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~isPartOf:"Applied mathematical finance"
~subject:"Kreditrisiko"
~type_genre:"Article in journal"
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Kreditrisiko
Yield curve
50
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Theorie
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Option pricing theory
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Article in journal
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Chiu, Chun-Yuan
1
D'Amico, Guglielmo
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Fouque, Jean-Pierre
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Kercheval, Alec
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Mai, Jan-Frederik
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Olivares, Pablo
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Scherer, Matthias
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Applied mathematical finance
Journal of banking & finance
55
Journal of financial economics
26
International review of economics & finance : IREF
22
Finance research letters
20
International review of financial analysis
18
The journal of fixed income
17
Journal of international money and finance
16
International journal of theoretical and applied finance
15
Journal of international financial markets, institutions & money
12
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The review of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Journal of empirical finance
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Research in international business and finance
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Applied economics letters
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Asia-Pacific financial markets
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Review of quantitative finance and accounting
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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Economics letters
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European financial management : the journal of the European Financial Management Association
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Journal of financial stability
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of finance : journal of the European Finance Association
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The journal of credit risk : published quarterly by Incisive Media
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The journal of finance : the journal of the American Finance Association
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Emerging markets, finance and trade : EMFT
5
International journal of financial engineering
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Journal of financial markets
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Quantitative finance
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Review of derivatives research
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Risks : open access journal
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A copula-based Markov reward approach to the credit spread in the European Union
D'Amico, Guglielmo
;
Petroni, Filippo
;
Regnalt, Philippe
; …
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012210396
Saved in:
2
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:
3
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
4
Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
;
Sølna, Knut
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
Saved in:
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