//--> //--> //-->
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:"Economic modelling"
~isPartOf:"NBER Working Paper"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper series"
~person:"Wang, Guojing"
~subject:"Finanzdienstleistung"
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: subject_exact:"CDO (Collateralized debt obligations)"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Finanzdienstleistung
Ansteckungseffekt
1
Contagion effect
1
Contagion model
1
Counterparty risk
1
Credit default swap
1
Credit derivative
1
Credit risk
1
Credit valuation adjustment
1
Financial services
1
Kreditderivat
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Wang, Guojing
Benbouzid, Nadia
1
Choe, Geon Ho
1
Choi, So Eun
1
Dong, Yinghui
1
Giglio, Stefano
1
Jang, Hyun Jin
1
Kalotay, Egon
1
Kanno, Masayasu
1
Koivusalo, Alexander F. R.
1
Liu, Feng
1
Mallick, Sushanta Kumar
1
McDonald, Robert L.
1
Paulson, Anna L.
1
Peltonen, Tuomo
1
Schäfer, Rudi
1
Trück, Stefan
1
Vuillemey, Guillaume
1
more ...
less ...
Published in...
All
Economic modelling
NBER Working Paper
Swiss Finance Institute Research Paper
The North American journal of economics and finance : a journal of financial economics studies
Working paper series
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain
Dong, Yinghui
;
Wang, Guojing
- In:
Economic modelling
40
(
2014
),
pp. 91-100
Persistent link: https://www.econbiz.de/10010425718
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->