Narrow search
Showing 1 - 10 of 64
Cover Image
A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds
Bielecki, Tomasz R.; Vidozzi, Andrea; Vidozzi, Luca - In: The journal of credit risk : published quarterly by … 4 (2008/09) 1, pp. 47-76
Persistent link: https://www.econbiz.de/10003745400
Cover Image
The (continuing) information problems in structured finance
Mason, Joseph R. - In: The journal of structured finance 14 (2008) 1, pp. 7-11
Persistent link: https://www.econbiz.de/10003786315
Cover Image
Credit derivative product companies : a robust business model
Nance, Martin - In: The journal of structured finance 14 (2008) 3, pp. 58-61
Persistent link: https://www.econbiz.de/10003786366
Cover Image
An underexploited opportunity : insurance-linked funding in the life space
Johnson, Ray C.; Booysen, David S. - In: The journal of structured finance 14 (2008) 3, pp. 62-69
Persistent link: https://www.econbiz.de/10003786367
Cover Image
Pricing synthetic CDO tranches in a model with default contagion using the matrix analytic approach
Herbertsson, Alexander - In: The journal of credit risk : published quarterly by … 4 (2008/09) 4, pp. 2-35
Persistent link: https://www.econbiz.de/10003806412
Cover Image
The systematic and idiosyncratic modules of bankruptcy risk
Parnes, Dror - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10003853282
Cover Image
An introduction to pricing correlation products using a pair-wise correlation matrix
Whitehill, Sam - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10003853302
Cover Image
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
Persistent link: https://www.econbiz.de/10003903232
Cover Image
CDO pricing with expected loss parametric interpolation
Bernis, Guillaume - In: The journal of credit risk : published quarterly by … 5 (2009/10) 3, pp. 71-87
Persistent link: https://www.econbiz.de/10003903244
Cover Image
Double-t copula pricing structured credit products : practical aspects of a trustworthy implementation
Vrins, Frédéric D. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 3, pp. 91-109
Persistent link: https://www.econbiz.de/10003903249