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~subject:"Hedging"
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Search: subject:"Asset-Backed Securities"
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Hedging
Asset-Backed Securities
1,789
Asset-backed securities
1,781
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575
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567
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495
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494
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468
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454
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Cousin, Areski
3
Fabozzi, Frank J.
3
Filipović, Damir
2
Gao, Pengjie
2
Koutmos, Gregory
2
Laurent, Jean-Paul
2
Meissner, Gunter
2
Pericli, Andreas Neophytou
2
Perli, Roberto
2
Sack, Brian
2
Song, Zhaogang
2
Backhaus, Jochen
1
Batlin, Carl A.
1
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1
Crépey, Stéphane
1
De Rossi, Giulia
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Orlando, Anthony W.
1
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1
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The journal of fixed income
5
The definitive guide to CDOs : market, application, valuation and hedging
2
The journal of futures markets
2
Applied financial economics
1
Cambridge journal of economics
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
EURANDOM reports
1
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1
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1
Journal / The Capco Institute : journal of financial transformation
1
Journal of economic dynamics & control
1
Paris Princeton lectures on mathematical finance
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Research paper / Federal Reserve Bank of New York
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
The handbook of mortgage-backed securities
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
30
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1
Hedge funds, systemic risk and the market for mortgage-backed securities
Orlando, Anthony W.
- In:
Cambridge journal of economics
47
(
2023
)
6
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10014524953
Saved in:
2
Affine pricing and hedging of collateralized debt obligations
Eksia, Zehra
;
Filipović, Damir
-
2020
Persistent link: https://www.econbiz.de/10012419633
Saved in:
3
Liquidity in a Market for Unique Assets : Specified Pool and TBA Trading in the Mortgage Backed Securities Market
Gao, Pengjie
-
2016
Agency mortgage-backed securities trade simultaneously in a market for specified pools (SPs) and in the to-be-announced (TBA) forward market. TBA trading creates liquidity by allowing thousands of different MBS to be traded in a handful of TBA contracts. SPs that are eligible to be traded as...
Persistent link: https://www.econbiz.de/10013002691
Saved in:
4
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:
5
Liquidity in a market for unique assets : specified pool and to-be-announced trading in the mortgage-backed securities market
Gao, Pengjie
;
Schultz, Paul
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1119-1170
Persistent link: https://www.econbiz.de/10011738671
Saved in:
6
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
7
Comparing some alternative Lévy base correlation models for pricing and hedging CDO tranches
Masol, Viktoriya
;
Schoutens, Wim
-
2008
Persistent link: https://www.econbiz.de/10003709746
Saved in:
8
Hedge funds and the housing bubble
Giannikos, Christos
;
Guirguis, Hany S.
;
Schizas, Panagiotis
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1063-1073
Persistent link: https://www.econbiz.de/10010419039
Saved in:
9
Pricing and hedging CDO tranches using latent one-factor models : an empirical study
Höcht, Stephan
;
Scherer, Matthias
;
Spitaler, Patrick
- In:
Journal / The Capco Institute : journal of financial …
40
(
2014
),
pp. 49-64
Persistent link: https://www.econbiz.de/10011308123
Saved in:
10
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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