Credit Risk Securitisation
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Published By Deutscher Universitätsverlag

9783824482429, 9783322818751

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Underlying Credit Risk: a Reduced-Form Factor Model

Credit Risk Securitisation ◽

10.1007/978-3-322-81875-1_3 ◽

2004 ◽

pp. 45-57

Author(s):

Antje Schirm

Keyword(s):

Form Factor ◽

Credit Risk ◽

Factor Model ◽

Reduced Form

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Conclusion

Credit Risk Securitisation ◽

10.1007/978-3-322-81875-1_8 ◽

2004 ◽

pp. 187-189

Author(s):

Antje Schirm

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The Relevance of Credit Enhancements

Credit Risk Securitisation ◽

10.1007/978-3-322-81875-1_6 ◽

2004 ◽

pp. 145-167

Author(s):

Antje Schirm

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Model Estimation

Credit Risk Securitisation ◽

10.1007/978-3-322-81875-1_4 ◽

2004 ◽

pp. 59-100

Author(s):

Antje Schirm

Keyword(s):

Model Estimation

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Introduction

Credit Risk Securitisation ◽

10.1007/978-3-322-81875-1_1 ◽

2004 ◽

pp. 1-6

Author(s):

Antje Schirm

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Empirical Pricing Comparison: the Case for Synthetic CBOs

Credit Risk Securitisation ◽

10.1007/978-3-322-81875-1_7 ◽

2004 ◽

pp. 169-186

Author(s):

Antje Schirm

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CDOs: Valuation and Model Specification

Credit Risk Securitisation ◽

10.1007/978-3-322-81875-1_5 ◽

2004 ◽

pp. 101-143

Author(s):

Antje Schirm

Keyword(s):

Model Specification

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Credit Risk Securitisation: Structures and Risk Factors

Credit Risk Securitisation ◽

10.1007/978-3-322-81875-1_2 ◽

2004 ◽

pp. 7-44

Author(s):

Antje Schirm

Keyword(s):

Risk Factors ◽

Credit Risk

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