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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~person:"Filipović, Damir"
~subject:"Theory"
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Filipović, Damir
Rudebusch, Glenn D.
13
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12
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Management science : journal of the Institute for Operations Research and the Management Sciences
Working papers series / Federal Reserve Bank of San Francisco
Journal of financial economics
2
Research paper series / Swiss Finance Institute
2
Finance and stochastics
1
Fisher College of Business working paper series
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ECONIS (ZBW)
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1
Dynamic CDO term structure modeling
Filipović, Damir
;
Overbeck, Ludger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 53-71
Persistent link: https://www.econbiz.de/10008935703
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2
A note on the Dai-Singleton canonical representation of affine term structure models
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 509-519
Persistent link: https://www.econbiz.de/10008667011
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3
Quadratic term structure models for risk-free and defaultable rates
Chen, Li
;
Filipović, Damir
;
Poor, H. Vincent
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 515-536
Persistent link: https://www.econbiz.de/10002396345
Saved in:
4
Separable term structures and the maximal degree problem
Filipović, Damir
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 341-349
Persistent link: https://www.econbiz.de/10001741943
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