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Portfolio performance and agency
Dybvig, Philip H.; Farnsworth, Heber K.; Carpenter, … - In: The review of financial studies 23 (2010) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003941594
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Three essays on information and incentives
Bierbaum, Jürgen - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001749188
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An analysis of portfolios of insured debts
Gendron, Michel; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 16 (2006) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10003376587
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Collateralized Debt Obligations: Bewertung, Portfoliosteuerung, Aufsichtsrecht
Tilke, Stephan - 2008
Persistent link: https://www.econbiz.de/10003679381
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Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003571927
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Pricing synthetic CDO tranches in a model with default contagion using the matrix-analytic approach
Herbertsson, Alexander (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571937
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Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571939
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Default contagion in large homogeneous portfolios
Herbertsson, Alexander - In: The credit derivatives handbook : global perspectives, …, (pp. 303-334). 2008
Persistent link: https://www.econbiz.de/10003748427
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Equilibrium with default and endogenous collateral
Araújo, Aloísio Barboza de; Orrillo, Jaime; Páscoa, … - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10002177101
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Wertpotenziale der Kreditversicherung : Ansätze der Risikosteuerung durch Makroderivate
Ciupke, Steffen - 2008
Persistent link: https://www.econbiz.de/10012875012