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~isPartOf:"Quantitative finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Zinsstruktur"
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Credit
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Swap
18
Option pricing theory
9
Optionspreistheorie
9
Volatility
8
Volatilität
8
Derivat
7
Derivative
7
Credit risk
6
Kreditrisiko
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Credit default swaps
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Lin, Shih-kuei
2
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1
Anagnostou, I.
1
Ben-Abdallah, Ramzi
1
Bormetti, Giacomo
1
Breton, Michèle
1
Brigo, Damiano
1
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1
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1
Francischello, Marco
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1
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1
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1
Kitapbayev, Yerkin
1
Lesniewski, Andrew
1
Lin, Chao-Yang
1
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1
Skoufis, G. E.
1
Squartini, T.
1
Tang, Kin Boon
1
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1
Woodward, Diana E.
1
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1
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Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
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
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 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
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Swiss Finance Institute Research Paper
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The journal of corporate finance : contracting, governance and organization
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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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ECONIS (ZBW)
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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
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
3
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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
Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
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
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
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