//--> //--> //--> //-->
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
subject:"Germany"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Collateral"
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:"Collateral"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Germany
Collateral
Kreditsicherung
12
Credit risk
11
Kreditrisiko
11
Theorie
9
Theory
9
Derivat
8
Derivative
8
Asset-Backed Securities
4
Asset-backed securities
4
Financial services
4
Finanzdienstleistung
4
Counterparty risk
3
Credit derivative
3
Kreditderivat
3
collateral
3
credit valuation adjustment
3
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Risikomanagement
2
Risk management
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
default correlation
2
ABS
1
Arbitrage-free pricing
1
BSDE
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
CDO
1
CDO tranches
1
CDOs
1
CVA
1
CVA restructuring
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Brigo, Damiano
2
Pallavicini, Andrea
2
Albanese, Claudio
1
Astic, Fabian
1
Bielecki, Tomasz R.
1
Capponi, Agostino
1
Cialenco, Igor
1
Dempster, Michael A. H.
1
Diener, Nicolas
1
Frey, Rüdiger
1
Huang, Wen-Li
1
Iyigunler, Ismail
1
Jabłecki, Juliusz
1
Jarrow, Robert A.
1
Liu, Wen-Qiong
1
Medova, Elena A.
1
Moreni, Nicola
1
Nie, Tianyang
1
Oertel, Frank
1
Papatheodorou, Vasileios
1
Protter, Philip E.
1
Rutkowski, Marek
1
Rösler, Lars
1
Schmidt, Thorsten
1
Tourin, Agnès
1
Yang, Seung W.
1
Zabczyk, Jerzy
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
75
Working paper / National Bureau of Economic Research, Inc.
71
NBER Working Paper
56
Discussion paper / Centre for Economic Policy Research
44
The review of financial studies
40
Journal of financial economics
39
Journal of banking & finance
36
Discussion papers / CEPR
34
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
30
Journal of securities operations & custody
26
ECB Working Paper
24
IMF working papers
24
Journal of money, credit and banking : JMCB
23
Working paper series / European Central Bank
22
The journal of finance : the journal of the American Finance Association
20
Finance and economics discussion series
19
Journal of economic theory
19
RIETI discussion paper series
19
Journal of economic dynamics & control
18
Review of economic dynamics
18
Research paper series / Swiss Finance Institute
16
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
The journal of structured finance
15
CFS working paper series
14
Discussion paper
14
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
Journal of financial stability
14
Journal of monetary economics
14
The journal of credit risk : published quarterly by Incisive Media
14
Working paper
14
Die Bank
13
International review of economics & finance : IREF
13
CESifo working papers
12
European economic review : EER
12
FEDS Working Paper
12
Journal of financial intermediation
12
American economic journal : a journal of the American Economic Association
11
BIS Working Paper
11
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Derivative pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
2
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:
3
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:
4
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:
5
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
6
Fair bilateral prices in Bergman’s model with exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404379
Saved in:
7
On the credit risk of secured loans with maximum loan-to-value covenants
Astic, Fabian
;
Tourin, Agnès
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
Saved in:
8
Contagion effects and collateralized credit value adjustments for credit default swaps
Frey, Rüdiger
;
Rösler, Lars
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498864
Saved in:
9
Collateralized CVA valuation with rating triggers and credit migrations
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009748715
Saved in:
10
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->