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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Kreditderivat"
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Kreditderivat
Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
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62
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Derivat
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Derivative
50
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Interest rate derivative
40
Zinsderivat
40
Martingal
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31
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Credit derivative
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Estimation
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Schätzung
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Aktienoption
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Hull, John
4
White, Alan
4
Sundaram, Rangarajan K.
3
Gupta, Sudip
2
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2
Ackerer, Damien
1
Alfonsi, Aurélien
1
Ap Gwilym, Owain
1
Berg, Tobias
1
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1
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1
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1
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Hu, Wen-Cheng
1
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1
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1
Jeanblanc, Monique
1
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1
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Finance research letters
36
Journal of financial stability
35
Journal of international financial markets, institutions & money
31
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
Journal of international money and finance
27
NBER Working Paper
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
22
Discussion paper / Centre for Economic Policy Research
20
Applied economics
19
Economic modelling
19
IMF working papers
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International review of economics & finance : IREF
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Discussion paper
17
Journal of financial and quantitative analysis : JFQA
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
15
Research in international business and finance
14
The European journal of finance
14
Review of derivatives research
13
Staff reports / Federal Reserve Bank of New York
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1
Linear credit risk models
Ackerer, Damien
;
Filipović, Damir
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 169-214
Persistent link: https://www.econbiz.de/10012253344
Saved in:
2
Interrelations among chross-currency basis swaps spreads: pre- and post-crisis analysis
Ibhagui, Oyakhilome
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 89-112
Persistent link: https://www.econbiz.de/10012306197
Saved in:
3
Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Saved in:
4
Valuation of credit default swaps and swaptions
Jamshidian, Farshid
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
Saved in:
5
Counterparty risk and funding : immersion and beyond
Crépey, Stéphane
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 901-930
Persistent link: https://www.econbiz.de/10011569906
Saved in:
6
The EU ban on uncovered sovereign credit default swaps : assessing impacts on liquidity, volatility, and price discovery
Silva, Paulo Pereira da
;
Vieira, Carlos
;
Vieira, Isabel …
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 74-98
Persistent link: https://www.econbiz.de/10011687320
Saved in:
7
Mispricing and arbitrage in CDS auctions
Gupta, Sudip
;
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011399779
Saved in:
8
Inventory effects, the winner's curse, and bid shading in credit default swap auciton outcomes
Gupta, Sudip
;
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 36-52
Persistent link: https://www.econbiz.de/10011404523
Saved in:
9
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
10
Dynamics of sovereign credit contagion
Huang, Alex
;
Chen, Chih-Chun
;
Shen, Chung-hua
- In:
The journal of derivatives : the official publication …
22
(
2014
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10011634585
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