//--> //--> //-->
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:"Quantitative finance"
~isPartOf:"Review of derivatives research"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Zinsstruktur"
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:"Swap"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit
Insolvency
Zinsstruktur
Swap
23
Theorie
14
Theory
14
Derivat
11
Derivative
11
Option pricing theory
9
Optionspreistheorie
9
Credit risk
7
Kreditrisiko
7
Credit derivative
6
Kreditderivat
6
Yield curve
6
Interest rate derivative
4
Volatility
4
Volatilität
4
Zinsderivat
4
Collateral
3
Estimation
3
Insolvenz
3
Kreditsicherung
3
Option trading
3
Optionsgeschäft
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Correlation
2
Credit default swaps
2
Financial services
2
Finanzdienstleistung
2
Hedging
2
Korrelation
2
Kredit
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Kijima, Masaaki
2
Anagnostou, I.
1
Bormetti, Giacomo
1
Brigo, Damiano
1
Driessen, Joost
1
Filipović, Damir
1
Francischello, Marco
1
Garlaschelli, D.
1
Hagan, Patrick S.
1
Huang, Li-Jhang
1
Jong, Frank de
1
Kandhai, D.
1
Kitapbayev, Yerkin
1
Koziol, Christian
1
Koziol, Philipp
1
Lesniewski, Andrew
1
Muromachi, Yukio
1
Pallavicini, Andrea
1
Pang, Kin
1
Pelsser, Antoon André Jean
1
Schön, Thomas
1
Skoufis, G. E.
1
Squartini, T.
1
Wang, Ming-Chieh
1
Woodward, Diana E.
1
more ...
less ...
Published in...
All
Quantitative finance
Review of derivatives research
International journal of theoretical and applied finance
18
Journal of banking & finance
11
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
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
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
Journal of economic dynamics & control
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
3
Applied financial economics letters
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Credit risk models and management
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
4
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:
5
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:
6
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
7
On the information in the interest rate term structure and option prices
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
Saved in:
8
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Saved in:
9
Valuation of a credit swap of the basket type
Kijima, Masaaki
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10001521989
Saved in:
10
Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models
Pang, Kin
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 315-345
Persistent link: https://www.econbiz.de/10001445802
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->