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The definitive guide to CDOs : market, application, valuation and hedging
23
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ECONIS (ZBW)
23
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1
The evolution of CDOs : from the bistro to CDO²
Boultwood, Brenda
;
Meissner, Gunter
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 5-20)
.
2008
Persistent link: https://www.econbiz.de/10003918565
Saved in:
2
The application of CDOs
Meissner, Gunter
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 21-32)
.
2008
Persistent link: https://www.econbiz.de/10003918597
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3
An overview on copula function methods in credit portfolio modelling
Li, David
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 39-71)
.
2008
Persistent link: https://www.econbiz.de/10003918640
Saved in:
4
The underlying dynamics of credit correlations
Berd, Arthur
;
Engle, Robert F.
;
Voronov, Artem
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 73-116)
.
2008
Persistent link: https://www.econbiz.de/10003918664
Saved in:
5
Dynamic conditioning and credit correlation baskets
Albanese, Claudia
;
Vidler, Alicia
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 117-160)
.
2008
Persistent link: https://www.econbiz.de/10003918672
Saved in:
6
Approaches to generate the loss distribution
Grundke, Peter
;
Moosbrucker, Thomas
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 161-185)
.
2008
Persistent link: https://www.econbiz.de/10003918685
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7
Modelling non-normal CDO returns with omega function
Bhaduri, Ranjan
;
Meissner, Gunter
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 187-197)
.
2008
Persistent link: https://www.econbiz.de/10003918697
Saved in:
8
The market standard model for valuing CDOs, the one-factor Gaussian Copola Model : benefits and limitations
Meissner, Gunter
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 207-222)
.
2008
Persistent link: https://www.econbiz.de/10003918714
Saved in:
9
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:
10
Factor models for CDO pricing
Andersen, Leif B. G.
;
Pterbarg, Victor L.
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 259-291)
.
2008
Persistent link: https://www.econbiz.de/10003918721
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