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1
Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10011710821
Saved in:
2
The convexity trap : pitfalls in financing
mortgage
portfolios and related securities
Gilkeson, James H.
- In:
Economic review
77
(
1992
)
6
,
pp. 14-27
Persistent link: https://www.econbiz.de/10001134264
Saved in:
3
Dynamic risk model for CMO with credit tranching
Parnes, Dror
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
Saved in:
4
Optimal incentives and
securitization
of defaultable assets
Malamud, Semyon
;
Rui, Huaxia
;
Whinston, Andrew B.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10009715167
Saved in:
5
Systematic credit risk in securitised
mortgage
portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
6
Optimal
mortgage
refinancing : application of
bond
valuation tools to household risk management
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 141-149
Persistent link: https://www.econbiz.de/10003725347
Saved in:
7
Prepayment risk on callable bonds :
theory
and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
8
Mortgage
hedging
in fixed income markets
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
-
2013
Persistent link: https://www.econbiz.de/10009777758
Saved in:
9
Optimal, static
hedging
for collateralized
mortgage
obligations
Landrigan, Michael
;
Gryazin, Yury
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 56-62
Persistent link: https://www.econbiz.de/10003893443
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10
A study of RASC subprime loan prepayments, delinquencies, and losses
Banerjee, Steve
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 47-67
Persistent link: https://www.econbiz.de/10001549799
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