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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
The journal of structured finance
150
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
28
Finance and economics discussion series
26
NBER Working Paper
25
Journal of financial economics
24
The definitive guide to CDOs : market, application, valuation and hedging
22
The journal of real estate finance and economics
22
The review of financial studies
21
The handbook of mortgage-backed securities
18
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
Discussion paper / Centre for Economic Policy Research
14
The handbook of European structured financial products
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The journal of finance : the journal of the American Finance Association
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The real estate finance journal
12
Staff reports / Federal Reserve Bank of New York
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The journal of credit risk : published quarterly by Incisive Media
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FRB of New York Staff Report
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
10
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
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