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Dynamic option adjusted spread...
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Derivative
Optionspreistheorie
14,811
Option pricing theory
14,352
Hypothek
8,977
Mortgage
8,900
Theorie
4,658
Theory
4,515
Volatilität
3,956
Volatility
3,892
Stochastischer Prozess
3,271
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3,221
USA
3,099
United States
3,008
Optionsgeschäft
2,894
Option trading
2,877
Derivat
2,608
Kreditrisiko
2,283
Credit risk
2,251
Asset-Backed Securities
1,797
Asset-backed securities
1,791
Immobilienfinanzierung
1,553
Real estate finance
1,541
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1,525
Real estate price
1,502
Schätzung
1,364
Estimation
1,334
Portfolio-Management
1,315
Finanzkrise
1,307
Portfolio selection
1,301
Hedging
1,300
Financial crisis
1,299
Zins
1,171
Interest rate
1,164
CAPM
1,148
Black-Scholes-Modell
1,112
Zinsstruktur
1,082
Yield curve
1,071
Insolvenz
1,069
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1,067
Black-Scholes model
1,059
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Hull, John
30
Fabozzi, Frank J.
28
Madan, Dilip B.
17
Schoutens, Wim
17
Benth, Fred Espen
16
Wang, Xingchun
15
Härdle, Wolfgang
14
Schlögl, Erik
14
Joshi, Mark S.
13
Prokopczuk, Marcel
13
Carr, Peter
12
Chiarella, Carl
12
Hess, Markus
12
Jarrow, Robert A.
12
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
Brigo, Damiano
10
Escobar, Marcos
10
Gouriéroux, Christian
10
Howison, Sam
10
Lo, Andrew W.
10
Nikitopoulos, Christina Sklibosios
10
Härdle, Wolfgang K.
9
Kyriakou, Ioannis
9
Steiner, Manfred
9
Takahashi, Akihiko
9
White, Alan
9
Zheng, Wendong
9
Branger, Nicole
8
Cheng, Benjamin
8
Choudhry, Moorad
8
Cont, Rama
8
Kwok, Yue-Kuen
8
Monfort, Alain
8
Osipenko, Maria
8
Perrakis, Stylianos
8
Gong, Feixue
7
Lee, Cheng F.
7
López Cabrera, Brenda
7
Mercurio, Fabio
7
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National Bureau of Economic Research
8
Eberhard Karls Universität Tübingen
2
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2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer Fachmedien Wiesbaden
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Conference Housing and the Built Environment: Access, Finance, Policy <2007, Cambridge, Mass.>
1
Deutsche Forschungsgemeinschaft
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
International Association of Financial Engineers
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Judge Institute of Management Studies
1
Københavns Universitet / Økonomisk Institut
1
Lincoln Institute of Land Policy
1
New York Institute of Finance
1
Pearson Studium
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
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Schweizerisches Institut für Banken und Finanzen <Sankt Gallen>
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1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Melbourne / Department of Finance
1
Verband Deutscher Hypothekenbanken
1
Verlag Franz Vahlen
1
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International journal of theoretical and applied finance
106
Applied mathematical finance
62
Review of derivatives research
47
Quantitative finance
43
The journal of futures markets
35
The journal of computational finance
33
European journal of operational research : EJOR
31
Journal of banking & finance
31
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Journal of economic dynamics & control
22
Risks : open access journal
22
Finance and stochastics
21
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
18
SpringerLink / Bücher
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Computational economics
15
Journal of econometrics
15
Applied economics letters
14
Insurance / Mathematics & economics
14
International review of financial analysis
14
International review of economics & finance : IREF
13
Annals of finance
12
The journal of fixed income
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Wiley finance series
11
Applied economics
10
Economic modelling
10
Journal of financial economics
10
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
The journal of credit risk : published quarterly by Incisive Media
9
Asia-Pacific financial markets
8
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ECONIS (ZBW)
2,602
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1
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of
2,602
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date (oldest first)
1
Understanding
Mortgage
Spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
-
2014
Spreads of agency
mortgage
-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
Saved in:
2
Behavioral value adjustements
Bissiri, Matteo
;
Cogo, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
Saved in:
3
Hedging
mortgage
-backed securities with treasury bond futures
Batlin, Carl A.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 675-693
Persistent link: https://www.econbiz.de/10003483036
Saved in:
4
Boom-bust cycles : leveraging, complex securities, and asset prices
Semmler, Willi
;
Bernard, Lucas
- In:
Journal of economic behavior & organization : JEBO
81
(
2012
)
2
,
pp. 442-465
Persistent link: https://www.econbiz.de/10009626477
Saved in:
5
A critical review of neoclassical modeling techniques in structured finance
Fahey, Brian
- In:
Journal of post-Keynesian economics : JPKE
35
(
2013
)
3
,
pp. 319-340
Persistent link: https://www.econbiz.de/10009759928
Saved in:
6
The handbook of
mortgage
-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
7
Law and economic issues in subprime litigation
Bethel, Jennifer E.
;
Ferrell, Allen
;
Hu, Gang
-
2008
Persistent link: https://www.econbiz.de/10003737369
Saved in:
8
A three-factor approach for hedging
mortgage
-backed securities
Dunn, Kenneth B.
(
contributor
)
- In:
The handbook of mortgage-backed securities
,
(pp. 1009-1022)
.
2006
Persistent link: https://www.econbiz.de/10003274087
Saved in:
9
The handbook of
mortgage
-backed securities
Fabozzi, Frank J.
(
contributor
)
-
2006
-
6. ed.
Persistent link: https://www.econbiz.de/10002917547
Saved in:
10
Dynamic cross hedging with
mortgage
-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
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