//--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"The journal of fixed income"
~subject:"Swap"
~type_genre:"Article in journal"
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: subject_exact:"Insolvenz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Swap
Insolvency
85
Insolvenz
85
Credit risk
56
Kreditrisiko
56
Theorie
34
Theory
34
USA
28
United States
28
Credit derivative
14
Kreditderivat
14
Credit rating
13
Kreditwürdigkeit
13
Anleihe
12
Bond
12
Derivat
9
Derivative
9
Corporate bond
8
Financial services
8
Finanzdienstleistung
8
Unternehmensanleihe
8
Option pricing theory
7
Optionspreistheorie
7
Portfolio selection
7
Portfolio-Management
7
Yield curve
7
Zinsstruktur
7
Estimation
6
Forecasting model
6
Probability theory
6
Prognoseverfahren
6
Risikoprämie
6
Risk premium
6
Schätzung
6
Wahrscheinlichkeitsrechnung
6
Asset-Backed Securities
5
Asset-backed securities
5
Risiko
5
Risk
5
Basel Accord
4
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Abid, Fathi
1
Ap Gwilym, Owain
1
Díaz Pérez, Antonio
1
Ehrhardt, Matthias
1
Frey, Rüdiger
1
Gapeev, Pavel V.
1
Günther, Michael
1
Jarrow, Robert A.
1
Jeanblanc, Monique
1
Khedher, Asma
1
Lei Meng
1
Michielon, Matteo
1
Naifar, Nader
1
Rösler, Lars
1
Skinner, Frank S.
1
Spreij, Peter
1
Tang, Dan
1
Teng, Long
1
Tucker, Alan L.
1
Wang, Yongjin
1
Wei, Jason
1
Yildirim, Yildiray
1
Zhou, Yuzhen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The journal of fixed income
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of credit risk : published quarterly by Incisive Media
4
International review of financial analysis
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of financial economics
3
The journal of corporate finance : contracting, governance and organization
3
Finance research letters
2
Journal of financial and quantitative analysis : JFQA
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Review of finance : journal of the European Finance Association
2
The journal of finance : the journal of the American Finance Association
2
Advances in accounting : a research annual
1
Applied mathematical finance
1
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic modelling
1
European journal of operational research : EJOR
1
Financial management : FM
1
Financial markets and portfolio management
1
Insurance / Mathematics & economics
1
International journal of business
1
International journal of financial innovation in banking : IJFIB
1
International journal of financial research
1
International review of economics & finance : IREF
1
Journal of accounting, auditing & finance : JAAF
1
Journal of banking and finance
1
Journal of banking regulation
1
Journal of economics and political economy : JEPE
1
Journal of financial intermediation
1
Journal of financial markets
1
Journal of globalization and development
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
2
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
3
Contagion effects and collateralized credit value adjustments for credit default swaps
Frey, Rüdiger
;
Rösler, Lars
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498864
Saved in:
4
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
Saved in:
5
Counterparty risk for Credit Default Swap with states related default intensity processes
Tang, Dan
;
Wang, Yongjin
;
Zhou, Yuzhen
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1335-1353
Persistent link: https://www.econbiz.de/10009541993
Saved in:
6
The impact of stock returns volatility on credit default swap rates: A copula study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1135-1155
Persistent link: https://www.econbiz.de/10003280048
Saved in:
7
Credit Default Swaps : theory and empirical evidence
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 17-28
Persistent link: https://www.econbiz.de/10002836079
Saved in:
8
Credit default swaptions
Tucker, Alan L.
;
Wei, Jason
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 88-95
Persistent link: https://www.econbiz.de/10003018930
Saved in:
9
An empirical study of credit default swaps
Skinner, Frank S.
;
Díaz Pérez, Antonio
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
Saved in:
10
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->