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~isPartOf:"International journal of theoretical and applied finance"
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Hedging
115
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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International journal of theoretical and applied finance
The journal of futures markets
339
NBER working paper series
302
The journal of real estate finance and economics
300
Working paper / National Bureau of Economic Research, Inc.
276
NBER Working Paper
226
IMF Working Papers
209
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195
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The journal of structured finance
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Finance research letters
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Journal of housing economics
142
The review of financial studies
135
Energy economics
126
Discussion paper / Centre for Economic Policy Research
125
Journal of financial economics
123
Finance and economics discussion series
118
Real estate economics : journal of the American Real Estate and Urban Economics Association
115
International review of financial analysis
105
International review of economics & finance : IREF
97
SpringerLink / Bücher
97
The journal of fixed income
97
IMF Staff Country Reports
93
Finance and stochastics
92
Working paper
92
Applied economics
91
The journal of finance : the journal of the American Finance Association
88
Working papers / Federal Reserve Bank of Philadelphia, Research Department
88
Economic modelling
82
Journal of economic dynamics & control
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of urban economics
76
The real estate finance journal
76
Discussion papers / CEPR
73
IMF working papers
71
Research paper series / Swiss Finance Institute
65
Lecture notes in economics and mathematical systems : LNEMS
64
Journal of money, credit and banking : JMCB
63
Wiley finance series
63
Working Paper
63
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ECONIS (ZBW)
145
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1
Behavioral value adjustements
Bissiri, Matteo
;
Cogo, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
Saved in:
2
Intensity-based models for pricing
mortgage
-backed securities with repayment risk under a CIR process
Wu, Sen
;
Jiang, Lishang
;
Liang, Jin
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009624491
Saved in:
3
An option-theoretic prepayment model for mortgages and
mortgage
-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
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
Exact pricing asymptotics of investment-grade tranches of synthetic CDO's : a large homogeneous pool
Sowers, R. B.
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 367-401
Persistent link: https://www.econbiz.de/10008904367
Saved in:
6
Notes on exact and semi-exact Lévy models for the valuation of CDOs
Eichler, Andreas
;
Leobacher, Gunther
;
Zellinger, Heidrun
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 979-1000
Persistent link: https://www.econbiz.de/10008905093
Saved in:
7
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
Saved in:
8
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
9
Pricing credit risk of asset-backed securitization bonds in Singapore
Sing, Tien-foo
;
Ong, Seow-eng
;
Fan, Gang-Zhi
;
Lim, Kian-Guan
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 321-338
Persistent link: https://www.econbiz.de/10002893277
Saved in:
10
Pricing asset backed Islamic financial instruments
Ebrahim, Muhammed Shahid
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 59-83
Persistent link: https://www.econbiz.de/10001488350
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