Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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Ambac restructuring puts CDO tranches into default, says FitchEuroweek, 2010-04 (1148)London: Euromoney Trading LimitedTexto completo disponível |
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2 |
Material Type: Capítulo de Livro
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CDO ValuationSmith, Darren ; Winchie, Pamela Smith, Darren ; Winchie, PamelaCash CDO Modelling in Excel, 2010, p.277-325United Kingdom: John Wiley & Sons, IncorporatedTexto completo disponível |
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3 |
Material Type: Capítulo de Livro
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Factor Distributions Implied by Quoted CDO SpreadsSchlögl, Erik ; Schlögl, Lutz Cont, RamaFrontiers in Quantitative Finance, 2008, p.217-234Hoboken, NJ, USA: John Wiley & Sons, IncTexto completo disponível |
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4 |
Material Type: Artigo
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CDOs and the financial crisis: Credit ratings and fair premiaWojtowicz, MarcinJournal of banking & finance, 2014-02, Vol.39, p.1-13 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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5 |
Material Type: Capítulo de Livro
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Modelling AssetsSmith, Darren ; Winchie, Pamela Smith, Darren ; Winchie, PamelaCash CDO Modelling in Excel, 2010, p.59-83United Kingdom: John Wiley & Sons, IncorporatedTexto completo disponível |
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6 |
Material Type: Artigo
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A comparative analysis of ex ante credit spreads: Structured finance versus straight debt financeMarques, Manuel O. ; Pinto, João M.Journal of corporate finance (Amsterdam, Netherlands), 2020-06, Vol.62, p.101580, Article 101580 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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7 |
Material Type: Artigo
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Stein’s method and zero bias transformation for CDO tranche pricingEl Karoui, N. ; Jiao, Y.Finance and stochastics, 2009-04, Vol.13 (2), p.151-180 [Periódico revisado por pares]Berlin/Heidelberg: Springer-VerlagTexto completo disponível |
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8 |
Material Type: Artigo
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Institutional demand pressure and the cost of corporate loansIvashina, Victoria ; Sun, ZhengJournal of financial economics, 2011-03, Vol.99 (3), p.500-522 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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9 |
Material Type: Artigo
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Delta-hedging correlation risk?Cousin, Areski ; Crépey, Stéphane ; Kan, Yu HangReview of derivatives research, 2012-04, Vol.15 (1), p.25-56 [Periódico revisado por pares]Boston: Springer USTexto completo disponível |
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10 |
Material Type: Artigo
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VALUATION OF CREDIT DEFAULT SWAPTIONS AND CREDIT DEFAULT INDEX SWAPTIONSRUTKOWSKI, MAREK ; ARMSTRONG, ANTHONYInternational journal of theoretical and applied finance, 2009-11, Vol.12 (7), p.1027-1053 [Periódico revisado por pares]Singapore: World Scientific Publishing CompanyTexto completo disponível |