Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
CMBS tranche valuation framewo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
20,867
Simulation
20,352
Theory
20,337
Stochastischer Prozess
17,211
Stochastic process
16,770
Optionspreistheorie
14,810
Option pricing theory
14,351
Volatilität
7,111
Volatility
7,003
Correlation
6,960
Korrelation
6,819
Schätzung
3,876
Estimation
3,786
Portfolio-Management
3,576
Portfolio selection
3,535
Schätztheorie
3,150
Estimation theory
3,090
Mathematische Optimierung
2,988
Mathematical programming
2,974
Optionsgeschäft
2,959
United States
2,953
Option trading
2,940
Derivat
2,849
Derivative
2,840
simulation
2,554
Zeitreihenanalyse
2,447
Time series analysis
2,365
Börsenkurs
2,194
Share price
2,133
Kapitaleinkommen
2,028
Capital income
2,018
Prognoseverfahren
1,959
Risk
1,950
Risiko
1,948
Forecasting model
1,917
Asset-Backed Securities
1,794
Deutschland
1,794
Asset-backed securities
1,788
CAPM
1,728
more ...
less ...
Online availability
All
Free
625
Undetermined
383
Type of publication
All
Article
1,957
Book / Working Paper
1,110
Other
4
Type of publication (narrower categories)
All
Article in journal
1,739
Aufsatz in Zeitschrift
1,739
Working Paper
725
Graue Literatur
724
Non-commercial literature
724
Arbeitspapier
651
Aufsatz im Buch
192
Book section
192
Hochschulschrift
132
Thesis
118
Collection of articles written by one author
43
Sammlung
43
Collection of articles of several authors
30
Sammelwerk
30
Bibliografie enthalten
16
Bibliography included
16
Lehrbuch
14
Textbook
14
Aufsatzsammlung
13
Case study
10
Fallstudie
10
Conference paper
7
Glossar enthalten
7
Glossary included
7
Konferenzbeitrag
7
Dissertation u.a. Prüfungsschriften
5
Systematic review
5
Übersichtsarbeit
5
Amtsdruckschrift
4
Government document
4
Handbook
4
Handbuch
4
Konferenzschrift
4
Bibliografie
3
CD-ROM, DVD
3
Reprint
3
Conference proceedings
2
research-article
2
Accompanied by computer file
1
Article
1
more ...
less ...
Language
All
English
2,978
German
67
Undetermined
16
French
6
Spanish
4
Italian
1
Author
All
McAleer, Michael
24
Fabozzi, Frank J.
18
Asai, Manabu
13
Gorton, Gary
13
Kotlikoff, Laurence J.
13
Passmore, Stuart Wayne
13
Goodman, Laurie Sharon
12
Longstaff, Francis A.
12
Guidolin, Massimo
11
Weber, Enzo
11
Christiansen, Charlotte
10
Engle, Robert F.
10
Kapetanios, George
10
Stein, Jerome L.
10
Dixon, Peter B.
9
Rimmer, Maureen T.
9
Bali, Turan G.
8
Deng, Yongheng
8
Madan, Dilip B.
8
Pesaran, M. Hashem
8
Rosenberg, Joshua V.
8
Adelson, Mark
7
Audrino, Francesco
7
Corsi, Fulvio
7
Craig, Ben R.
7
Dueker, Michael
7
Gokhale, Jagadeesh
7
Gupta, Rangan
7
Hancock, Diana
7
Hautsch, Nikolaus
7
Jacquet, Laurence
7
Koopman, Siem Jan
7
Lehmann, Etienne
7
Pettenuzzo, Davide
7
Sherlund, Shane M.
7
Timmermann, Allan
7
Wallace, Nancy E.
7
Wilson, William W.
7
Ashcraft, Adam B.
6
Auerbach, Alan J.
6
more ...
less ...
