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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The handbook of mortgage-backed securities"
~subject:"Hedging"
~subject:"Stochastischer Prozess"
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Hedging
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Asset-Backed Securities
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International journal of theoretical and applied finance
The handbook of mortgage-backed securities
The journal of fixed income
8
The definitive guide to CDOs : market, application, valuation and hedging
3
Review of derivatives research
2
The journal of computational finance
2
The journal of futures markets
2
Applied financial economics
1
Cahiers du Département d'Economie Politique / Faculté des Sciences Economiques et Sociales, Université de Genève
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Cambridge journal of economics
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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EURANDOM reports
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Finance and economics discussion series
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Frontiers in quantitative finance : volatility and credit risk modeling
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International journal of economics, finance and management sciences : IJEFM
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International journal of financial engineering
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International journal of financial research
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Journal of economic dynamics & control
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Journal of real estate research : JRER ; a publication of the American Real Estate Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Paris Princeton lectures on mathematical finance
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Prague economic papers : a bimonthly journal of economic theory and policy
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Research paper series / Swiss Finance Institute
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
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
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:
4
Notes on exact and semi-exact Lévy models for the valuation of CDOs
Eichler, Andreas
;
Leobacher, Gunther
;
Zellinger, Heidrun
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 979-1000
Persistent link: https://www.econbiz.de/10008905093
Saved in:
5
A three-factor approach for hedging mortgage-backed securities
Dunn, Kenneth B.
(
contributor
)
- In:
The handbook of mortgage-backed securities
,
(pp. 1009-1022)
.
2006
Persistent link: https://www.econbiz.de/10003274087
Saved in:
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