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Collateralized Debt Obligation...
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41
Credit models and the crisis : default cluster dynamics and the generalized Poisson loss model
Brigo, Damiano
;
Pallavicini, Andrew
;
Torresetti, Roberto
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
4
,
pp. 39-81
Persistent link: https://www.econbiz.de/10008807737
Saved in:
42
Semi-analytic approaches to collateralized debt obligation modelling
Bluhm, Christian
;
Overbeck, Ludger
- In:
Economic notes : economic review of Banca Monte dei …
33
(
2004
)
2
,
pp. 233-255
Persistent link: https://www.econbiz.de/10003690207
Saved in:
43
Market risk of mortgage-backed securities with consistent measures
Chen, Ren-Raw
;
Liao, Hsien-hsing
;
Yang, Tyler T.
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 121-140
Persistent link: https://www.econbiz.de/10003622062
Saved in:
44
Semi-analytical MBS pricing
Rom-Poulsen, Niels
- In:
The journal of real estate finance and economics
34
(
2007
)
4
,
pp. 463-498
Persistent link: https://www.econbiz.de/10003491287
Saved in:
45
Borrower credit and the valuation of mortgage-backed securities
Longstaff, Francis A.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 619-661
Persistent link: https://www.econbiz.de/10003381307
Saved in:
46
Does collateral fuel moral hazard in banking?
Niinimäki, Juha-Pekka
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003521039
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47
Intensity-based framework and penalty formulation of optimal stopping problems
Dai, Min
;
Kwok, Yue-Kuen
;
You, Hong
- In:
Journal of economic dynamics & control
31
(
2007
)
12
,
pp. 3860-3880
Persistent link: https://www.econbiz.de/10003569838
Saved in:
48
Handbook real estate capital markets : an international perspective on functionality and future developments
Rottke, Nico
(
ed.
);
Brämisch, Fabian
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003573846
Saved in:
49
Integration of asset backed securities in the credit risk+ model
Glaser, Achim
-
2007
Persistent link: https://www.econbiz.de/10003561609
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50
Pooling und Tranching im Rahmen von ABS-Transaktionen
Rudolph, Bernd
;
Scholz, Julia
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
55
(
2007
)
7
,
pp. 538-548
Persistent link: https://www.econbiz.de/10003505244
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