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subject:"Kreditderivat"
~isPartOf:"Economic modelling"
~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"The definitive guide to CDOs : market, application, valuation and hedging"
~subject:"ARCH model"
~subject:"CAPM"
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Search: subject_exact:"ABS (Asset-backed security)"
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Kreditderivat
ARCH model
CAPM
Asset-Backed Securities
25
Asset-backed securities
25
Credit derivative
7
Credit risk
7
Kreditrisiko
7
Credit insurance
4
Kreditversicherung
4
Multivariate Verteilung
4
Multivariate distribution
4
Portfolio selection
4
Portfolio-Management
4
Derivat
3
Derivative
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Bewertung
2
Collateral
2
Collateralized debt obligations
2
Evaluation
2
Hedging
2
Kreditsicherung
2
Markov chain
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Markov-Kette
2
Simulation
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USA
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United States
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ARCH-Modell
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Asset prices
1
Bank
1
Basel Accord
1
Basler Akkord
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CDO
1
Capital income
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Copula
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English
13
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Laurent, Jean-Paul
3
Gregory, Jon
2
Andersen, Leif B. G.
1
Berd, Arthur
1
Burtschell, Xavier
1
Chen, Jianli
1
Cousin, Areski
1
Deventer, Donald R. van
1
Engle, Robert F.
1
Gong, Feixue
1
Hellmich, Martin
1
Hu, May
1
Jarrow, Robert A.
1
Kassberger, Stefan
1
Li, Li
1
Li, Shenghong
1
Liu, Zhen
1
Meissner, Gunter
1
Mesler, Mark
1
Moosbrucker, Thomas
1
Neal, George
1
Park, Jason
1
Phelan, Gregory
1
Pterbarg, Victor L.
1
Voronov, Artem
1
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Economic modelling
Economic theory : official journal of the Society for the Advancement of Economic Theory
The definitive guide to CDOs : market, application, valuation and hedging
The journal of structured finance
6
Williams College Economics Department working paper series
6
Journal of financial economics
5
Journal of banking & finance
4
Review of derivatives research
4
The journal of real estate finance and economics
4
Frontiers in quantitative finance : volatility and credit risk modeling
3
International journal of theoretical and applied finance
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
The handbook of mortgage-backed securities
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of fixed income
3
Applied financial economics
2
Credit derivatives : the definitive guide
2
Die internationale politische Ökonomie der Weltfinanzkrise
2
Discussion papers / CEPR
2
Financial markets and instruments
2
Financial series
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
2
Securitisation of derivatives and alternative asset classes : yearbook 2005
2
Staff reports / Federal Reserve Bank of New York
2
The Oxford handbook of credit derivatives
2
The journal of finance : the journal of the American Finance Association
2
Working papers in economics
2
Annual review of financial economics
1
Applied economics
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
Bundesbank Series 2 Discussion Paper
1
CEMFI working paper
1
CFS working paper series
1
Columbia Business School Research Paper
1
Computational economics
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Cowles Foundation Discussion Paper
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ECONIS (ZBW)
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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
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:
4
The underlying dynamics of credit correlations
Berd, Arthur
;
Engle, Robert F.
;
Voronov, Artem
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 73-116)
.
2008
Persistent link: https://www.econbiz.de/10003918664
Saved in:
5
The market standard model for valuing CDOs, the one-factor Gaussian Copola Model : benefits and limitations
Meissner, Gunter
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 207-222)
.
2008
Persistent link: https://www.econbiz.de/10003918714
Saved in:
6
Practical pricing of synthetic CDOs
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 223-257)
.
2008
Persistent link: https://www.econbiz.de/10003918718
Saved in:
7
Factor models for CDO pricing
Andersen, Leif B. G.
;
Pterbarg, Victor L.
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 259-291)
.
2008
Persistent link: https://www.econbiz.de/10003918721
Saved in:
8
Lévy processes for the valuation of CDO tranches
Moosbrucker, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 293-318)
.
2008
Persistent link: https://www.econbiz.de/10003918723
Saved in:
9
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:
10
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
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