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subject:"Derivative"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Schmalenbach business review : sbr"
~subject:"credit risk"
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Derivative
credit risk
Risikomanagement
45
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45
Theorie
22
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22
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19
Kreditrisiko
19
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16
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2
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1
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1
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1
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1
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International journal of theoretical and applied finance
Schmalenbach business review : sbr
IMF Staff Country Reports
37
Energy economics
21
IMF Working Papers
19
Journal of banking & finance
15
Journal of risk management in financial institutions
15
Risks : open access journal
12
SpringerLink / Bücher
10
The journal of credit risk : published quarterly by Incisive Media
10
The journal of futures markets
10
Discussion paper
8
Insurance / Mathematics & economics
8
International review of financial analysis
8
The European journal of finance
8
Agricultural finance review
7
European journal of operational research : EJOR
7
International journal of financial engineering
7
Quantitative finance
7
The journal of risk model validation
7
Applied economics
6
Finance research letters
6
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6
International review of economics & finance : IREF
6
Journal of financial stability
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Review of Pacific Basin financial markets and policies
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Working paper series
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Bank- und finanzwirtschaftliche Forschungen
5
European financial management : the journal of the European Financial Management Association
5
Financial derivatives : pricing and risk management
5
Financial stability review : FSR
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Gabler Edition Wissenschaft
5
Journal of risk and financial management : JRFM
5
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
5
The North American journal of economics and finance : a journal of financial economics studies
5
Theoretical and applied economics : GAER review
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Economic review
4
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International Journal of Financial Services Management
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ECONIS (ZBW)
15
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15
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date (oldest first)
1
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
2
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
3
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
4
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
5
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
6
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
7
IFRS 7 disclosures and risk perception of financial instruments
Bischof, Jannis
;
Ebert, Michael
- In:
Schmalenbach business review : sbr
66
(
2014
)
3
,
pp. 276-308
Persistent link: https://www.econbiz.de/10010385078
Saved in:
8
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
9
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
10
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
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