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~subject:"Asset-backed securities"
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Asset-backed securities
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19
Theory
19
Portfolio selection
8
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8
Hedging
7
Asset-Backed Securities
6
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6
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Laurent, Jean-Paul
6
Cousin, Areski
3
Gregory, Jon
3
Burtschell, Xavier
2
Jeanblanc, Monique
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The definitive guide to CDOs : market, application, valuation and hedging
3
Frontiers in quantitative finance : volatility and credit risk modeling
1
Paris Princeton lectures on mathematical finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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1
Hedging CDO tranches in a Markovian environment
Cousin, Areski
;
Jeanblanc, Monique
;
Laurent, Jean-Paul
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 1-61
Persistent link: https://www.econbiz.de/10009356720
Saved in:
2
An overview of factor modeling for CDO pricing
Laurent, Jean-Paul
;
Cousin, Areski
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 185-216)
.
2009
Persistent link: https://www.econbiz.de/10003787603
Saved in:
3
A comparative analysis of CDO pricing models under the factor copula framework
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 9-37
Persistent link: https://www.econbiz.de/10003862752
Saved in:
4
Practical pricing of synthetic CDOs
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 223-257)
.
2008
Persistent link: https://www.econbiz.de/10003918718
Saved in:
5
A comparative analysis of CDO pricing models
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 389-427)
.
2008
Persistent link: https://www.econbiz.de/10003918804
Saved in:
6
Hedging issues for CDOs
Cousin, Areski
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 461-480)
.
2008
Persistent link: https://www.econbiz.de/10003918855
Saved in:
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