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subject:"United States"
~isPartOf:"The journal of fixed income"
~subject:"Credit derivative"
~subject:"Credit"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Sicherungseigentum"
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United States
Credit derivative
Credit
Stochastischer Prozess
Collateral
7
Kreditsicherung
7
Credit risk
3
Kreditderivat
3
Kreditrisiko
3
Asset-Backed Securities
2
Asset-backed securities
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Derivat
2
Derivative
2
Modellierung
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Scientific modelling
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USA
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2000-2003
1
Anleihe
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Bewertung
1
Bond
1
CAPM
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Cash Flow
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Cash flow
1
Collateralized Debt Obligations (CDO)
1
Correlation
1
Credit rating
1
Evaluation
1
Financial analysis
1
Finanzanalyse
1
Korrelation
1
Kredit
1
Kreditwürdigkeit
1
Multivariate Verteilung
1
Multivariate distribution
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Performance measurement
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Performance-Messung
1
Portfolio selection
1
Portfolio-Management
1
Stochastic process
1
Structured product
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English
5
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Fabozzi, Frank J.
2
Baheti, Prasun
1
Chen, Ren-Raw
1
Dorn, Jochen
1
Garcia, Tania
1
Goodman, Laurie Sharon
1
Lucas, Douglas J.
1
Maghakian, Arthur
1
Mashal, Roy
1
Naldi, Marco
1
Newman, Daniel
1
Pan, Ging-Ging
1
Sharma, Sanjay
1
Sverdlove, Ronald
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The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
29
The review of financial studies
24
Journal of financial economics
14
NBER working paper series
11
Discussion paper / Centre for Economic Policy Research
9
The journal of structured finance
9
The journal of finance : the journal of the American Finance Association
7
Finance and economics discussion series
6
Journal of banking & finance
6
NBER Working Paper
6
Working paper series / European Central Bank
6
American economic journal : a journal of the American Economic Association
5
CFS working paper series
5
Credit reporting systems and the international economy
5
Discussion papers / CEPR
5
International journal of theoretical and applied finance
5
Williams College Economics Department working paper series
5
Cowles Foundation Discussion Paper
4
Journal of financial intermediation
4
Working paper
4
Documentos de trabajo / Banco de España
3
ECB Working Paper
3
Economic policy review
3
Economic quarterly
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Fisher College of Business working paper series
3
IMF working papers
3
Journal of economic theory
3
Journal of money, credit and banking : JMCB
3
RIETI discussion paper
3
Research in international business and finance
3
SFB 649 discussion paper
3
The journal of corporate finance : contracting, governance and organization
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of law & economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
3
Working paper series / Federal Reserve Bank of Richmond
3
Working papers / Federal Reserve Bank of Atlanta
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ECONIS (ZBW)
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1
Empirical evidence on CDO performance
Newman, Daniel
;
Fabozzi, Frank J.
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
Saved in:
2
Modeling of CDO squareds : capturing the second dimension
Dorn, Jochen
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003628175
Saved in:
3
Step it or start it forward
Baheti, Prasun
;
Mashal, Roy
;
Naldi, Marco
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 33-38
Persistent link: https://www.econbiz.de/10003400062
Saved in:
4
Sources of credit risk : evidence from credit default swaps
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Pan, Ging-Ging
; …
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003422016
Saved in:
5
Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania
;
Maghakian, Arthur
;
Sharma, Sanjay
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
Saved in:
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