//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Applied economics"
~subject:"Credit derivative"
~subject:"Option pricing theory"
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit spread option"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
Option pricing theory
Welt
Kreditderivat
49
Credit risk
41
Kreditrisiko
41
Theorie
22
Theory
22
Derivat
18
Derivative
18
Swap
18
Stochastic process
10
Stochastischer Prozess
10
World
10
Financial services
9
Finanzdienstleistung
9
Optionspreistheorie
9
Country risk
8
Insolvency
8
Insolvenz
8
Länderrisiko
8
Volatility
8
Volatilität
8
Credit insurance
7
Financial crisis
7
Finanzkrise
7
Kreditversicherung
7
Multivariate Verteilung
7
Multivariate distribution
7
Yield curve
7
Zinsstruktur
7
Credit default swaps
6
International sovereign debt
6
Internationale Staatsschulden
6
Public bond
6
Public debt
6
Risikoprämie
6
Risk premium
6
Öffentliche Anleihe
6
Öffentliche Schulden
6
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Language
All
English
49
Author
All
Brigo, Damiano
4
Hammoudeh, Shawkat
3
Jeanblanc, Monique
3
Bielecki, Tomasz R.
2
Crépey, S.
2
DeBoyrie, Maria Eugenia
2
Fonseca, José da
2
Pavlova, Ivelina
2
Pede, Nicola
2
Shahzad, Syed Jawad Hussain
2
Abid, Fathi
1
Agiakloglou, Christos N.
1
Aloui, Chaker
1
Alves, Carlos
1
Armstrong, Anthony
1
Arvanitis, Stavros E.
1
Banerjee, Tamal
1
Bekiros, Stelios
1
Bouri, Elie
1
Boussada, Haifa
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cialenco, Igor
1
Consiglio, Andrea
1
Cousot, Laurent
1
Deligiannakis, Emmanouil
1
Diener, Nicolas
1
Ehrhardt, Matthias
1
Fenech, Jean-pierre
1
Feng, Qianqian
1
Feng, Shibi
1
Ferrer, Román
1
Frey, Rüdiger
1
Gao, Qiuming
1
Gapeev, Pavel V.
1
Garcia, João
1
Ghosh, Mrinal K.
1
Günther, Michael
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Applied economics
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Finance research letters
35
Journal of financial stability
35
Journal of international financial markets, institutions & money
31
The journal of credit risk : published quarterly by Incisive Media
31
Journal of financial economics
30
NBER working paper series
30
Journal of international money and finance
27
NBER Working Paper
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
22
Discussion paper / Centre for Economic Policy Research
20
Economic modelling
19
IMF working papers
19
International review of economics & finance : IREF
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Discussion paper
17
Journal of financial and quantitative analysis : JFQA
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
15
Research in international business and finance
14
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
13
Discussion paper / Tinbergen Institute
12
Economics letters
12
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Boussada, Haifa
;
Prigent, Jean-Luc
;
Soumare, Ibrahima
- In:
Applied economics
55
(
2023
)
1
,
pp. 20-42
Persistent link: https://www.econbiz.de/10013494390
Saved in:
2
Understanding country risk assessment : a historical review
Sun, Xiaolei
;
Feng, Qianqian
;
Li, Jianping
- In:
Applied economics
53
(
2021
)
37
,
pp. 4329-4341
Persistent link: https://www.econbiz.de/10012609758
Saved in:
3
Investigating the behaviour of sovereign risk for Eurozone countries
Agiakloglou, Christos N.
;
Deligiannakis, Emmanouil
; …
- In:
Applied economics
53
(
2021
)
53
,
pp. 6204-6212
Persistent link: https://www.econbiz.de/10012650392
Saved in:
4
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
5
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
Credit default swaps and CEO compensation : a long-term perspective
Hao, Jong-Yu Paula
;
Yur-Austin, Jasmine
;
Zhu, Lu
- In:
Applied economics
52
(
2020
)
35
,
pp. 3770-3787
Persistent link: https://www.econbiz.de/10012258980
Saved in:
7
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
8
Analysing the link between environmental performance and sovereign credit risk
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
52
(
2020
)
54
,
pp. 5949-5966
Persistent link: https://www.econbiz.de/10012308384
Saved in:
9
The conditional stock market response to banks' distressed asset sales on CDS availability
Kiesel, Florian
;
Manz, Florian
;
Schiereck, Dirk
- In:
Applied economics
52
(
2020
)
56
,
pp. 6123-6135
Persistent link: https://www.econbiz.de/10012308467
Saved in:
10
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->