Credit Securitizations and Derivatives
Latest Publications

TOTAL DOCUMENTS

22
(FIVE YEARS 0)

H-INDEX

1
(FIVE YEARS 0)

Published By John Wiley & Sons Ltd

9781118818503, 9781119963967
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Mortgage Credit Risk

2013 ◽  
pp. 33-52
Author(s):  
Min Qi
Keyword(s):  
Credit Risk ◽  
Mortgage Credit

Developments in Structured Finance Markets

2013 ◽  
pp. 11-32
Author(s):  
Sebastian Löhr
Keyword(s):  
Structured Finance

Governing Derivatives after the Financial Crisis: The Devil is in the Details

2013 ◽  
pp. 403-416
Author(s):  
S.G. Badrinath ◽  
Stefano Gubellini
Keyword(s):  
Financial Crisis ◽  
The Devil

About the Authors

2013 ◽  
pp. 417-428

Differences in Tranching Methods: Some Results and Implications

2013 ◽  
pp. 171-185 ◽  
Author(s):  
Ashish Das ◽  
Roger M. Stein

Credit Portfolio Risk and Diversification

2013 ◽  
pp. 153-170
Author(s):  
Rudi Schäfer ◽  
Alexander F. R. Koivusalo ◽  
Thomas Guhr
Keyword(s):  
Portfolio Risk ◽  
Credit Portfolio

Credit Portfolio Correlations with Dynamic Leverage Ratios

2013 ◽  
pp. 71-94
Author(s):  
Carl Chiarella ◽  
Ming Xi Huang ◽  
Chi-Fai Lo
Keyword(s):  
Credit Portfolio

Pricing and Calibration in Market Models

2013 ◽  
pp. 245-270 ◽  
Author(s):  
Frank Gehmlich ◽  
Zorana Grbac ◽  
Thorsten Schmidt
Keyword(s):  
Market Models

Risk Transfer and Pricing of Illiquid Assets with Loan CDS

2013 ◽  
pp. 325-339
Author(s):  
Michael Schwalba ◽  
Matthias Korn ◽  
Konstantin Müller
Keyword(s):  
Risk Transfer ◽  
Illiquid Assets

scholarly journals Index

2013 ◽  
pp. 429-448
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