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subject:"Länderrisiko"
~isPartOf:"Finance and stochastics"
~subject:"Derivative"
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Länderrisiko
Derivative
Credit derivative
7
Kreditderivat
7
Derivat
5
Credit risk
3
Kreditrisiko
3
Theorie
3
Theory
3
Credit derivatives
2
Financial services
2
Finanzdienstleistung
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option pricing theory
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Optionspreistheorie
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Ausfallrisiko
1
BSDE
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Black-Scholes model
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Black-Scholes-Modell
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Collateral
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Counterparty risk
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Credit default swap
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Credit default swaps
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Credit insurance
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Credit valuation adjustment
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Doubly stochastic processes
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Financial economics
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Funding
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Gap risk
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Hedging
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Immersion
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Kapitalmarkttheorie
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Kreditsicherung
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Kreditversicherung
1
Marked default times
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Marshall-Olkin copula
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Multivariate Verteilung
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Multivariate distribution
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Polynomial model
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Portfolio selection
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English
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Ackerer, Damien
1
Alfonsi, Aurélien
1
Bo, Lijun
1
Brigo, Damiano
1
Capponi, Agostino
1
Crépey, Stéphane
1
Filipović, Damir
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Jamshidian, Farshid
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Song, Shiqi
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Finance and stochastics
Journal of banking & finance
21
International review of financial analysis
20
International journal of theoretical and applied finance
17
Journal of international money and finance
16
Finance research letters
14
Journal of financial stability
13
The journal of credit risk : published quarterly by Incisive Media
13
International review of economics & finance : IREF
12
Journal of empirical finance
11
Journal of international financial markets, institutions & money
11
Journal of financial economics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
Research in international business and finance
8
Research paper series / Swiss Finance Institute
8
Economic modelling
7
NBER Working Paper
7
Review of quantitative finance and accounting
7
The journal of futures markets
7
Journal of financial markets
6
NBER working paper series
6
Quantitative finance
6
The journal of fixed income
6
Working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Emerging markets review
5
Global finance journal
5
Journal of mathematical finance
5
Journal of risk finance : the convergence of financial products and insurance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Williams College Economics Department working paper series
5
Working paper series
5
Department of Economics discussion paper series / University of Oxford
4
Discussion paper
4
Discussion paper / Centre for Economic Policy Research
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Energy economics
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ECONIS (ZBW)
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1
Linear credit risk models
Ackerer, Damien
;
Filipović, Damir
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 169-214
Persistent link: https://www.econbiz.de/10012253344
Saved in:
2
Counterparty risk and funding : immersion and beyond
Crépey, Stéphane
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 901-930
Persistent link: https://www.econbiz.de/10011569906
Saved in:
3
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
4
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
Brigo, Damiano
;
Alfonsi, Aurélien
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10002497060
Saved in:
5
Valuation of credit default swaps and swaptions
Jamshidian, Farshid
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
Saved in:
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