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~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Zinsstruktur"
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Credit
Insolvency
Zinsstruktur
Swap
34
Theorie
17
Theory
17
Credit risk
14
Kreditrisiko
14
Yield curve
12
Credit derivative
9
Derivat
9
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9
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9
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Option pricing theory
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15
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Mele, Antonio
2
Obayashi, Yoshiki
2
Shalen, Catherine T.
2
Alexander, Carol
1
Anagnostou, I.
1
Bormetti, Giacomo
1
Brigo, Damiano
1
Carr, Peter
1
Clark, Brian
1
Donato, James
1
Duyvesteyn, Johan
1
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1
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1
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1
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1
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1
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1
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1
Kandhai, D.
1
Kitapbayev, Yerkin
1
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1
Lloyd, Simon P.
1
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1
Norden, Lars
1
Pallavicini, Andrea
1
Shim, Ilhyock
1
Shohfi, Thomas D
1
Skoufis, G. E.
1
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1
Wall, Larry D.
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Weber, Martin
1
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Journal of banking & finance
Quantitative finance
International journal of theoretical and applied finance
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
International review of financial analysis
9
Journal of financial economics
8
Research paper series / Swiss Finance Institute
8
The journal of fixed income
8
The journal of computational finance
7
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
The journal of futures markets
6
Applied mathematical finance
5
Journal of international financial markets, institutions & money
5
The journal of finance : the journal of the American Finance Association
5
Discussion papers / CEPR
4
Finance research letters
4
HKIMR working paper
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Review of finance : journal of the European Finance Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of credit risk : published quarterly by Incisive Media
4
Working paper / National Bureau of Economic Research, Inc.
4
Working papers / The Levy Economics Institute
4
Finance and economics discussion series
3
Finance and stochastics
3
International review of economics & finance : IREF
3
NBER Working Paper
3
NBER working paper series
3
Staff working papers / Bank of England
3
Swiss Finance Institute Research Paper
3
The journal of corporate finance : contracting, governance and organization
3
Working papers / Bank for International Settlements
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Applied financial economics letters
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Cambridge working papers in economics
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Cambridge-INET working papers
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ECONIS (ZBW)
15
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15
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1
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
2
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
3
No-arbitrage pricing of GDP-linked bonds
Eguren Martin, Fernando
;
Meldrum, Andrew
;
Yan, Wen
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820248
Saved in:
4
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
5
Estimating nominal interest rate expectations : overnight indexed swaps and the term structure
Lloyd, Simon P.
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012521227
Saved in:
6
On the American swaption in the linear-rational framework
Filipović, Damir
;
Kitapbayev, Yerkin
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1865-1876
Persistent link: https://www.econbiz.de/10012262857
Saved in:
7
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
8
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
9
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
10
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
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