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~subject:"Kreditrisiko"
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Dynamic option adjusted spread...
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Kreditrisiko
Optionspreistheorie
14,730
Option pricing theory
14,272
Hypothek
8,906
Mortgage
8,823
Theorie
4,645
Theory
4,502
Volatilität
3,923
Volatility
3,859
Stochastischer Prozess
3,244
Stochastic process
3,194
USA
3,088
United States
2,997
Optionsgeschäft
2,862
Option trading
2,845
Derivat
2,583
Derivative
2,577
Credit risk
2,232
Asset-Backed Securities
1,791
Asset-backed securities
1,783
Immobilienfinanzierung
1,531
Real estate finance
1,519
Immobilienpreis
1,508
Real estate price
1,485
Schätzung
1,354
Estimation
1,324
Portfolio-Management
1,305
Finanzkrise
1,300
Financial crisis
1,291
Hedging
1,291
Portfolio selection
1,291
Zins
1,161
Interest rate
1,153
CAPM
1,137
Black-Scholes-Modell
1,098
Zinsstruktur
1,074
Yield curve
1,063
Insolvenz
1,060
Insolvency
1,058
Securitization
1,047
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892
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565
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German
75
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French
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Wang, Xingchun
19
An, Xudong
18
Deng, Yongheng
17
Fuster, Andreas
15
Calem, Paul Seth
14
Ongena, Steven
13
Wachter, Susan M.
13
Gerardi, Kristopher
12
Haughwout, Andrew
12
Kelly, Robert
12
Goodman, Laurie Sharon
11
Jagtiani, Julapa
11
Kau, James B.
11
McManus, Douglas A.
11
Mitman, Kurt
11
Pennington-Cross, Anthony
11
Sanders, Anthony B.
11
Scheule, Harald
11
Zhu, Jun
11
Acharya, Viral V.
10
Agarwal, Sumit
10
Fabozzi, Frank J.
10
Li, Wenli
10
O'Toole, Conor
10
Scheule, Harald (Harry)
10
Seiler, Michael J.
10
Willen, Paul
10
Albertazzi, Ugo
9
Ashcraft, Adam B.
9
Chan, Sewin
9
Cordell, Larry
9
Frame, W. Scott
9
Gambacorta, Leonardo
9
Jeske, Karsten
9
Keenan, Donald C.
9
Krueger, Dirk
9
McCann, Fergal
9
Van Order, Robert
9
Brigo, Damiano
8
Guin, Benjamin
8
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De Nederlandsche Bank
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Empirica, Gesellschaft für Struktur- und Stadtforschung <Bonn>
2
Internationaler Währungsfonds
2
USA / General Accounting Office
2
Verband Deutscher Hypothekenbanken
2
Basel Committee on Banking Supervision
1
CFA Institute <Charlottesville, Va.>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Conference Housing and the Built Environment: Access, Finance, Policy <2007, Cambridge, Mass.>
1
Eberhard Karls Universität Tübingen
1
Europäische Kommission / Generaldirektion Energie / Unit Energy Efficiency
1
Fisher Center for Real Estate and Urban Economics <Berkeley, Calif.>
1
International Association of Insurance Supervisors
1
International Organization of Securities Commissions
1
International Workshop on Mortgages in the European Countryside, 1200-1700 <2015, Cambridge>
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Lincoln Institute of Land Policy
1
Nationalekonomiska Institutionen <Lund>
1
Otto-Friedrich-Universität Bamberg
1
Springer International Publishing
1
Subcommittee on Housing and Urban Affairs, Committee on Banking and Currency, U.S. Senate
1
University, Columbus, Ohio
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Verlag Dr. Kovač
1
Weltbank
1
World Bank
1
World Bank Group
1
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The journal of real estate finance and economics
60
Journal of banking & finance
45
The journal of structured finance
39
International journal of theoretical and applied finance
36
Working papers / Federal Reserve Bank of Philadelphia, Research Department
32
Journal of housing economics
19
NBER working paper series
19
Journal of financial economics
18
Real estate economics : journal of the American Real Estate and Urban Economics Association
18
Review of derivatives research
18
The journal of fixed income
18
The journal of credit risk : published quarterly by Incisive Media
17
FRB of Philadelphia Working Paper
15
European journal of operational research : EJOR
14
Journal of money, credit and banking : JMCB
14
NBER Working Paper
14
Staff working papers / Bank of England
14
Working paper / National Bureau of Economic Research, Inc.
14
Finance research letters
13
Journal of financial services research : JFSR
13
Research technical papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied mathematical finance
12
Discussion paper / Centre for Economic Policy Research
12
Staff reports / Federal Reserve Bank of New York
12
Working paper series
12
Discussion papers / CEPR
11
International review of financial analysis
11
Journal of financial intermediation
11
Journal of real estate research : JRER ; a publication of the American Real Estate Society
11
The journal of computational finance
11
The journal of futures markets
11
The review of financial studies
11
Applied economics letters
10
Economic modelling
10
International journal of financial engineering
10
Journal of risk and financial management : JRFM
10
Research paper series / Swiss Finance Institute
10
The European journal of finance
10
Discussion paper
9
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ECONIS (ZBW)
2,241
EconStor
16
USB Cologne (EcoSocSci)
6
BASE
1
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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
Valuation of mortgages by using Lévy models
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
1
,
pp. 25-54
Persistent link: https://www.econbiz.de/10014582188
Saved in:
3
Mortgage
securities as funding source for
mortgage
loans in the European Union
Stefanović, Saša
;
Hanić, Hasan
;
Erić, Dejan
- In:
Economic analysis : EA
48
(
2015
)
1/2
,
pp. 69-85
Persistent link: https://www.econbiz.de/10012063311
Saved in:
4
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:
5
Indicators of collateral misreporting
Demiroglu, Cem
;
James, Christopher M.
- In:
Management science : journal of the Institute for …
64
(
2018
)
4
,
pp. 1747-1760
Persistent link: https://www.econbiz.de/10011855732
Saved in:
6
Reinventing retail lending analytics : forecasting, stress testing, capital and scoring for a world of crises
Breeden, Joseph L.
-
2014
-
Reprinted 2014
Persistent link: https://www.econbiz.de/10011434359
Saved in:
7
Mortgage
risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
-
2015
Persistent link: https://www.econbiz.de/10011437596
Saved in:
8
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
9
Mortgage
risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
Saved in:
10
What is subordination about? : credit risk and subordination levels in commercial
mortgage
-backed securities (CMBS)
An, Xudong
;
Deng, Yongheng
;
Nichols, Joseph B.
; …
- In:
The journal of real estate finance and economics
51
(
2015
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011475084
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