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~isPartOf:"Innovations in securitisation : yearbook"
~isPartOf:"International journal of theoretical and applied finance"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Credit derivative
9
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9
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9
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6
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6
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Brigo, Damiano
3
Abid, Fathi
1
Armstrong, Anthony
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Cousot, Laurent
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Heider, Pascal
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Innovations in securitisation : yearbook
International journal of theoretical and applied finance
Journal of banking & finance
9
The journal of structured finance
7
Housing finance international
5
Journal of international financial markets, institutions & money
5
Municipal finance journal : the state and local financing and municipal securities advisor
5
Finance research letters
4
Financial stability review : FSR
4
Ifo-Schnelldienst
4
Journal of financial economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
4
The journal of fixed income
4
BIZ-Quartalsbericht
3
Risiko-Manager
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
The review of financial studies
3
Verbraucher und Recht : VuR ; Zeitschrift fĂĽr Wirtschafts- und Verbraucherrecht ; Anlegerschutz, Konsumentenkredit Versicherung, private Altersvorsorge, Verbraucherinsolvenz, Verbraucherschutz
3
BIS quarterly review : international banking and financial market developments
2
Banks and bank systems : international research journal
2
Financial markets, institutions & instruments
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Finanzierung, Leasing, Factoring : FLF
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International journal of economics and finance
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International journal of production research
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International review of financial analysis
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Journal of financial stability
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Journal of housing economics
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Journal of international money and finance
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Le crédit en Belgique : 1975 - 1986
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Managerial and decision economics : MDE ; the international journal of research and progress in management economics
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Sigma
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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:
2
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
3
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
4
Counterparty risk for credit default swaps : impact of spread volatility and default correlation
Brigo, Damiano
;
Chourdakis, Kyriakos
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1007-1026
Persistent link: https://www.econbiz.de/10003928780
Saved in:
5
Valuation of credit default swaptions and credit default index swaptions
Rutkowski, Marek
;
Armstrong, Anthony
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1027-1053
Persistent link: https://www.econbiz.de/10003928782
Saved in:
6
CDS of ABS : structured credit and securitisation at the cutting edge
Vries Robbé, Jan Job de
- In:
Innovations in securitisation : yearbook
(
2006
),
pp. 153-178
Persistent link: https://www.econbiz.de/10003772757
Saved in:
7
Equity default swaps and the securitisation of risk
Logie, Michael J.
;
Castagnino, John-Peer
- In:
Innovations in securitisation : yearbook
(
2006
),
pp. 47-70
Persistent link: https://www.econbiz.de/10003772825
Saved in:
8
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
9
The determinants of credit default swap rates : an explanatory study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10003285866
Saved in:
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