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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~subject:"Kreditrisiko"
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Search: subject:"Derivat <Wertpapier>"
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Kreditrisiko
Derivat
213
Derivative
213
Option pricing theory
122
Optionspreistheorie
122
Volatility
66
Volatilität
66
Theorie
55
Theory
55
Option trading
46
Optionsgeschäft
46
Stochastic process
45
Stochastischer Prozess
45
Hedging
38
Credit risk
28
Yield curve
22
Zinsstruktur
22
Risk
19
Risiko
18
Swap
18
Portfolio selection
16
Portfolio-Management
16
Black-Scholes model
15
Black-Scholes-Modell
15
Commodity derivative
14
Rohstoffderivat
14
Risikomanagement
13
Risk management
13
CAPM
12
Interest rate derivative
12
Zinsderivat
12
Credit derivative
10
Kreditderivat
10
Derivatives
9
Estimation
9
Incomplete market
9
Risikoprämie
9
Risk premium
9
Schätzung
9
USA
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27
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28
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28
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Wang, Xingchun
4
Rösch, Daniel
2
Sircar, Kaushik Ronnie
2
Becherer, Dirk
1
Berlinger, Edina
1
Brenner, Menachem
1
Büchel, Patrick
1
Chiu, Chun-Yuan
1
Claußen, Arndt
1
Contessi, Silvio
1
Cousin, Areski
1
Crépey, Stéphane
1
Di Tommaso, Caterina
1
Dong, Ziming
1
Dömötör, Barbara
1
Fenech, Jean-Pierre
1
Gan, Liu
1
Halili, Alba
1
Illés, Ferenc
1
Jain, Shashi
1
Javadi, Siamak
1
Joe, Denis Yongmin
1
Jönsson, Henrik
1
Kan, Yu Hang
1
Kao, Lie-Jane
1
Karlsson, Patrik
1
Kercheval, Alec
1
Kim, Sung Ik
1
Kim, Young Shin
1
Koziol, Christian
1
Koziol, Philipp
1
Kratochwil, Michael
1
Lando, David
1
Luo, Pengfei
1
Löhr, Sebastian
1
Ma, Chaoqun
1
Ma, Zonggang
1
Mai, Jan-Frederik
1
Mollagholamali, Mohsen
1
Oh, Byungmin
1
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Applied mathematical finance
Finance research letters
Review of derivatives research
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
Finance and economics discussion series
12
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
10
SpringerLink / Bücher
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
The journal of futures markets
9
Wiley finance
9
Credit derivatives : the definitive guide
8
European journal of operational research : EJOR
8
Journal of financial intermediation
8
Quantitative finance
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of empirical finance
7
Journal of mathematical finance
7
Research paper series / Swiss Finance Institute
7
Schriftenreihe Finanzmanagement
7
Discussion paper
6
Journal of international financial markets, institutions & money
6
Journal of securities operations & custody
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The European journal of finance
6
Working paper series
6
Applied economics letters
5
Asia-Pacific financial markets
5
CFS working paper series
5
Finance and stochastics
5
Gabler Edition Wissenschaft
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International journal of financial engineering
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ECONIS (ZBW)
28
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1
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
2
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
3
The impact of non-cash collateralization on the over-the-counter derivatives markets
Takino, Kazuhiro
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 137-171
Persistent link: https://www.econbiz.de/10013457608
Saved in:
4
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
5
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
6
Credit derivatives and bank systemic risk : risk enhancing or reducing?
Halili, Alba
;
Fenech, Jean-Pierre
;
Contessi, Silvio
- In:
Finance research letters
42
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014581326
Saved in:
7
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
8
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
9
Optimal margin requirement
Berlinger, Edina
;
Dömötör, Barbara
;
Illés, Ferenc
- In:
Finance research letters
31
(
2019
),
pp. 239-249
Persistent link: https://www.econbiz.de/10012421563
Saved in:
10
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
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