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~isPartOf:"Journal / The Capco Institute : journal of financial transformation"
~isPartOf:"Journal of risk management in financial institutions"
~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.
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Journal / The Capco Institute : journal of financial transformation
Journal of risk management in financial institutions
The Frank J. Fabozzi series
4
Journal of empirical finance
3
Financial markets and instruments
2
Journal of financial intermediation
2
The journal of fixed income
2
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European financial management : the journal of the European Financial Management Association
1
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1
International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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The handbook of European structured financial products
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Working paper // Research program / School of Business, Queen's University
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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
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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