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~isPartOf:"International journal of theoretical and applied finance"
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Collateral
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Brigo, Damiano
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International journal of theoretical and applied finance
Betriebs-Berater : BB
2,617
NBER working paper series
679
Working paper / National Bureau of Economic Research, Inc.
656
Recht der internationalen Wirtschaft : RIW ; Betriebs-Berater international
586
Journal of world trade : law, economic policy, public policy
552
NBER Working Paper
534
SpringerLink / Bücher
452
Der Betrieb
423
Europäische Hochschulschriften / 2
375
Journal of international economic law
343
International review of law and economics
333
Europäische Hochschulschriften / 5
320
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
312
Discussion paper / Centre for Economic Policy Research
300
European journal of law and economics
286
Working paper
256
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
255
Kom / Kommission der Europäischen Gemeinschaften
247
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
240
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
231
World trade review : economics, law, international institutions
226
Research policy : policy, management and economic studies of science, technology and innovation
224
Die Bank
207
Discussion paper series / IZA
205
Policy research working paper : WPS
196
Die Aktiengesellschaft : AG : Zeitschrift für deutsches, europäisches und internationales Aktien-, Unternehmens- und Kapitalrecht
191
CESifo working papers
189
Betriebs-Berater / Außenwirtschaftsdienst : Zehntagedienst für Wirtschafts-, Steuer-, Arbeits- u. Sozialrecht
177
The world economy : the leading journal on international economic relations
177
Wirtschaft und Wettbewerb
173
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
172
The journal of world investment & trade : law, economics, politics
163
Springer eBook Collection
150
Wirtschaftsrecht und Wirtschaftspolitik
147
Intereconomics : review of European economic policy
145
Journal of institutional and theoretical economics : JITE
144
The journal of law & economics
143
WPg : Kompetenz schafft Vertrauen
143
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
141
Zeitschrift für Unternehmens- und Gesellschaftsrecht : ZGR
140
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ECONIS (ZBW)
12
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1
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
2
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
3
Derivative pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
4
Fair bilateral prices in Bergman’s model with exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404379
Saved in:
5
On the credit risk of secured loans with maximum loan-to-value covenants
Astic, Fabian
;
Tourin, Agnès
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
Saved in:
6
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:
7
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
8
Collateralized CVA valuation with rating triggers and credit migrations
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009748715
Saved in:
9
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
10
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
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