scientific article; zbMATH DE number 2151387

MaRDI QIDQ4660874zbMATH OpenFDO

Authors Daniel Kluge, Frank B. Lehrbass

Publication date 4 April 2005

zbMATH Keywords

portfoliorisk-based pricingCreditRisk\(^+\)

Mathematics Subject Classification ID

Recommendations

• PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE
• scientific article; zbMATH DE number 5669952
• Application of competing risk model in housing mortgage-backed securities pricing
• A two-period portfolio selection model for Asset-Backed Securitization
• Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao

Cited in

(4)

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4660874)