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subject:"Kreditderivat"
~isPartOf:"Economic modelling"
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"Review of derivatives research"
~isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
~subject:"CDO"
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Kreditderivat
CDO
Asset-Backed Securities
29
Asset-backed securities
29
Credit derivative
10
Credit risk
10
Kreditrisiko
10
CAPM
8
Portfolio selection
7
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Derivat
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Derivative
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Multivariate Verteilung
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Multivariate distribution
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Credit insurance
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Kreditversicherung
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Stochastic process
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Collateralized debt obligations
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Correlation
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Credit derivatives
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Cousin, Areski
2
Laurent, Jean-Paul
2
Burtschell, Xavier
1
Chen, Jianli
1
Claußen, Arndt
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Crépey, Stéphane
1
Gong, Feixue
1
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1
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1
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1
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1
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1
Neal, George
1
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1
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1
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Economic modelling
Economic theory : official journal of the Society for the Advancement of Economic Theory
Review of derivatives research
The definitive guide to CDOs : market, application, valuation and hedging
Williams College Economics Department working paper series
6
The journal of structured finance
5
International journal of theoretical and applied finance
4
Journal of financial economics
4
Journal of banking & finance
3
The journal of credit risk : published quarterly by Incisive Media
3
Applied financial economics
2
Credit derivatives : the definitive guide
2
Die internationale politische Ökonomie der Weltfinanzkrise
2
Financial series
2
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
2
Securitisation of derivatives and alternative asset classes : yearbook 2005
2
The Oxford handbook of credit derivatives
2
The journal of fixed income
2
Working papers in economics
2
Applied economics
1
Applied economics letters
1
Applied quantitative finance
1
Asset securitisation and synthetic structures : innovations in the European credit markets
1
BIS quarterly review : international banking and financial market developments
1
Brennpunkt Risikomanagement und Regulierung
1
CFS working paper series
1
Columbia Business School Research Paper
1
Computational economics
1
Cowles Foundation Discussion Paper
1
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1
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1
Debt collateralization, capital structure, and maximal leverage
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory : official journal of the Society for …
70
(
2020
)
2
,
pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
Saved in:
2
Valuation of collateralized debt obligations : an equilibrium model
Hu, May
;
Park, Jason
- In:
Economic modelling
82
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
Saved in:
3
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
4
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
5
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:
6
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:
7
Pricing distressed CDOs with stochastic recovery
Höcht, Stephan
;
Zagst, Rudi
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10008695890
Saved in:
8
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
Saved in:
9
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:
10
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
Saved in:
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