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~isPartOf:"Applied mathematical finance"
~source:"econis"
~subject:"Kreditrisiko"
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Kreditrisiko
Anleihe
14
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14
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7
Option pricing theory
6
Optionspreistheorie
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Ilg, M.
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Applied mathematical finance
Finance research letters
15
The journal of fixed income
15
Journal of banking & finance
13
The journal of corporate finance : contracting, governance and organization
8
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5
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The European journal of finance
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Emerging markets, finance and trade : EMFT
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Journal of international money and finance
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Research in international business and finance
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Gabler Edition Wissenschaft
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Advances in Pacific Basin business, economics, and finance
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Essays on the determinants of corporate bond yield spreads
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 17-36
Persistent link: https://www.econbiz.de/10003847142
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2
Empirical evaluation of hybrid defaultable bond pricing models
Antes, S.
;
Ilg, M.
;
Schmid, Beat
;
Zagst, Rudi
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 219-249
Persistent link: https://www.econbiz.de/10003751234
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3
Pricing of multi-defaultable bonds with a two-correlated-factor Hull-White model
Tchuindjo, Léonard
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10003542937
Saved in:
4
The pricing of risky coupon bonds
Choong, Lilly
;
McKenzie, George
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 261-273
Persistent link: https://www.econbiz.de/10001517816
Saved in:
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