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~isPartOf:"Bundesbank Series 2 Discussion Paper"
~isPartOf:"Economic Policy Review"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The real estate finance journal"
~subject:"Collateral"
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Bundesbank Series 2 Discussion Paper
Economic Policy Review
International journal of theoretical and applied finance
The real estate finance journal
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Journal of financial economics
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The review of financial studies
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Credit derivatives : the definitive guide
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Die Fachhochschule der Deutschen Bundesbank in Hachenburg : Festschrift für den langjährigen Rektor Prof. Dr. Dietrich Schönwitz
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1
Systematic Risk of Cdos and Cdo Arbitrage
Hamerle, Alfred
-
2016
Persistent link: https://www.econbiz.de/10012989251
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2
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
3
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
4
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
5
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
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