//--> //--> //-->
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
person:"Hull, John"
~isPartOf:"Review of derivatives research"
~person:"Brigo, Damiano"
~person:"Kijima, Masaaki"
~person:"Longstaff, Francis A."
~person:"Schlögl, Erik"
~person:"Schön, Thomas"
~subject:"Credit"
~subject:"Insolvency"
~subject:"United States"
~subject:"Zinsstruktur"
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:"Swap"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Credit
Insolvency
United States
Zinsstruktur
Derivat
3
Derivative
3
Swap
3
Theorie
3
Theory
3
Insolvenz
2
Kredit
2
risk-neutral valuation
2
Asset-Backed Securities
1
Asset-backed securities
1
Collateral
1
Collateralized debt obligations
1
Correlated defaults
1
Correlation
1
Credit default swaps
1
Credit derivative
1
Credit derivatives
1
Credit insurance
1
Credit risk
1
Financial services
1
Finanzdienstleistung
1
Idiosyncratic risk
1
Korrelation
1
Kreditderivat
1
Kreditrisiko
1
Kreditsicherung
1
Kreditversicherung
1
Risikoprämie
1
Risk premium
1
Systemic risk
1
Systemrisiko
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Hull, John
Brigo, Damiano
Kijima, Masaaki
Longstaff, Francis A.
Schlögl, Erik
Schön, Thomas
Driessen, Joost
1
Huang, Li-Jhang
1
Jong, Frank de
1
Koziol, Christian
1
Koziol, Philipp
1
Muromachi, Yukio
1
Pang, Kin
1
Pelsser, Antoon André Jean
1
Wang, Ming-Chieh
1
more ...
less ...
Published in...
All
Review of derivatives research
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Working paper / National Bureau of Economic Research, Inc.
4
The journal of finance : the journal of the American Finance Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Discussion paper
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Journal of investment management : JOIM
1
NBER Working Paper
1
NBER working paper series
1
Quantitative finance
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of fixed income
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
2
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Saved in:
3
Valuation of a credit swap of the basket type
Kijima, Masaaki
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10001521989
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->