//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"Economics and business review"
~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Baviera, Roberto"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Gapeev, Pavel V."
~person:"Hayre, Lakhbir S."
~person:"Takahashi, Akihiko"
~source:"econis"
~subject:"CAPM"
~subject:"Credit rating"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 24 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Credit rating
Derivat
Kreditrisiko
Kreditsicherung
Kreditwürdigkeit
Statistical distribution
Theorie
32
Theory
32
Option pricing theory
30
Optionspreistheorie
30
Stochastic process
22
Stochastischer Prozess
22
Portfolio selection
21
Portfolio-Management
21
Credit risk
13
Derivative
13
Volatility
13
Volatilität
13
USA
12
United States
12
Yield curve
12
Zinsstruktur
12
Anleihe
9
Asset-Backed Securities
9
Asset-backed securities
9
Bond
9
Hypothek
9
Mortgage
9
Credit derivative
7
Kreditderivat
7
Swap
7
Interest rate derivative
6
Risiko
6
Risk
6
Zinsderivat
6
Insolvency
5
Insolvenz
5
Interest rate
5
Markov chain
5
Markov-Kette
5
Zins
5
ARCH model
4
ARCH-Modell
4
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
32
Book section
3
Language
All
Bosnian
English
Author
All
Baviera, Roberto
Broll, Udo
Fabozzi, Frank J.
Gapeev, Pavel V.
Hayre, Lakhbir S.
Takahashi, Akihiko
Brigo, Damiano
11
Cantor, Richard
11
Jarrow, Robert A.
10
Jeanblanc, Monique
9
Goodman, Laurie Sharon
8
Benth, Fred Espen
7
Zaremba, Adam
6
Das, Sanjiv R.
5
Lucas, Douglas J.
5
Pallavicini, Andrea
5
Parnes, Dror
5
Rutkowski, Marek
5
Avellaneda, Marco
4
Bianchi, Michele Leonardo
4
Bielecki, Tomasz R.
4
Capriotti, Luca
4
Dorfleitner, Gregor
4
Hughston, Lane P.
4
Madan, Dilip B.
4
Packer, Frank
4
Račev, Svetlozar T.
4
Rösch, Daniel
4
Wu, Chunchi
4
Ap Gwilym, Owain
3
Bekiros, Stelios
3
Buchner, Axel
3
Carr, Peter
3
Casals, José
3
Chen, Ren-Raw
3
Chiarella, Carl
3
Cialenco, Igor
3
Cui, Zhenyu
3
Dynkin, Lev
3
Elliott, Robert J.
3
Ferrer, Alex
3
Frahm, Gabriel
3
more ...
less ...
Published in...
All
Computational economics
Economics and business review
Finance research letters
Financial markets and instruments
International journal of theoretical and applied finance
The journal of fixed income
The handbook of fixed income securities
7
The journal of portfolio management : a publication of Institutional Investor
5
Valuation, financial modeling, and quantitative tools
5
International journal of financial engineering
4
Journal of banking & finance
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Applied economics
3
Applied financial economics
3
European financial management : the journal of the European Financial Management Association
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Annals of finance
2
Asia-Pacific financial markets
2
Economics letters
2
European journal of operational research : EJOR
2
Handbook of financial markets : securities, options and futures
2
Investment management and financial management
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of international money and finance
2
Portuguese economic journal
2
Quantitative finance
2
Risk assessment : decisions in banking and finance
2
Schmalenbach business review : sbr
2
The handbook of European structured financial products
2
The handbook of municipal bonds
2
The journal of futures markets
2
Advances in futures and options research : a research annual
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics letters
1
Approaches to enterprise risk management
1
Contemporary economics
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Econometric reviews
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
2
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
3
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
4
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
5
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
6
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
7
Quantile-based inference for tempered stable distributions
Fallahgoul, Hasan A.
;
Veredas, David
;
Fabozzi, Frank J.
- In:
Computational economics
53
(
2019
)
1
,
pp. 51-83
Persistent link: https://www.econbiz.de/10012134536
Saved in:
8
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
9
CDS implied credit ratings
Jansen, Jeroen
;
Fabozzi, Frank J.
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011684760
Saved in:
10
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->