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
~subject:"Derivative"
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
Derivative
Theorie
731,553
Theory
716,644
Schätzung
37,117
Estimation
36,373
Welt
35,331
World
34,714
USA
34,011
United States
32,593
Risiko
27,480
Risk
27,276
Portfolio-Management
25,982
Portfolio selection
25,773
Deutschland
24,515
Geldpolitik
24,492
Monetary policy
23,681
Germany
23,017
Mathematische Optimierung
20,382
Mathematical programming
20,271
CAPM
20,185
Stochastischer Prozess
19,626
Stochastic process
19,179
Prognoseverfahren
17,922
Forecasting model
17,648
Börsenkurs
16,951
Wirtschaftswachstum
16,766
Share price
16,729
Volatilität
16,408
Volatility
16,131
Economic growth
16,121
Zeitreihenanalyse
15,275
Derivat
14,973
Time series analysis
14,880
Kapitaleinkommen
13,976
Capital income
13,935
Konsumentenverhalten
12,834
Spieltheorie
12,816
Finanzmarkt
12,700
Consumer behaviour
12,688
Financial market
12,494
more ...
less ...
Online availability
All
Free
4,018
Undetermined
2,577
CC license
147
Type of publication
All
Article
7,997
Book / Working Paper
6,893
Journal
44
Other
1
Type of publication (narrower categories)
All
Article in journal
7,046
Aufsatz in Zeitschrift
7,046
Graue Literatur
1,773
Non-commercial literature
1,773
Arbeitspapier
1,443
Working Paper
1,443
Aufsatz im Buch
774
Book section
774
Hochschulschrift
577
Thesis
473
Lehrbuch
252
Collection of articles of several authors
241
Sammelwerk
241
Textbook
231
Bibliografie enthalten
125
Bibliography included
125
Glossar enthalten
105
Glossary included
105
Aufsatzsammlung
99
Konferenzschrift
91
Handbook
69
Handbuch
69
Collection of articles written by one author
68
Sammlung
68
Conference proceedings
67
Amtsdruckschrift
50
Government document
50
Ratgeber
45
Guidebook
32
Conference paper
31
Konferenzbeitrag
31
Bibliografie
25
Systematic review
23
Übersichtsarbeit
23
Case study
21
Fallstudie
21
Mehrbändiges Werk
16
Multi-volume publication
16
Forschungsbericht
13
Mikroform
13
more ...
less ...
Language
All
English
13,267
German
1,306
French
135
Spanish
104
Italian
48
Polish
26
Dutch
18
Swedish
14
Portuguese
11
Undetermined
10
Norwegian
8
Russian
8
Danish
4
Hungarian
4
Czech
3
Finnish
3
Croatian
2
Afrikaans
1
Arabic
1
Modern Greek (1453-)
1
Ukrainian
1
more ...
less ...
Author
All
Fabozzi, Frank J.
77
Hull, John
56
Lien, Da-hsiang Donald
53
Benth, Fred Espen
44
Jarrow, Robert A.
43
Broll, Udo
39
Härdle, Wolfgang
38
Leung, Tim
34
Brigo, Damiano
29
Gouriéroux, Christian
28
Acharya, Viral V.
27
Kit, Pong Wong
27
Joshi, Mark S.
26
Madan, Dilip B.
26
Platen, Eckhard
26
Shiller, Robert J.
26
Carr, Peter
25
Guirguis, Michel
25
White, Alan
25
Kolb, Robert W.
24
Ryu, Doojin
24
Subrahmanyam, Marti G.
24
Webb, Robert I.
24
Wolfers, Justin
24
Chance, Don M.
23
Irwin, Scott H.
23
Kavussanos, Manolis G.
23
Lee, Cheng F.
23
Perrakis, Stylianos
23
Whaley, Robert E.
23
McAleer, Michael
22
Prokopczuk, Marcel
21
Rudolph, Bernd
21
Stulz, René M.
21
Brooks, Robert
20
Duffie, Darrell
20
Frino, Alex
20
López Cabrera, Brenda
20
Wang, Xingchun
20
Chiarella, Carl
19
more ...
less ...
Institution
All
National Bureau of Economic Research
69
Basel Committee on Banking Supervision
22
International Organization of Securities Commissions
13
European Commission / Joint Research Centre
10
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
9
OECD
8
European Central Bank
7
Bank für Internationalen Zahlungsausgleich
6
Ekonomiska forskningsinstitutet <Stockholm>
6
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
6
Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Philippinen / National Census and Statistics Office
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Universität Zürich / Institut für Schweizerisches Bankwesen
5
European Investment Bank
4
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
4
International Accounting Standards Board
4
International Options Market Association
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
4
School of Accounting, Economics and Finance <Geelong>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
4
Österreichische Termin- und Optionenbörse <Wien>
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bank of England
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
De Gruyter Oldenbourg
3
Deutsche Terminbörse <Frankfurt, Main>
3
Edward Elgar Publishing
3
European Commission / Directorate-General for Communications Networks, Content and Technology
3
more ...
less ...
Published in...
All
The journal of futures markets
428
Journal of banking & finance
191
International journal of theoretical and applied finance
184
Energy economics
117
Finance research letters
87
Applied mathematical finance
85
The journal of finance : the journal of the American Finance Association
84
Journal of financial economics
83
Quantitative finance
80
The journal of derivatives : the official publication of the International Association of Financial Engineers
75
Review of derivatives research
71
European journal of operational research : EJOR
67
NBER working paper series
67
International review of financial analysis
65
The European journal of finance
64
Working paper / National Bureau of Economic Research, Inc.
64
Applied financial economics
62
Journal of financial and quantitative analysis : JFQA
62
SpringerLink / Bücher
60
Finance and stochastics
56
International review of economics & finance : IREF
56
NBER Working Paper
55
Advances in futures and options research : a research annual
52
The journal of computational finance
52
The journal of fixed income
51
Die Bank
49
Risks : open access journal
49
The North American journal of economics and finance : a journal of financial economics studies
48
Applied economics
47
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
47
Applied economics letters
45
Working paper
44
Economics letters
43
Journal of economic dynamics & control
42
Journal of risk and financial management : JRFM
42
Economic modelling
41
Journal of mathematical finance
40
The journal of business : B
40
The review of financial studies
40
more ...
less ...
Source
All
ECONIS (ZBW)
14,919
RePEc
13
BASE
2
Other ZBW resources
1
Showing
1
-
10
of
14,935
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...
