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subject:"United States"
~isPartOf:"The journal of fixed income"
~subject:"Credit derivative"
~subject:"Derivative"
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Search: subject_exact:"Sicherungseigentum"
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United States
Credit derivative
Derivative
Collateral
7
Kreditsicherung
7
Credit risk
3
Kreditderivat
3
Kreditrisiko
3
Asset-Backed Securities
2
Asset-backed securities
2
Derivat
2
Modellierung
2
Scientific modelling
2
USA
2
2000-2003
1
Anleihe
1
Bewertung
1
Bond
1
CAPM
1
Cash Flow
1
Cash flow
1
Collateralized Debt Obligations (CDO)
1
Correlation
1
Credit
1
Credit rating
1
Evaluation
1
Financial analysis
1
Finanzanalyse
1
Korrelation
1
Kredit
1
Kreditwürdigkeit
1
Multivariate Verteilung
1
Multivariate distribution
1
Performance measurement
1
Performance-Messung
1
Portfolio selection
1
Portfolio-Management
1
Stochastic process
1
Stochastischer Prozess
1
Structured product
1
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5
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5
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English
5
Author
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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
1
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The journal of fixed income
The review of financial studies
24
Working paper / National Bureau of Economic Research, Inc.
24
Journal of securities operations & custody
10
International journal of theoretical and applied finance
9
The journal of structured finance
9
The journal of finance : the journal of the American Finance Association
8
Journal of financial economics
7
The credit derivatives handbook : global perspectives, innovations, and market drivers
7
Journal of banking & finance
6
NBER working paper series
6
American economic journal : a journal of the American Economic Association
5
Credit reporting systems and the international economy
5
Discussion paper / Centre for Economic Policy Research
5
Finance and economics discussion series
5
Financial stability review : FSR
5
Journal of financial intermediation
5
The journal of credit risk : published quarterly by Incisive Media
5
The journal of financial market infrastructures
5
Williams College Economics Department working paper series
5
Working paper series / European Central Bank
5
Cowles Foundation Discussion Paper
4
IMF working papers
4
Review of derivatives research
4
The handbook of structured finance
4
ECB Working Paper
3
Economic policy review
3
Economic quarterly
3
Fisher College of Business working paper series
3
Quantitative finance
3
The journal of law & economics
3
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
3
Working paper
3
Working papers / Federal Reserve Bank of Atlanta
3
Bank of Finland research discussion papers
2
Cowles Foundation discussion paper
2
Discussion paper
2
Discussion paper / Center for Economic Research, Tilburg University
2
European journal of operational research : EJOR
2
Europäische Hochschulschriften / 5
2
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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
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:
4
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:
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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