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The definitive guide to CDOs :...
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1
Synthetic CDOs : modelling, valuation and risk management
Mounfield, Craig C.
-
2008
Persistent link: https://www.econbiz.de/10003757687
Saved in:
2
Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania
;
Maghakian, Arthur
;
Sharma, Sanjay
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
Saved in:
3
CDO squareds : the case of subprime mortgages
Chambers, Donald Robert
;
Kelly, Michael A.
;
Lu, Qin
; …
- In:
The journal of structured finance
17
(
2011
)
2
,
pp. 96-113
Persistent link: https://www.econbiz.de/10009305472
Saved in:
4
CDO valuation : fact and fiction
Jarrow, Robert A.
;
Li, Li
;
Mesler, Mark
;
Deventer, …
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 429-456)
.
2008
Persistent link: https://www.econbiz.de/10003918809
Saved in:
5
CDO valuation
Federico, Santa
;
Petrelli, Andrea
;
Zhang, Jun
;
Kapoor, Vivek
- In:
Credit derivative strategies : new thinking on managing …
,
(pp. 167-173)
.
2007
Persistent link: https://www.econbiz.de/10003547054
Saved in:
6
Revolving rating analysts and ratings of mortgage-backed and asset-backed securities : evidence from LinkedIn
Jiang, John Xuefeng
;
Wang, Isabel Yanyan
;
Wang, K. Philip
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5832-5854
Persistent link: https://www.econbiz.de/10011964594
Saved in:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
Hedging
issues for CDOs
Cousin, Areski
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 461-480)
.
2008
Persistent link: https://www.econbiz.de/10003918855
Saved in:
9
Credit Default Swaps : features, valuation, use
Rottleb, Jan
-
2009
Persistent link: https://www.econbiz.de/10008656491
Saved in:
10
Delta-
hedging
correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
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