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There are 11020 results for: content related to: Bankruptcy and the Collateral Channel

  1. On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations

    The Journal of Finance

    Volume 67, Issue 6, December 2012, Pages: 1983–2014, PIERRE COLLIN-DUFRESNE, ROBERT S. GOLDSTEIN and FAN YANG

    Version of Record online : 19 NOV 2012, DOI: 10.1111/j.1540-6261.2012.01779.x

  2. An Empirical Analysis of the Pricing of Collateralized Debt Obligations

    The Journal of Finance

    Volume 63, Issue 2, April 2008, Pages: 529–563, FRANCIS A. LONGSTAFF and ARVIND RAJAN

    Version of Record online : 1 APR 2008, DOI: 10.1111/j.1540-6261.2008.01330.x

  3. Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities

    The Journal of Finance

    Volume 67, Issue 6, December 2012, Pages: 2097–2137, JIE (JACK) HE, JUN (QJ) QIAN and PHILIP E. STRAHAN

    Version of Record online : 19 NOV 2012, DOI: 10.1111/j.1540-6261.2012.01782.x

  4. Collateralized Debt Obligations

    Chapter

    Handbook of Finance

    Douglas J. Lucas, Laurie S. Goodman and Frank J. Fabozz1

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof001042

  5. Tranching and Rating

    European Financial Management

    Volume 15, Issue 5, November 2009, Pages: 891–922, Michael J. Brennan, Julia Hein and Ser-Huang Poon

    Version of Record online : 24 SEP 2009, DOI: 10.1111/j.1468-036X.2009.00515.x

  6. Rational Prepayments and the Valuation of Collateralized Mortgage Obligations

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 891–921, JOHN J. MCCONNELL and MANOJ SINGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00082.x

  7. Dynamic Implied Correlation Modeling and Forecasting in Structured Finance

    Journal of Futures Markets

    Volume 33, Issue 11, November 2013, Pages: 994–1023, Sebastian Löhr, Olga Mursajew, Daniel Rösch and Harald Scheule

    Version of Record online : 24 JUN 2013, DOI: 10.1002/fut.21626

  8. Bank Capital Regulation and Structured Finance

    Journal of Money, Credit and Banking

    Volume 45, Issue 1, February 2013, Pages: 87–119, ANTOINE MARTIN and BRUNO M. PARIGI

    Version of Record online : 22 JAN 2013, DOI: 10.1111/j.1538-4616.2012.00563.x

  9. CDO Tranches: Impact on Economic Capital

    Standard Article

    Encyclopedia of Quantitative Finance

    Yim T. Lee

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf10044

  10. Looking Beyond Credit Ratings: Factors Investors Consider In Pricing European Asset-Backed Securities

    European Financial Management

    Volume 18, Issue 4, September 2012, Pages: 515–542, Frank J. Fabozzi and Dennis Vink

    Version of Record online : 4 OCT 2010, DOI: 10.1111/j.1468-036X.2010.00577.x

  11. RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES

    Mathematical Finance

    Volume 23, Issue 1, January 2013, Pages: 94–121, Rama Cont and Andreea Minca

    Version of Record online : 22 JUN 2011, DOI: 10.1111/j.1467-9965.2011.00491.x

  12. Valuing Retail Credit Tranches with Structural, Double Mixture Models

    Journal of Futures Markets

    Volume 35, Issue 9, September 2015, Pages: 849–867, Taehan Bae, Ian Iscoe and Changki Kim

    Version of Record online : 13 MAY 2014, DOI: 10.1002/fut.21684

  13. Arranger Certification in Project Finance

    Financial Management

    Volume 42, Issue 1, Spring 2013, Pages: 1–40, Stefano Gatti, Stefanie Kleimeier, William Megginson and Alessandro Steffanoni

    Version of Record online : 31 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01210.x

  14. Did Subjectivity Play a Role in CDO Credit Ratings?

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1293–1328, JOHN M. GRIFFIN and DRAGON YONGJUN TANG

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01748.x

  15. Securitization of Longevity Risk Using Percentile Tranching

    Journal of Risk and Insurance

    Volume 78, Issue 4, December 2011, Pages: 885–906, Changki Kim and Yangho Choi

    Version of Record online : 14 SEP 2010, DOI: 10.1111/j.1539-6975.2010.01383.x

  16. Collateralized Debt Obligation (CDO) Options

    Standard Article

    Encyclopedia of Quantitative Finance

    Olivier Toutain

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf10020

  17. A Simple Econometric Approach for Modeling Stress Event Intensities

    Journal of Futures Markets

    Volume 35, Issue 4, April 2015, Pages: 300–320, Rainer Jobst, Daniel Rösch, Harald Scheule and Martin Schmelzle

    Version of Record online : 16 OCT 2014, DOI: 10.1002/fut.21695

  18. Base Correlation

    Standard Article

    Encyclopedia of Quantitative Finance

    David Xianglin Li

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf10032

  19. Leveraged Super-Senior Tranche

    Standard Article

    Encyclopedia of Quantitative Finance

    Matthias Arnsdorf

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf10018

  20. Project Finance Collateralised Debt Obligations: an Empirical Analysis of Spread Determinants

    European Financial Management

    Volume 18, Issue 5, November 2012, Pages: 950–969, Valerio Buscaino, Stefano Caselli, Francesco Corielli and Stefano Gatti

    Version of Record online : 13 JUL 2010, DOI: 10.1111/j.1468-036X.2010.00560.x