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subject:"Germany"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivative"
~subject:"Insolvency"
~subject:"Theory"
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Germany
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Brigo, Damiano
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
Working paper / National Bureau of Economic Research, Inc.
36
NBER working paper series
35
NBER Working Paper
29
Discussion paper / Centre for Economic Policy Research
26
Journal of financial economics
17
Discussion papers / CEPR
16
Journal of economic theory
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
Journal of banking & finance
15
Working paper series / European Central Bank
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
14
Journal of economic dynamics & control
14
ECB Working Paper
12
Finance and economics discussion series
12
Review of economic dynamics
12
Journal of securities operations & custody
11
The journal of finance : the journal of the American Finance Association
11
Journal of monetary economics
10
Discussion paper
9
Journal of money, credit and banking : JMCB
9
The journal of credit risk : published quarterly by Incisive Media
9
The review of financial studies
9
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
9
CFS working paper series
8
Economics letters
8
European economic review : EER
8
International review of economics & finance : IREF
8
Macroeconomic dynamics
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Working paper series
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American economic journal : a journal of the American Economic Association
7
CESifo working papers
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FEDS Working Paper
7
Journal of financial intermediation
7
The journal of financial market infrastructures
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Williams College Economics Department working paper series
7
Bank of England Working Paper
6
Ensaios econômicos
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ECONIS (ZBW)
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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
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
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