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type_genre:"Multi-volume publication"
~person:"Gex, Mathieu"
~person:"Ritchken, Peter H."
~subject:"Kreditversicherung"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Kreditversicherung
Theory
Derivat
11
Derivative
11
Theorie
7
Credit derivative
5
Kreditderivat
5
USA
4
United States
4
Credit insurance
3
CAPM
2
Corporate bond
2
Credit risk
2
Financial crisis
2
Finanzkrise
2
Kreditrisiko
2
Regulation
2
Regulierung
2
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2
2005
1
2005-2009
1
2008-2009
1
Auction
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1
Bond market
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Bonds
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Credit
1
Credit default swaps
1
Currency derivative
1
EU countries
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Finanzmarkt
1
Indexation
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Indexbindung
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Insolvency
1
Insolvenz
1
Kredit
1
Lehman Brothers
1
Mathematical programming
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Article
10
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Multi-volume publication
Article in journal
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10
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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2
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English
9
French
1
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Gex, Mathieu
Ritchken, Peter H.
Lien, Da-hsiang Donald
26
Kit, Pong Wong
18
Jarrow, Robert A.
15
Brigo, Damiano
11
Benth, Fred Espen
10
Boyle, Phelim P.
9
Broll, Udo
9
Carr, Peter
9
Hull, John
9
Lioui, Abraham
8
Poncet, Patrice
8
Figlewski, Stephen
7
Gouriéroux, Christian
7
Leung, Tim
7
White, Alan
7
Capponi, Agostino
6
Pallavicini, Andrea
6
Pirrong, Craig
6
Yu, Min-Teh
6
Brooks, Robert
5
Jamshidian, Farshid
5
Jeanblanc, Monique
5
Longstaff, Francis A.
5
Shiller, Robert J.
5
Welzel, Peter
5
Wolf, Avner S.
5
Artus, Patrick
4
Barone-Adesi, Giovanni
4
Bartram, Söhnke M.
4
Brorsen, B. Wade
4
Castelino, Mark G.
4
Coudert, Virginie
4
Crouhy, Michel
4
Crépey, Stéphane
4
Detemple, Jérôme B.
4
Duffie, Darrell
4
Lee, Hsiang-Tai
4
Levy, Haim
4
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Advances in futures and options research : a research annual
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of international economics
1
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
10
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1
The interactions between the credit default swap and the bond markets in financial turmoil
Coudert, Virginie
;
Gex, Mathieu
- In:
Review of international economics
21
(
2013
)
3
,
pp. 492-505
Persistent link: https://www.econbiz.de/10010211846
Saved in:
2
Contagion inside the credit default swaps market : the case of the GM and Ford crisis in 2005
Coudert, Virginie
;
Gex, Mathieu
- In:
Journal of international financial markets, …
20
(
2010
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10008695510
Saved in:
3
The credit default swap market and the settlement of large defaults
Coudert, Virginie
;
Gex, Mathieu
- In:
International economics : a journal published by CEPII …
123
(
2010
)
3
,
pp. 91-120
Persistent link: https://www.econbiz.de/10008902602
Saved in:
4
Le règlement des défauts sur le marché des credit default swaps : le cas de Lehman Brothers
Coudert, Virginie
;
Gex, Mathieu
- In:
Revue d'économie financière : revue trimestrielle de …
97
(
2010
),
pp. 15-34
Persistent link: https://www.econbiz.de/10003958120
Saved in:
5
On correlation and default clustering in credit markets
Berndt, Antje
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
The review of financial studies
23
(
2010
)
7
,
pp. 2680-2729
Persistent link: https://www.econbiz.de/10003992037
Saved in:
6
On pricing derivatives in the presence of auxiliary state variables
Lin, Junze
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10003400049
Saved in:
7
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
Saved in:
8
Pricing the quality option in treasury bond futures
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
3
,
pp. 197-214
Persistent link: https://www.econbiz.de/10001143990
Saved in:
9
On stochastic dominance and decreasing absolute risk averse option pricing bounds
Ritchken, Peter H.
- In:
Management science : journal of the Institute for …
35
(
1989
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10001066766
Saved in:
10
Option bounds with finite revision opportunities
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 301-308
Persistent link: https://www.econbiz.de/10001059368
Saved in:
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