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Collateralized Debt Obligations' valuation using the One Factor Gaussian Copula Model

Buzková, Petra; Teplý, Petr - In: Prague economic papers : a bimonthly journal of … 21 (2012) 1, pp. 30-49

Persistent link: https://www.econbiz.de/10009700586

Revolving rating analysts and ratings of mortgage-backed and asset-backed securities : evidence from LinkedIn

Jiang, John Xuefeng; Wang, Isabel Yanyan; Wang, K. Philip - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5832-5854

Persistent link: https://www.econbiz.de/10011964594

Determinanten europäischer CMBS spreads : ein empirisches Modell zur Bestimmung der Risikoaufschläge von commercial mortgage-backed securities (CMBS)

Heidorn, Thomas (contributor); … - 2008

This paper tracks a structured financial innovation, the commercial mortgage-backed security which is not as novel as current discussion around the sub-prime crisis let assume. However, CMBS as credit-derivatives feature various factors that influence the risks arising from a commercial-mortgage...

Persistent link: https://www.econbiz.de/10003767849

The breakpoint grid

Levin, Alexander - In: The journal of structured finance 14 (2008) 3, pp. 37-43

Persistent link: https://www.econbiz.de/10003786361

Standardisierte Mezzanine-Programme : eine Ertrags-Risiko-Analyse

Achleitner, Ann-Kristin; Kaserer, Christoph; Remmen, … - In: Risikomanagement und kapitalmarktorientierte …, (pp. 687-713). 2009

Persistent link: https://www.econbiz.de/10003861374

Assessing the credit risk of CDOs backed by structured finance securities : rating analysts' challenges and solutions

Hu, Jian - In: The journal of structured finance 13 (2007/08) 3, pp. 43-59

Persistent link: https://www.econbiz.de/10003862371

A comparative analysis of CDO pricing models under the factor copula framework

Burtschell, Xavier; Gregory, Jon; Laurent, Jean-Paul - In: The journal of derivatives : the official publication … 16 (2008/09) 4, pp. 9-37

Persistent link: https://www.econbiz.de/10003862752

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

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

Synthetische Collateralized Debt Obligations : Bewertung und Kreditrisikomessung mit Unternehmenswertmodellorientierung

Jortzik, Stephan - 2006

Persistent link: https://www.econbiz.de/10003373872

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