//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Mortgage-backed securities"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
Asset-backed securities
1,776
Asset-Backed Securities
1,775
Securitization
565
Verbriefung
558
Hypothek
502
Mortgage
498
USA
463
United States
459
Kreditrisiko
438
Credit risk
431
Financial crisis
353
Finanzkrise
352
Theorie
338
Theory
338
Derivat
179
Derivative
179
Collateral
170
Kreditsicherung
170
Kreditderivat
152
Credit derivative
149
Credit rating
121
Kreditwürdigkeit
121
Mortgage-backed securities
114
Subprime-Krise
102
Portfolio selection
101
Portfolio-Management
101
Subprime financial crisis
100
Welt
93
World
91
Deutschland
82
Financial market
80
Finanzmarkt
80
Germany
77
Immobilienfinanzierung
74
Real estate finance
74
Monetary policy
73
Estimation
71
Schätzung
71
EU countries
67
EU-Staaten
67
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
21
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
3
Graue Literatur
3
Non-commercial literature
3
Sammelwerk
3
Arbeitspapier
2
Handbook
2
Handbuch
2
Working Paper
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
30
Author
All
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
Bhattacharya, Anand K.
1
Crépey, Stéphane
1
De Rossi, Giulia
1
Dunn, Kenneth B.
1
Dynkin, Lev
1
Eksia, Zehra
1
Fernald, Julia Dana
1
Fink, Kristin E.
1
Finkle, Jason L.
1
Frey, Rüdiger
1
Giannikos, Christos
1
Guirguis, Hany S.
1
Hector, Richard
1
Huang, Wen-Li
1
Höcht, Stephan
1
Jeanblanc, Monique
1
Kan, Yu Hang
1
Keane, Frank
1
Krause, Andreas
1
Kroner, Kenneth F.
1
Lange, Stephen
1
Liu, Wen-Qiong
1
Masol, Viktoriya
1
Mosser, Patricia C.
1
Orlando, Anthony W.
1
Rasmussen, Thomas
1
Rottleb, Jan
1
more ...
less ...
Published in...
All
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
Finance and economics discussion series
1
International journal of theoretical and applied finance
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
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
4
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:
5
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:
6
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:
7
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:
8
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
contributor
)
-
2006
-
6. ed.
Persistent link: https://www.econbiz.de/10002917547
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->