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On pricing CDOs with Meixner d...
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41
Automated valuation models and non-agency RMBS property evaluation and analysis
Jensen, Rod E.
;
Reifler, Jonathan
- In:
The journal of structured finance
15
(
2009
)
4
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003950054
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42
Valuation of structured securities : RMBS case study
Belbase, Eknath
- In:
The journal of structured finance
18
(
2012
)
3
,
pp. 77-83
Persistent link: https://www.econbiz.de/10009681485
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43
Increasing transparency and opportunity with loan-level performance data
Colling, Dave
;
Samborn, Kevin
- In:
The journal of structured finance
18
(
2012
)
3
,
pp. 70-76
Persistent link: https://www.econbiz.de/10009681486
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44
Pricing Brazilian ABS to trade in the secondary market : benefits from assimilating best pricing practices
Budinger, Vernon H.
;
Wainger, Mark D.
- In:
The journal of structured finance
18
(
2012
)
3
,
pp. 50-61
Persistent link: https://www.econbiz.de/10009681499
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45
Synthetische Collateralized Debt Obligations : Bewertung und Kreditrisikomessung mit Unternehmenswertmodellorientierung
Jortzik, Stephan
-
2006
Persistent link: https://www.econbiz.de/10003373872
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46
Asset Backed Securities : Grundzüge einer Anlageklasse mit wachsender Bedeutung
Schepers, Walter
-
2006
Persistent link: https://www.econbiz.de/10003378571
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47
An empirical test of a two-factor mortgage valuation model : how much do house prices matter?
Downing, Chris
;
Stanton, Richard
;
Wallace, Nancy E.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 681-710
Persistent link: https://www.econbiz.de/10003381317
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48
A copula-based model of the term structure of CDO tranches
Cherubini, Umberto
;
Mulinacci, Sabrina
;
Romagnoli, Silvia
- In:
Applied quantitative finance
,
(pp. 69-81)
.
2009
Persistent link: https://www.econbiz.de/10003745952
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49
Valuation and VaR computation for CDOs using Stein's method
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
Applied quantitative finance
,
(pp. 161-189)
.
2009
Persistent link: https://www.econbiz.de/10003746015
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50
Understanding and pricing CDOs
Elizalde, Abel
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003494082
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