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The definitive guide to CDOs : market, application, valuation and hedging
The journal of fixed income
The journal of structured finance
150
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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21
Markov models for CDOs
Schlögl, Erik
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 319-340)
.
2008
Persistent link: https://www.econbiz.de/10003918730
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22
CDOs² : time for an autopsy?
Whetten, Michiko
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 341-361)
.
2008
Persistent link: https://www.econbiz.de/10003918790
Saved in:
23
Constant proportion dept obligations : an introduction
Hellmich, Martin
;
Kassberger, Stefan
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 363-388)
.
2008
Persistent link: https://www.econbiz.de/10003918794
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24
A comparative analysis of CDO pricing models
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 389-427)
.
2008
Persistent link: https://www.econbiz.de/10003918804
Saved in:
25
CDO valuation : fact and fiction
Jarrow, Robert A.
;
Li, Li
;
Mesler, Mark
;
Deventer, …
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 429-456)
.
2008
Persistent link: https://www.econbiz.de/10003918809
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26
Hedging issues for CDOs
Cousin, Areski
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 461-480)
.
2008
Persistent link: https://www.econbiz.de/10003918855
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27
Hedging CDOs in the one-factor Gaussian Copula framework
Meissner, Gunter
;
Hector, Richard
;
Rasmussen, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 481-499)
.
2008
Persistent link: https://www.econbiz.de/10003918859
Saved in:
28
A comparative analysis of Fitch's, Moody's and Standard & Poor's CDO rating approaches
Meissner, Gunter
;
Garnier, Tim
;
Laute, Tobias
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 507-528)
.
2008
Persistent link: https://www.econbiz.de/10003918873
Saved in:
29
The treatment of CDOs in Basel II
Brodka, Martin
;
Urban, Linda
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 529-552)
.
2008
Persistent link: https://www.econbiz.de/10003918874
Saved in:
30
Counterparty credit risk of CDO tranches under Basel II
Whelan, Niall
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 553-575)
.
2008
Persistent link: https://www.econbiz.de/10003918876
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