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subject:"Länderrisiko"
~isPartOf:"Journal of mathematical finance"
~subject:"Derivative"
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Länderrisiko
Derivative
Credit derivative
6
Credit risk
6
Kreditderivat
6
Kreditrisiko
6
Derivat
5
Option pricing theory
4
Optionspreistheorie
4
Contagious Risk
3
Credit Default Swap
3
Swap
3
Yield curve
3
Zinsstruktur
3
Estimation
2
Looping Default
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
ARCH model
1
ARCH-Modell
1
Bond
1
Bond Pricing
1
CDX
1
CIR Model
1
Capital income
1
Copula
1
Credit Derivative
1
Credit Spread
1
Credit rating
1
Default Able Bond
1
Default Intensity
1
Default Probability
1
Estimation theory
1
Financial services
1
Finanzdienstleistung
1
Fractional Brownian Motion
1
Fractional Vasicek Interest Rate Model
1
GARCH
1
Hazard Rate
1
Hyperbolic Attenuation Effect
1
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English
5
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Hao, Ruili
2
Gu, Wenjing
1
Huang, Jhe-Jheng
1
Liu, Yinglin
1
Liu, Yonghui
1
Maboulou, Alma P. Bimbabou
1
Mashele, Hopolang P.
1
So, Leh-Chyan
1
Wang, Shoubai
1
Zhao, Dianli
1
Zhou, Hanghang
1
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Journal of mathematical finance
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
Finance and stochastics
5
Global finance journal
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
4
Energy economics
4
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ECONIS (ZBW)
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1
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
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2
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
3
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
4
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
5
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
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