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~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Annals of finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Insolvency"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Insolvency
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Derivat
70
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34
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34
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Capponi, Agostino
2
Bo, Lijun
1
Brigo, Damiano
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Cont, Rama
1
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1
Fischer, Tom
1
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Levendorskij, Sergej Z.
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1
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1
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1
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Annals of finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
International journal of theoretical and applied finance
30
Journal of banking & finance
21
Review of derivatives research
12
Applied mathematical finance
11
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11
The journal of futures markets
11
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10
Journal of financial economics
9
The journal of computational finance
8
The journal of credit risk : published quarterly by Incisive Media
8
International review of financial analysis
7
Journal of financial and quantitative analysis : JFQA
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
European journal of operational research : EJOR
5
Journal of empirical finance
5
Journal of mathematical finance
5
The European journal of finance
5
Annual review of financial economics
4
Finance research letters
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Journal of money, credit and banking : JMCB
4
Applied economics letters
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Finance and stochastics
3
International journal of financial engineering
3
Journal of economic dynamics & control
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Risks : open access journal
3
The journal of finance : the journal of the American Finance Association
3
The journal of real estate finance and economics
3
The review of financial studies
3
Advances in futures and options research : a research annual
2
Applied financial economics
2
Asia-Pacific financial markets
2
Asia-Pacific journal of financial studies
2
Energy economics
2
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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ECONIS (ZBW)
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1
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
2
Credit risk and contagion via self-exciting default intensity
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 319-344
Persistent link: https://www.econbiz.de/10011459064
Saved in:
3
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
4
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
5
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
6
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
7
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
8
The effect of foreign currency hedging on the probability of financial distress
Magee, Shane
- In:
Accounting and finance : journal of the Accounting …
53
(
2013
)
4
,
pp. 1107-1127
Persistent link: https://www.econbiz.de/10010240259
Saved in:
9
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
10
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
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