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subject:"Kreditderivat"
~isPartOf:"Review of derivatives research"
~person:"Crépey, Stéphane"
~person:"Ehlers, Stefan"
~person:"Jarrow, Robert A."
~person:"Koziol, Christian"
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Kreditderivat
Asset-Backed Securities
2
Asset-backed securities
2
Correlation
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Credit derivative
2
Credit risk
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Derivat
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Derivative
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Korrelation
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Kreditrisiko
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Backtesting
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CDO
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Collateral
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Collateralized debt obligations
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Correlated defaults
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Credit default swaps
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Credit derivatives
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Credit insurance
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Delta
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Finanzdienstleistung
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Gaussian copula
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Crépey, Stéphane
Ehlers, Stefan
Jarrow, Robert A.
Koziol, Christian
Cousin, Areski
1
Höcht, Stephan
1
Kan, Yu Hang
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Koziol, Philipp
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Schön, Thomas
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Zagst, Rudi
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Review of derivatives research
Discussion paper
1
International journal of theoretical and applied finance
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Rethinking the financial crisis
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The journal of fixed income
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ECONIS (ZBW)
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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
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2
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
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