//--> //--> //--> //-->
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:"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:"Brigo, Damiano"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~subject:"CAPM"
~subject:"Credit rating"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Theorie"
~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
| 22 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Credit rating
Derivat
Kreditrisiko
Kreditsicherung
Kreditwürdigkeit
Option pricing theory
Statistical distribution
Theorie
Theory
28
Portfolio selection
17
Portfolio-Management
17
Credit risk
16
Optionspreistheorie
16
Derivative
13
USA
12
United States
12
Yield curve
11
Zinsstruktur
11
Anleihe
10
Bond
10
Asset-Backed Securities
9
Asset-backed securities
9
Credit derivative
9
Hypothek
9
Kreditderivat
9
Mortgage
9
Volatility
8
Volatilität
8
Stochastic process
7
Stochastischer Prozess
7
Collateral
6
Risikomanagement
6
Risk management
6
Swap
6
Risiko
5
Risk
5
Credit insurance
4
Insolvency
4
Insolvenz
4
Interest rate derivative
4
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
47
Book section
9
Language
All
Bosnian
English
Author
All
Brigo, Damiano
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Jarrow, Robert A.
16
Benth, Fred Espen
12
Elliott, Robert J.
12
Levendorskij, Sergej Z.
12
Madan, Dilip B.
12
Cantor, Richard
11
Kwok, Yue-Kuen
11
Chen, Ren-Raw
10
Jeanblanc, Monique
10
Račev, Svetlozar T.
9
Schoutens, Wim
9
Goodman, Laurie Sharon
8
Korn, Ralf
8
Rutkowski, Marek
8
Takahashi, Akihiko
8
Avellaneda, Marco
7
Baviera, Roberto
7
Carr, Peter
7
Das, Sanjiv R.
7
Gapeev, Pavel V.
7
Gupta, Rangan
7
Hui, Cho H.
7
Platen, Eckhard
7
Wang, Xingchun
7
Wilmott, Paul
7
Arai, Takuji
6
Bouchaud, Jean-Philippe
6
Cui, Zhenyu
6
Kim, Young Shin
6
Konno, Hiroshi
6
Pallavicini, Andrea
6
Rebonato, Riccardo
6
Sensoy, Ahmet
6
Wu, Lixin
6
Zaremba, Adam
6
Bielecki, Tomasz R.
5
Bojarčenko, Svetlana I.
5
Ekström, Erik
5
more ...
less ...
Published in...
All
Economics and business review
Finance research letters
Financial markets and instruments
International journal of theoretical and applied finance
The journal of fixed income
Valuation, financial modeling, and quantitative tools
21
The handbook of fixed income securities
18
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Journal of banking & finance
9
Economics letters
7
Computational economics
6
European journal of operational research : EJOR
6
Applied economics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Applied financial economics
4
Jahrbücher für Nationalökonomie und Statistik
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of fixed income : JFI
4
Annals of operations research
3
Economic modelling
3
European financial management : the journal of the European Financial Management Association
3
Finance and stochastics
3
International economic journal
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of economics
3
Journal of financial engineering
3
Journal of international money and finance
3
Journal of risk management in financial institutions
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Quantitative finance
3
Review of international economics
3
Review of quantitative finance and accounting
3
The European journal of finance
3
The Indian journal of economics
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of derivatives : JOD
3
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market risk, value-at-risk and exponential weighting
Broll, Udo
;
Förster, Andreas
- In:
Economics and business review
8/22
(
2022
)
2
,
pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
Saved in:
2
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
3
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
4
Strategic option pricing
Bieta, Volker
;
Broll, Udo
;
Siebe, Wilfried
- In:
Economics and business review
6/20
(
2020
)
3
,
pp. 118-129
Persistent link: https://www.econbiz.de/10012604501
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
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
7
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
8
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:
9
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->