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1	Collateralized debt obligations : first loss piece retention, combination notes, and tranching / Schaber, Albert. January 2009 (has links) Zugl.: München, University, Diss., 2009. Collateralized debt obligation.
2	Das Risiko verbriefter Forderungen : Grundlagen, Ratingverfahren und Problemfelder / Waibel, André, January 2007 (has links) Universiẗat, Diplomarbeit--Köln, 2006. Collateralized debt obligation.
3	Collateralized debt obligations : (CDOs) ; eine empirische Analyse der Bonitätsrisikoprämie auf Finanzmärkten / Schiefer, Dirk. January 2008 (has links) Zugl.: Bamberg, Universiẗat, Diss., 2008. Collateralized debt obligation.
4	Das Risiko verbriefter Forderungen Grundlagen, Ratingverfahren und Problemfelder Waibel, André January 2006 (has links) Zugl.: Köln, Univ., Diplomarbeit, 2006 Collateralized debt obligation
5	Asset backed securities - ein innovatives Finanzierungsinstrument am Kapitalmarkt / Pichler, Marc. January 2009 (has links) WirtschaftsUniversiẗat, Diplomarbeit u.d.T.: Pichler, Marc: Ein @Einblick in asset backed securities--Wien, 2008.
6	Pricing portfolio credit derivatives by means of evolutionary algorithms Hager, Svenja January 2007 (has links) Zugl.: Tübingen, Univ., Diss., 2007
7	Advances in the pricing of collateralized debt obligations / Brommundt, Bernd Michael. January 2009 (has links) Diss. Nr. 3610 Wirtschaftswiss. St. Gallen. / Literaturverz.
8	Ratingprozesse als Determinante für Informationsineffizienzen bei CDO-Transaktionen Morkötter, Stefan. January 2007 (has links) (PDF) Master-Arbeit Univ. St. Gallen, 2007.
9	The Princing Model of Credit Risk Spread in Collateralized Debt Obligation(CDO) Tai, Chia-hsiung 05 September 2006 (has links) The asset combination of the multi-target credit derivatives and the pricing model of credit risk, the dependence in credit default in credit derivatives is an important connection factor. Copula functions represent a methodology which has recently become the most significant new tool to handle in a flexible way the comovement between markets, risk factors and other relevant variables studied in finance. Besides, Copula functions have been applied to the solution of the need to reach effective diversification has led to new investment products, bound to exploit the credit risk features of the assets. It is particularly for the evaluation of these new products, such as securitized assets (asset-backed securities, such as CDO and the like) and basked credit derivatives (nth to default options) that the need to account for comovement among non-normally distributed variabes has become an unavoidable task. This article attempts utilizes the credit yield spread between the non-risk bond and the common corporation bond in the market and using Copula functions to make up the relation composition of asset combination. Then, penetrates through the Monte-Carlo Simulation to estimated the default time of asset combination and princing the credit risk spread in the tranche of the Collateralized Debt Obligation (CDO). Besides, this article aims at the asset default recovery rate, the discount rate and the correlation coefficient of asset combination and so on three factors makes the sensitivity analysis, we find that the most effect of the credit default spread in the Collateralized Debt Obligation is asset default recovery rate, next is the correlation coefficient of asset combination, the influence of discount rate is not obvious. credit risk spread Tranche Copula CDO Collateralized Debt Obligation
10	An Empirical Analysis of the Gaussian and the Double-t Copula Models for Pricing and Hedging Index CDOs Kulak, Jan Peter. January 2006 (has links) (PDF) Master-Arbeit Univ. St. Gallen, 2006.

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