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~isPartOf:"Global finance journal"
~isPartOf:"The journal of fixed income"
~language:"eng"
~subject:"Theory"
~subject:"Yield curve"
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Yield curve
Swap
31
Credit risk
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Kreditrisiko
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13
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13
Theorie
10
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9
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9
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Credit default swap
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Marshall, John F.
2
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1
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1
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1
Curtillet, Jean-Christophe
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1
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1
Wise, Mark B.
1
Wu, Desheng Dash
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Wu, Dexiang
1
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1
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Global finance journal
The journal of fixed income
International journal of theoretical and applied finance
26
Journal of banking & finance
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Applied mathematical finance
12
Review of derivatives research
11
The journal of computational finance
11
The journal of futures markets
11
International review of financial analysis
10
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10
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7
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
7
The journal of finance : the journal of the American Finance Association
7
Economics letters
6
NBER working paper series
6
Quantitative finance
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / The Pensions Institute, Cass Business School, City University
5
International review of economics & finance : IREF
5
Journal of financial and quantitative analysis : JFQA
5
Journal of international money and finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER Working Paper
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
5
European financial management : the journal of the European Financial Management Association
4
HKIMR working paper
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
The journal of real estate finance and economics
4
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4
Working papers / Bank for International Settlements
4
Working papers / The Levy Economics Institute
4
Advances in futures and options research : a research annual
3
Bank of England Working Paper
3
Computational economics
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Credit risk : models, derivatives, and management
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ECONIS (ZBW)
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1
Cross-market informed trading in the CDS and option markets
Hu, May
;
Park, Jason
;
Chen, Jane
;
Verhoevenc, Peter
- In:
Global finance journal
54
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013470116
Saved in:
2
A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
3
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
4
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
5
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
Saved in:
6
Pricing multiname default swaps with counterparty risk
Mashal, Roy
;
Naldi, Marco
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 5-16
Persistent link: https://www.econbiz.de/10002836045
Saved in:
7
Interpolating the term structure from par yield and swap curves
Rendleman, Richard J.
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 80-89
Persistent link: https://www.econbiz.de/10002030036
Saved in:
8
Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon
;
Lagnado, Ronald
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
Saved in:
9
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
10
Synthetic barter : simulating countertrade solutions with swaps
Marshall, John F.
- In:
Global finance journal
7
(
1996
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001207056
Saved in:
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