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61
Valuation of collateralized debt obligations : an equilibrium model
Hu, May
;
Park, Jason
- In:
Economic modelling
82
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
Saved in:
62
Increment variance reduction techniques with an application to multi-name credit derivatives
Rostan, Pierre
;
Rostan, Alexandra
;
Racicot, François-Éric
- In:
Computational economics
55
(
2020
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012222571
Saved in:
63
Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
Saved in:
64
Debt collateralization, structured finance, and the CDS basis
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
Saved in:
65
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:
66
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
67
Cash vs. synthetic CDOs
Dinca, Silviu Eduard
- In:
Studies and scientific researches / Economics edition / …
22
(
2015
),
pp. 32-42
Persistent link: https://www.econbiz.de/10011800317
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68
The 2007-2009 financial crisis : an erosion of ethics : a case study
Schoen, Edward J.
- In:
Journal of business ethics : JOBE
146
(
2017
)
4
,
pp. 805-830
Persistent link: https://www.econbiz.de/10011789535
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69
Modeling correlation structure for collateralized debt obligations
Ilalan, Deniz
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 72-83
Persistent link: https://www.econbiz.de/10011404924
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70
Explicit formulas for pricing credit-linked notes with counterparty risk under reduced-form framework
Ge, Lei
;
Qian, Xiaosong
;
Yue, Xingye
- In:
IMA journal of management mathematics
26
(
2015
)
3
,
pp. 325-344
Persistent link: https://www.econbiz.de/10011405431
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