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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal / The Capco Institute : journal of financial transformation"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Fabozzi, Frank J.
Jarrow, Robert A.
Mayordomo, Sergio
Brigo, Damiano
5
Rutkowski, Marek
4
Bielecki, Tomasz R.
3
Jeanblanc, Monique
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International journal of theoretical and applied finance
Journal / The Capco Institute : journal of financial transformation
The Frank J. Fabozzi series
4
Journal of empirical finance
3
Financial markets and instruments
2
The journal of fixed income
2
Annual review of financial economics
1
Applied financial economics
1
Computational economics
1
Credit risk models and management
1
European financial management : the journal of the European Financial Management Association
1
Interest rate, term structure, and valuation modeling
1
International review of economics & finance : IREF
1
Johnson School Research Paper Series
1
Journal of banking & finance
1
Journal of financial engineering
1
Journal of financial intermediation
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
Risk assessment : decisions in banking and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The handbook of European structured financial products
1
The handbook of fixed income securities
1
The handbook of municipal bonds
1
Working paper // Research program / School of Business, Queen's University
1
Working papers / Business economic series / Department of Business Administration
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Working papers / Department of Economics, Universidad Carlos III de Madrid
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ECONIS (ZBW)
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1
Securitization : the tool of financial transformation
Fabozzi, Frank J.
;
Kothari, Vijay S.
- In:
Journal / The Capco Institute : journal of financial …
20
(
2007
),
pp. 33-45
Persistent link: https://www.econbiz.de/10003546627
Saved in:
2
Collateralized debt obligations and credit risk transfer
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
- In:
Journal / The Capco Institute : journal of financial …
20
(
2007
),
pp. 47-59
Persistent link: https://www.econbiz.de/10003546640
Saved in:
3
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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