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~type_genre:"Book section"
~type_genre:"Amtsdruckschrift"
~subject:"Theorie"
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On selecting a portfolio of lease contracts in an asset-backed securitization process
Mansini, Renata
- In:
New operational approaches for financial modelling
,
(pp. 157-170)
.
1997
Persistent link: https://www.econbiz.de/10001299226
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2
Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger
;
Wagner, Christoph
- In:
Applied quantitative finance
,
(pp. 207-221)
.
2017
Persistent link: https://www.econbiz.de/10011794963
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3
Asset-Backed Securities : Informationsasymmetrien und Regulierung
Eisele, Florian
;
Neus, Werner
- In:
Neuere Finanzprodukte : Anwendung, Bewertung, …
,
(pp. 233-263)
.
2003
Persistent link: https://www.econbiz.de/10001772958
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4
Some remarks on the analysis of asset-backed securities
Kluge, Daniel
;
Lehrbass, Frank
- In:
CreditRisk+ in the banking industry
,
(pp. 311-323)
.
2004
Persistent link: https://www.econbiz.de/10002108708
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Securitisation von Krediten mit Hilfe von Collateral Loan Obligations
Carl, Notger
-
2001
Persistent link: https://www.econbiz.de/10001575361
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6
Valuation of mortgage backed securities: from optimality to reality
Gaussel, Nicolas
;
Tamine, Julien
- In:
Statistical tools for finance and insurance
,
(pp. 201-223)
.
2005
Persistent link: https://www.econbiz.de/10002732828
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7
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
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Mortgage-backed securities in a strategic asset allocation framework
Brennan, Myles
;
Kobor, Adam
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 225-248)
.
2010
Persistent link: https://www.econbiz.de/10003940944
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9
Mortgage-backed securities in a strategic asset allocation framework
Brennan, Myles
;
Kobor, Adam
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 225-248)
.
2010
Persistent link: https://www.econbiz.de/10008746609
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10
Pricing and hedging of CDOs : a top down approach
Filipović, Damir
;
Schmidt, Thorsten
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 231-253)
.
2010
Persistent link: https://www.econbiz.de/10008749249
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