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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Corporate finance"
~subject:"Kreditsicherung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Search: subject_exact:"Kreditsicherheit"
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Corporate finance
Kreditsicherung
Collateral
14
Credit risk
10
Kreditrisiko
10
Theorie
7
Theory
7
Derivat
5
Derivative
5
Asset-Backed Securities
3
Asset-backed securities
3
Credit derivative
3
Insolvency
3
Insolvenz
3
Kreditderivat
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
2
Portfolio-Management
2
Anleihe
1
Bank
1
Basel Accord
1
Basler Akkord
1
Bewertung
1
Bond
1
Credit rating
1
EU countries
1
EU-Staaten
1
European Financial Stability Facility (EFSF)
1
Evaluation
1
Hedging
1
International economic relations
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Internationale Wirtschaftsbeziehungen
1
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1
Investmentfonds
1
Kreditwürdigkeit
1
Markov chain
1
Markov-Kette
1
Marshall-Olkin
1
Mathematical programming
1
Mathematische Optimierung
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Aufsatz in Zeitschrift
Sammlung
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14
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English
14
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Andersen, Leif B. G.
2
Pykhtin, Michael
2
Bansal, Matulya
1
Choi, Hwan-sik
1
Ebert, Sebastian
1
Fender, Ingo
1
Friedman, Craig
1
Gatarek, Dariusz
1
Glennon, Dennis C.
1
Huang, Jinggang
1
Hull, John
1
Jabłecki, Juliusz
1
Kiefer, Nicholas Maximilian
1
Kiff, John
1
Larson, C. Erik
1
Luo, Xiaolin
1
Lütkebohmert-Holtz, Eva
1
Mahfoudhi, Ridha
1
Shevchenko, Pavel V.
1
Sidenius, Jakob
1
Sokol, Alexander
1
Tsyurmasto, Peter
1
Uryasev, Stan
1
Veremyer, Alexander
1
White, Alan
1
Yamashita, Satoshi
1
Yoshiba, Toshinao
1
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The journal of credit risk : published quarterly by Incisive Media
The review of financial studies
40
Journal of financial economics
37
Journal of banking & finance
36
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
30
Journal of securities operations & custody
26
Journal of money, credit and banking : JMCB
23
The journal of finance : the journal of the American Finance Association
20
Journal of economic theory
19
Review of economic dynamics
18
Journal of economic dynamics & control
17
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
The journal of structured finance
15
Economic theory : official journal of the Society for the Advancement of Economic Theory
13
International review of economics & finance : IREF
13
Journal of financial stability
13
Journal of monetary economics
13
International journal of theoretical and applied finance
12
American economic journal : a journal of the American Economic Association
11
Die Bank
11
Economics letters
11
European economic review : EER
11
Journal of financial intermediation
11
Macroeconomic dynamics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of financial market infrastructures
11
The journal of real estate finance and economics
10
Financial stability review : FSR
8
Journal of financial and quantitative analysis : JFQA
8
The journal of corporate finance : contracting, governance and organization
8
Wirtschaft und Recht in Osteuropa : WiRO ; Zeitschrift zur Rechts- und Wirtschaftsentwicklung in den Staaten Mittel- und Osteuropas
8
International review of financial analysis
7
The journal of fixed income
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
Finance research letters
6
International economic review
6
Journal of financial services research : JFSR
6
Journal of housing economics
6
Research in international business and finance
6
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ECONIS (ZBW)
14
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1
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10
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14
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date (oldest first)
1
Rethinking the margin period of risk
Andersen, Leif B. G.
;
Pykhtin, Michael
;
Sokol, Alexander
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011670745
Saved in:
2
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
3
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
4
Collateral and credit issues in derivatives pricing
Hull, John
;
White, Alan
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010426470
Saved in:
5
Markov chain Monte Carlo estimation of default and recovery : dependent vial the latent systematic factor
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
3
,
pp. 40-76
Persistent link: https://www.econbiz.de/10010239244
Saved in:
6
Analytical solutions for the expected loss of a collateralized loan : a square root intensity process negatively correlated with collateral value
Yamashita, Satoshi
;
Yoshiba, Toshinao
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 27-44
Persistent link: https://www.econbiz.de/10009781088
Saved in:
7
Optimal structuring of collateralized debt obligation contracts : an optimization approach
Veremyer, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 133-155
Persistent link: https://www.econbiz.de/10009700459
Saved in:
8
Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian
;
Lütkebohmert-Holtz, Eva
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
Saved in:
9
Credit default swap trees
Mahfoudhi, Ridha
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
3
,
pp. 3-37
Persistent link: https://www.econbiz.de/10009375166
Saved in:
10
Modeling multiperiod corporate default probability when hazard ratios decay
Huang, Jinggang
;
Friedman, Craig
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10003853262
Saved in:
1
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