Institution
All
National Bureau of Economic Research
15
Federal Reserve Bank of St. Louis
4
Frank J. Fabozzi Associates <New Hope, Pa.>
3
American Finance Association
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of Cleveland
2
Queen Mary College / Department of Economics
2
The Wharton Financial Institutions Center
2
Transportation, Water, and Telecommunications Department, The World Bank
2
University of Canterbury / Dept. of Economics and Finance
2
Weltbank
2
Boston College / Department of Economics
1
Brookings Institution
1
Center for Japan US Business and Economic Studies
1
Centre for Analytical Finance <Århus>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Department of Economics
1
Conference on Software Systems and Income Transfer Policy <1987, Washington, DC>
1
Econometrisch Instituut <Rotterdam>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Edward Elgar Publishing
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Environmental Protection Agency
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
Federal Reserve System / Board of Governors
1
Federal Reserve System / Division of Research and Statistics
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Hamburger Universität für Wirtschaft und Politik
1
Harvard Institute of Economic Research
1
Hydro-Electric Commission through its Energy Management Centre
1
IGI Global
1
Institut für Weltwirtschaft
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
Institutet för Internationell Ekonomi <Stockholm>
1
Institutionen för Skogsekonomi <Ume°a>
1
Integrated Financial Engineering, Inc. <Rockville, Md.>
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
105
The journal of structured finance
100
The review of financial studies
79
The journal of futures markets
62
The journal of finance : the journal of the American Finance Association
42
The journal of fixed income
33
Discussion paper / Centre for Economic Policy Research
31
Finance and economics discussion series
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
30
Journal of banking & finance
27
Real estate economics : journal of the American Real Estate and Urban Economics Association
26
Journal of financial and quantitative analysis : JFQA
25
Journal of financial economics
25
The journal of real estate finance and economics
24
American journal of agricultural economics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Working paper
22
Applied financial economics
16
International journal of production research
16
The review of economics and statistics
16
Journal of econometrics
15
NBER working paper series
15
Econometric reviews
13
Economic modelling
13
Economics letters
13
International finance discussion papers
13
International review of financial analysis
13
Journal of empirical finance
13
Journal of money, credit and banking : JMCB
13
The American economic review
13
European journal of operational research : EJOR
12
International review of economics & finance : IREF
12
Journal of international financial markets, institutions & money
12
Macroeconomic dynamics
12
Review of derivatives research
12
Agricultural finance review
11
CESifo working papers
11
SFB 649 discussion paper
11
Discussion paper / Tinbergen Institute
10
Discussion paper series / IZA
10
more ...
less ...
Source
All
ECONIS (ZBW)
2,965
EconStor
76
USB Cologne (EcoSocSci)
14
RePEc
6
BASE
4
OLC EcoSci
3
Other ZBW resources
3
more ...
less ...
Showing
1
-
10
of
3,071
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing CDOs with a smile : the local
correlation
model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
2
Implied correlations : smiles or smirks?
Agca, Senay
;
Agrawal, Deepak
;
Islam, Saiyid
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 7-35
Persistent link: https://www.econbiz.de/10003795256
Saved in:
3
Can CDO equity be short on
correlation
?
Aǧca, Şenay
;
Islam, Saiyid
- In:
The journal of alternative investments
12
(
2009/10
)
4
,
pp. 85-96
Persistent link: https://www.econbiz.de/10003974201
Saved in:
4
Valuing the defeasance option in securitized commercial mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
5
An option-theoretic approach to MBS valuation
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
The handbook of mortgage-backed securities
,
(pp. 799-821)
.
2006
Persistent link: https://www.econbiz.de/10003274038
Saved in:
6
Mortgage termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
Saved in:
7
Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
Saved in:
8
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
9
Commodities as assets and consumption goods : implications for the valuation of commodity futures
Markert, Viola
-
2006
Persistent link: https://www.econbiz.de/10003313613
Saved in:
10
Bounds and prices of currency cross-rate options
Chung, San-Lin
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 631-642
Persistent link: https://www.econbiz.de/10003702565
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
