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Investing in mortgage and asset backed securities : financial modeling with R and open source analytics + website
Schultz, Glenn M. - 2016
"A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as they might seem. In fact, all of the information, financial models, and software needed to successfully invest in and manage a portfolio...
Persistent link: https://www.econbiz.de/10011438058
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The pricing puzzle : the default term structure of collateralised loan obligations
Jobst, Andreas A. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001760581
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The pricing puzzle : the default term structure of collateralised loan obligations
Jobst, Andreas A. - 2002
Persistent link: https://www.econbiz.de/10001736225
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Asset-Backed Securities : Informationsasymmetrien und Regulierung
Eisele, Florian; Neus, Werner - In: Neuere Finanzprodukte : Anwendung, Bewertung, …, (pp. 233-263). 2003
Persistent link: https://www.econbiz.de/10001772958
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Valuation of mortgage backed securities: from optimality to reality
Gaussel, Nicolas; Tamine, Julien - In: Statistical tools for finance and insurance, (pp. 201-223). 2005
Persistent link: https://www.econbiz.de/10002732828
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Optimal recursive refinancing and the valuation of mortgage-backed securities
Longstaff, Francis A. - 2004
Persistent link: https://www.econbiz.de/10002022823
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Stein's method and zero bias transformation for CDO tranche pricing
El Karoui, Nicole; Jiao, Y. - In: Finance and stochastics 13 (2009) 2, pp. 151-180
Persistent link: https://www.econbiz.de/10003939500
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Pricing and hedging of CDOs : a top down approach
Filipović, Damir; Schmidt, Thorsten - In: Contemporary quantitative finance : essays in honour of …, (pp. 231-253). 2010
Persistent link: https://www.econbiz.de/10008749249
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Quantitative assessment of securitisation deals
Campolongo, Francesca; Jönsson, Henrik; Schoutens, Wim - 2012
Persistent link: https://www.econbiz.de/10009623223
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A PDE-based approach for pricing Mortgage-Backed securities
Papi, Marco; Briani, Maya - In: Advanced mathematical methods for finance, (pp. 257-291). 2011
Persistent link: https://www.econbiz.de/10008991287