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~isPartOf:"The credit derivatives handbook : global perspectives, innovations, and market drivers"
~subject:"Spekulationsblase"
~subject:"Theorie"
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The credit derivatives handbook : global perspectives, innovations, and market drivers
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
33
NBER Working Paper
28
Discussion paper / Centre for Economic Policy Research
24
Journal of economic theory
16
Discussion papers / CEPR
14
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Review of economic dynamics
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11
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10
Journal of monetary economics
10
The journal of finance : the journal of the American Finance Association
10
International journal of theoretical and applied finance
9
Economics letters
8
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8
The review of financial studies
8
American economic journal : a journal of the American Economic Association
7
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European economic review : EER
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FEDS Working Paper
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International review of economics & finance : IREF
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Macroeconomic dynamics
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RIETI discussion paper
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The journal of credit risk : published quarterly by Incisive Media
7
Bank of England Working Paper
6
CFS working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
6
Economic theory
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Pricing credit derivatives with a copula-based actuarial model for credit risk
Masala, Giovanni
;
Menzietti, Massimiliano
;
Micocci, Marco
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 95-119)
.
2008
Persistent link: https://www.econbiz.de/10003748408
Saved in:
2
Asset dynamics estimation and its impact on CDS pricing
François, Pascal
;
Hübner, Georges
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 121-141)
.
2008
Persistent link: https://www.econbiz.de/10003748411
Saved in:
3
Design of collateralized debt obligations : the impact of target ratings on the first loss piece
Gürtler, Marc
;
Hibbeln, Martin
;
Olboeter, Sven
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 203-228)
.
2008
Persistent link: https://www.econbiz.de/10003748418
Saved in:
4
On the pricing of collateralized debt obligations
Gaspar, Raquel M.
;
Schmidt, Thorsten
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 229-258)
.
2008
Persistent link: https://www.econbiz.de/10003748422
Saved in:
5
Pricing forward-starting collateralized debt obligations using dynamic copula processes
Totouom, Daniel
;
Armstrong, Margaret
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 259-288)
.
2008
Persistent link: https://www.econbiz.de/10003748424
Saved in:
6
Identifying systemic and idiosyncratic risk from standardized single-tranche collateralized debt obligations
Chan-Lau, Jorge A.
;
Lu, Yinqiu
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 289-302)
.
2008
Persistent link: https://www.econbiz.de/10003748426
Saved in:
7
An asset allocation problem with credit derivatives
Menoncin, Francesco
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 337-360)
.
2008
Persistent link: https://www.econbiz.de/10003748430
Saved in:
8
Synthetic collateralized-debt-obligation-squared pricing methodologies
Guégan, Dominique
;
Houdain, Julien P.
- In:
The credit derivatives handbook : global perspectives, …
,
(pp. 361-377)
.
2008
Persistent link: https://www.econbiz.de/10003748431
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