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Whitehill, Sam - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 97-110

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Valuing CDOs of bespoke portfolios with implied multi-factor models

Rosen, Dan; Saunders, David M. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 3, pp. 3-36

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The valuation of correlation-dependent credit derivatives using a structural model

Hull, John; Predescu, Mirela; White, Alan - In: The journal of credit risk : published quarterly by … 6 (2010/11) 3, pp. 99-132

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Pricing and hedging collateralized loan obligations with implied factor models

Nedeljkovic, Jovan; Rosen, Dan; Saunders, David M. - In: The journal of credit risk : published quarterly by … 6 (2010/11) 3, pp. 53-97

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An implied multi-factor model for bespoke collateralized debt obligation tranches and other portfolio credit derivatives

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Credit models and the crisis : default cluster dynamics and the generalized Poisson loss model

Brigo, Damiano; Pallavicini, Andrew; Torresetti, Roberto - In: The journal of credit risk : published quarterly by … 6 (2010/11) 4, pp. 39-81

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Optimal structuring of collateralized debt obligation contracts : an optimization approach

Veremyer, Alexander; Tsyurmasto, Peter; Uryasev, Stan - In: The journal of credit risk : published quarterly by … 8 (2012) 4, pp. 133-155

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Asset correlation in residential mortgage-backed security reference portfolios

Geidosch, Marco - In: The journal of credit risk : published quarterly by … 10 (2014) 2, pp. 71-95

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Default risk of money-market fund portfolios

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Commercial Law Aspects of Residential Mortgage Securitisation in Australia

Rajapakse, Pelma; Senarath, Shanuka - 2019

1. Introduction -- 2. Towards Formulating a Conceptual Framework -- 3. Structuring and Issuance in Residential Mortgage Securitisation -- 4. Mortgage Origination -- 5. The Legal Process for Transferring Mortgagee’s Rights to the Special Purpose Vehicle -- 6. Law And Regulation of the Issue of...

Persistent link: https://www.econbiz.de/10012398479