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~isPartOf:"Review of derivatives research"
~person:"Cousin, Areski"
~person:"Ehlers, Stefan"
~person:"Jarrow, Robert A."
~person:"Koziol, Christian"
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Cousin, Areski
Ehlers, Stefan
Jarrow, Robert A.
Koziol, Christian
Claußen, Arndt
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Kan, Yu Hang
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Review of derivatives research
The definitive guide to CDOs : market, application, valuation and hedging
2
Discussion paper
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
International journal of theoretical and applied finance
1
Johnson School Research Paper Series
1
Journal of financial stability
1
Journal of risk management in financial institutions
1
Paris Princeton lectures on mathematical finance
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
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Rethinking the financial crisis
1
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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