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~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of fixed income"
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Bewertung
Credit derivative
67
Kreditderivat
67
Credit risk
43
Kreditrisiko
43
Swap
16
Theorie
16
Theory
16
USA
13
United States
13
Derivat
12
Derivative
12
Risikoprämie
12
Risk premium
12
Yield curve
12
Zinsstruktur
12
Insolvency
10
Insolvenz
10
Credit rating
7
Financial crisis
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Finanzkrise
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7
Börsenkurs
6
Corporate bond
6
Share price
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Unternehmensanleihe
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Estimation
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Schätzung
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credit default swaps
5
financial crisis
5
Arbitrage
4
Credit insurance
4
Evaluation
4
Kreditversicherung
4
Portfolio selection
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Portfolio-Management
4
Welt
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World
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Delianedis, Gordon
1
Garcia, Tania
1
Jarrow, Robert A.
1
Lagnado, Ronald
1
Maghakian, Arthur
1
Morkoetter, Stefan
1
Sharma, Sanjay
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Westerfeld, Simone
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Yildirim, Yildiray
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Staff reports / Federal Reserve Bank of New York
The European journal of finance
The journal of fixed income
Springer eBook Collection / Economics and Finance
2
SpringerLink / Bücher
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of structured finance
2
A Chapman & Hall book
1
BIS working papers
1
Chapman & Hall/CRC financial mathematics series
1
Credit derivative strategies : new thinking on managing risk and return
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Mathematics, finance and risk
1
NBER working paper series
1
Review of finance : journal of the European Finance Association
1
Risikomanagement und Finanzcontrolling
1
SpringerBriefs in Finance
1
The international journal of business and finance research : IJBFR
1
The journal of credit risk : published quarterly by Incisive Media
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
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Impact of multiple CDO ratings on credit spreads
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10003875980
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2
Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania
;
Maghakian, Arthur
;
Sharma, Sanjay
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
Saved in:
3
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
4
Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon
;
Lagnado, Ronald
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
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