724988
Saved in:
5
Case study on the use of genuine progress indicator to measure urban economic welfare in China
Wen, Zongguo
;
Zhang, Kunmin
;
Du, Bin
;
Li, Yadong
;
Li, Wei
- In:
Ecological economics : the transdisciplinary journal of …
63
(
2007
)
2
,
pp. 463-475
Persistent link: https://www.econbiz.de/10007746118
Saved in:
6
Credit derivatives The author proposes a flexible, tractable and arbitrage-free bottom-up dynamic correlation modelling framework with a consistent stochastic recovery specification for multi-name credit derivatives. In this framework, the model's spread dynamics can be changed separately from the loss distribution and tranche prices by applying existing top-down methods to the common factor ...
Li, Yadong
- In:
Risk : managing risk in the world's financial markets
23
(
2010
)
6
,
pp. 86-92
Persistent link: https://www.econbiz.de/10008441187
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->