scientific article; zbMATH DE number 2151387

zbMATH Open1095.91017MaRDI QIDQ4660874FDOQ4660874

Authors: Daniel Kluge, Frank B. Lehrbass 

Publication date: 4 April 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

portfoliorisk-based pricingCreditRisk\(^+\)

Mathematics Subject Classification ID

Cited In (4)

• Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao
• Securitization of financial assets: approximation in theory and practice
• Application of competing risk model in housing mortgage-backed securities pricing
• PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE

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