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Synthetische Collateralized Debt Obligations : Bewertung und Kreditrisikomessung mit Unternehmenswertmodellorientierung
Jortzik, Stephan - 2006
Persistent link: https://www.econbiz.de/10003373872
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Bond markets where the short rate is a jump diffusion
Hauswirth, Christian - 1999
Persistent link: https://www.econbiz.de/10004666769
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Unternehmensfinanzierung mit ABS
Brenken, Anke - 2007
Persistent link: https://www.econbiz.de/10014007741
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Adequacy of capital requirements for securitizations : financial engineering of regulatory approaches, cyclicality, systematic risk and rating standards
Lützenkirchen, Kristina Alexandra - 2014
Persistent link: https://www.econbiz.de/10010481384
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Quantitative assessment of securitisation deals
Campolongo, Francesca; Jönsson, Henrik; Schoutens, Wim - 2012
Persistent link: https://www.econbiz.de/10009623223
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Do correlated defaults matter for CDS premia? : an empirical analysis
Koziol, Christian; Koziol, Philipp; Schön, Thomas - 2014
Correlated defaults and systemic risk are clearly priced in credit portfolio securities such as CDOs or index CDSs. In this paper we study an extensive CDX data set for evidence whether correlated defaults are also present in the underlying CDS market. We develop a cash flow based top-down...
Persistent link: https://www.econbiz.de/10010405475
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Collateralized debt obligations (CDOs) : eine empirische Analyse der Bonitätsrisikoprämie auf Finanzmärkten
Schiefer, Dirk - 2008
Persistent link: https://www.econbiz.de/10003702053
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Structured finance and collateralized debt obligations : new developments in cash and synthetic securitization
Tavakoli, Janet M. - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003683012
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Strukturierte Finanzierungen : von ABS und Leveraged Buyouts bis zur Projektfinanzierung
Enders, Christoph - 2018 - 1. Auflage
Persistent link: https://www.econbiz.de/10011644195