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type_genre:"Dissertation u.a. Prüfungsschriften"
~isPartOf:"Finance and stochastics"
~subject:"Kreditrisiko"
~type_genre:"Article in journal"
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Kreditrisiko
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Dissertation u.a. Prüfungsschriften
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Ackerer, Damien
1
Bo, Lijun
1
Capponi, Agostino
1
Crépey, Stéphane
1
Filipović, Damir
1
Linetsky, Vadim
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Mendoza-Arriaga, Rafael
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Finance and stochastics
International journal of theoretical and applied finance
40
Journal of banking & finance
32
The journal of credit risk : published quarterly by Incisive Media
20
The journal of fixed income
17
Review of derivatives research
13
Journal of risk management in financial institutions
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of computational finance
11
Journal of financial economics
10
The journal of financial market infrastructures
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The journal of derivatives : the official publication of the International Association of Financial Engineers
9
The journal of futures markets
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European journal of operational research : EJOR
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Finance research letters
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Quantitative finance
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of empirical finance
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Journal of mathematical finance
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Journal of international financial markets, institutions & money
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Journal of securities operations & custody
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The European journal of finance
6
Applied economics letters
5
Asia-Pacific financial markets
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International journal of financial engineering
5
Journal of financial markets
5
Journal of financial stability
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Risks : open access journal
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
4
IMA journal of management mathematics
4
Journal of economic dynamics & control
4
Journal of financial services research : JFSR
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Journal of risk finance : the convergence of financial products and insurance
4
Research in international business and finance
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Review of quantitative finance and accounting
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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
Pricing equity default swaps under the jump-to-default extended CEV model
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 513-540
Persistent link: https://www.econbiz.de/10009303137
Saved in:
5
Pricing contingent claims with credit risk : asymptotic expansion approach
Muroi, Yoshifumi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 415-427
Persistent link: https://www.econbiz.de/10002946754
Saved in:
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