Credit Securitizations and Derivatives
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Published By John Wiley & Sons Ltd

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

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
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