//--> //--> //--> //-->
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
~isPartOf:"International journal of theoretical and applied finance"
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
Asset backed securities als Re...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asset-Backed Securities
12
Asset-backed securities
12
Derivat
9
Derivative
9
Credit risk
8
Kreditrisiko
8
Theorie
8
Theory
8
Option pricing theory
7
Optionspreistheorie
7
Collateral
5
Kreditsicherung
5
Hypothek
4
Mortgage
4
Credit derivative
3
Kreditderivat
3
Stochastic process
3
Stochastischer Prozess
3
Bank liquidity
2
Bankenliquidität
2
CAPM
2
CVA
2
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
Refinancing
2
Refinanzierung
2
Yield curve
2
Zinsstruktur
2
funding costs
2
ABS
1
American option
1
Arbitrage-free pricing
1
BIS
1
Bank lending
1
Behavioral risk
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CDO
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Bissiri, Matteo
1
Chen, Andrew H.
1
Cogo, Riccardo
1
Diener, Nicolas
1
Ebrahim, Muhammed Shahid
1
Eichler, Andreas
1
Fabozzi, Frank J.
1
Fan, Gang-Zhi
1
Huang, Wen-Li
1
Jabłecki, Juliusz
1
Jarrow, Robert A.
1
Jiang, Lishang
1
Kalotay, Andrew J.
1
Kim, Sung Ik
1
Kim, Young Shin
1
Leobacher, Gunther
1
Liang, Jin
1
Lim, Kian-Guan
1
Liu, Wen-Qiong
1
Mazumdar, Sumon C.
1
Moreni, Nicola
1
Nauta, Bert-Jan
1
Ong, Seow-eng
1
Pallavicini, Andrea
1
Papin, Timothee
1
Protter, Philip E.
1
Schmidt, Thorsten
1
Sing, Tien-foo
1
Sowers, R. B.
1
Turinici, Gabriel
1
Wu, Sen
1
Yang, Deane
1
Zabczyk, Jerzy
1
Zellinger, Heidrun
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The journal of structured finance
158
ifo Schnelldienst
86
Ifo Schnelldienst
79
Finanzierung, Leasing, Factoring : FLF
75
Ifo-Schnelldienst
67
Leasing : Wissenschaft & Praxis
58
Working paper / National Bureau of Economic Research, Inc.
50
NBER working paper series
49
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
42
Mitteilungen und Berichte / Forschungsinstitut für Leasing an der Universität zu Köln
41
NBER Working Paper
40
Betriebs-Berater : BB
37
The journal of fixed income
37
Finance and economics discussion series
36
Journal of financial economics
36
Journal of banking & finance
34
The journal of real estate finance and economics
31
Leasing - Wissenschaft & Praxis
30
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
28
The review of financial studies
26
Der Betrieb
24
IRZ : Zeitschrift für internationale Rechnungslegung
23
SpringerLink / Bücher
23
The journal of finance : the journal of the American Finance Association
23
Europäische Hochschulschriften / 5
22
Real estate economics : journal of the American Real Estate and Urban Economics Association
22
The definitive guide to CDOs : market, application, valuation and hedging
22
The real estate finance journal
22
Discussion paper / Centre for Economic Policy Research
20
Staff reports / Federal Reserve Bank of New York
19
The handbook of mortgage-backed securities
18
WPg : Kompetenz schafft Vertrauen
18
Working paper series / European Central Bank
17
Finance research letters
16
Die Bank
15
Gabler Edition Wissenschaft
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The handbook of European structured financial products
15
Universität zu Köln - Forschungsinstitut für Leasing - Publikationen
15
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Liquidity risk, instead of funding costs, leads to a valuation adjustment for derivatives and other assets
Nauta, Bert-Jan
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403233
Saved in:
3
Prepayment option of a perpetual corporate loan : the impact of the funding costs
Papin, Timothee
;
Turinici, Gabriel
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010391495
Saved in:
4
Derivative pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
5
Loan sales and bank liquidity management
Chen, Andrew H.
;
Mazumdar, Sumon C.
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 113-129
Persistent link: https://www.econbiz.de/10001394234
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->