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~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Credit risk"
~subject:"Insolvency"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Capponi, Agostino
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Goldammer, Verena
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1
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
International journal of theoretical and applied finance
59
Journal of banking & finance
42
The journal of fixed income
24
Review of derivatives research
21
The journal of credit risk : published quarterly by Incisive Media
20
The journal of futures markets
18
Journal of financial economics
17
The journal of computational finance
17
Applied mathematical finance
15
Quantitative finance
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Journal of risk management in financial institutions
11
The North American journal of economics and finance : a journal of financial economics studies
11
European journal of operational research : EJOR
10
Finance research letters
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Journal of empirical finance
10
The journal of financial market infrastructures
10
International review of financial analysis
9
Journal of mathematical finance
9
Finance and stochastics
8
International review of economics & finance : IREF
8
Journal of financial intermediation
8
The European journal of finance
8
Applied economics letters
7
Journal of financial and quantitative analysis : JFQA
7
Journal of international financial markets, institutions & money
7
Annual review of financial economics
6
Asia-Pacific financial markets
6
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
6
International journal of financial engineering
6
Journal of economic dynamics & control
6
Journal of financial markets
6
Journal of securities operations & custody
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Risks : open access journal
6
International journal of financial markets and derivatives
5
Journal of financial services research : JFSR
5
Journal of financial stability
5
The journal of finance : the journal of the American Finance Association
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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
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
3
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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