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~isPartOf:"Finance and economics discussion series"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Optionspreistheorie"
~subject:"Zinsstruktur"
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Credit
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Swap
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Credit derivative
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Derivat
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Default Clustering Risk Premium
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Bomfim, Antúlio N.
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Byun, Kiwoong
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Gibson, Michael S.
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Kim, Baeho
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Oh, Dong Hwan
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Finance and economics discussion series
International journal of theoretical and applied finance
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Applied mathematical finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of computational finance
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International review of financial analysis
11
Journal of banking & finance
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Finance and stochastics
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The journal of futures markets
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European journal of operational research : EJOR
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Journal of financial economics
9
Research paper series / Swiss Finance Institute
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Review of derivatives research
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The journal of fixed income
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International journal of financial engineering
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial and quantitative analysis : JFQA
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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Journal of international financial markets, institutions & money
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Quantitative finance
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Vahlens Kurzlehrbücher
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Working paper / National Bureau of Economic Research, Inc.
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Computational economics
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Discussion paper / Tinbergen Institute
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HKIMR working paper
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International review of economics & finance : IREF
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Journal of econometrics
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Review of finance : journal of the European Finance Association
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Risks : open access journal
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Swiss Finance Institute Research Paper
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The journal of credit risk : published quarterly by Incisive Media
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Working papers / The Levy Economics Institute
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Applied economics letters
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Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong
;
Kim, Baeho
;
Oh, Dong Hwan
-
2023
Persistent link: https://www.econbiz.de/10014377671
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2
Understanding the risk of synthetic CDOs
Gibson, Michael S.
-
2004
Persistent link: https://www.econbiz.de/10002117790
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3
Understanding credit derivatives and their potential to synthesize riskless assets
Bomfim, Antúlio N.
-
2001
Persistent link: https://www.econbiz.de/10001637887
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