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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Optionspreistheorie
Credit derivative
7
Credit insurance
7
Kreditderivat
7
Kreditversicherung
7
Credit risk
6
Kreditrisiko
6
Theorie
5
Theory
5
Swap
4
Option pricing theory
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Volatility
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Volatilität
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Derivat
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Derivative
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Abwertung
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Adressenausfallrisiko
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Aktienoption
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Arbitrage
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CDS spreads
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Credit default swap
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Credit default swaps
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Currency devaluation
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FX devaluation
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Financial crisis
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Finanzkrise
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Fälligkeit
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Implied volatility model
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Maturity
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Multivariate Verteilung
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Multivariate distribution
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Stochastic process
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Stochastischer Prozess
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Stock option
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Welt
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World
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arbitrage
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bond-CDS basis
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calibration
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credit crisis
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Armstrong, Anthony
1
Brigo, Damiano
1
Cousot, Laurent
1
Heider, Pascal
1
Rutkowski, Marek
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International journal of theoretical and applied finance
European journal of law and economics
1
Insurance / Mathematics & economics
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International journal of financial engineering
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International review of financial analysis
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Journal of financial services research : JFSR
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The journal of computational finance
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The journal of real estate finance and economics
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ECONIS (ZBW)
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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:
2
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:
3
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
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