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~isPartOf:"Quantitative finance"
~subject:"Credit"
~subject:"Derivative"
~subject:"Insolvency"
~subject:"Zinsstruktur"
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Swap
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Anagnostou, I.
1
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Quantitative finance
International journal of theoretical and applied finance
30
The journal of fixed income
14
Journal of banking & finance
13
Journal of financial economics
13
International review of financial analysis
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Applied mathematical finance
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The journal of computational finance
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The journal of futures markets
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Review of derivatives research
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Finance and stochastics
6
Finance research letters
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Journal of financial and quantitative analysis : JFQA
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Staff working papers / Bank of England
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / National Bureau of Economic Research, Inc.
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Economics letters
5
HKIMR working paper
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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NBER working paper series
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Review of finance : journal of the European Finance Association
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The journal of credit risk : published quarterly by Incisive Media
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The journal of finance : the journal of the American Finance Association
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The journal of investment compliance
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Vahlens Kurzlehrbücher
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Wiley finance series
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Bank of England Working Paper
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Discussion papers / CEPR
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European journal of operational research : EJOR
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Finance and economics discussion series
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International journal of financial engineering
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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
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
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
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:
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