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~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Kreditrisiko"
~subject:"Monetary transmission"
~type_genre:"Aufsatz in Zeitschrift"
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Kreditrisiko
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Zins
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Option pricing theory
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Bormetti, Giacomo
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Brigo, Damiano
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Chen, Fen-Ying
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Chorniy, Vladimir
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Huang, Hong Chih
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Kotecha, Vinay
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Quantitative finance
Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of finance & economics : IJFE
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The European journal of finance
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The journal of credit risk : published quarterly by Incisive Media
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The review of economic studies : RES
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and finance
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International journal of financial engineering
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Journal of financial stability
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Journal of housing economics
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Journal of money, credit and banking : JMCB
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Macroeconomics and finance in emerging market economies
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
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Annual review of financial economics
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China finance review international
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ECONIS (ZBW)
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Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
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2
Universal regimes for rates and inflation : the effect of local elasticity on market and counterparty risk
Chorniy, Vladimir
;
Kotecha, Vinay
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10012194857
Saved in:
3
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
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