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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Estimation"
~subject:"Risiko"
~subject:"Theory"
~subject:"Volatility"
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Estimation
Risiko
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Derivat
32
Derivative
32
Credit risk
19
Kreditrisiko
19
Theorie
18
Credit derivative
9
Kreditderivat
9
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counterparty credit risk
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Kjaer, Mats
2
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Bansal, Matulya
1
Barone, Gaia
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Ben-Abdallah, Ramzi
1
Bernis, Guillaume
1
Breton, Michèle
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1
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Mashele, Phillip
1
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1
Pykhtin, Michael
1
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1
Rosen, Dan
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1
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1
Umeorah, Nneka
1
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1
Vrins, Frédéric D.
1
Wang, Yun
1
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The journal of credit risk : published quarterly by Incisive Media
The journal of futures markets
187
International journal of theoretical and applied finance
97
Journal of banking & finance
92
Energy economics
65
Review of derivatives research
40
International review of economics & finance : IREF
39
Applied mathematical finance
38
International review of financial analysis
37
The journal of finance : the journal of the American Finance Association
36
Finance research letters
35
Journal of financial and quantitative analysis : JFQA
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
NBER working paper series
34
The European journal of finance
34
Advances in futures and options research : a research annual
33
Finance and stochastics
33
Quantitative finance
33
Applied financial economics
32
European journal of operational research : EJOR
31
Journal of financial economics
30
NBER Working Paper
29
The review of financial studies
29
Economics letters
27
Journal of economic dynamics & control
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Working paper / National Bureau of Economic Research, Inc.
27
SpringerLink / Bücher
26
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Journal of econometrics
21
Research in international business and finance
21
The journal of fixed income
21
Applied economics letters
19
The journal of computational finance
19
Working paper
19
Gabler Edition Wissenschaft
18
Finance and economics discussion series
17
International journal of financial engineering
17
Journal of empirical finance
17
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ECONIS (ZBW)
21
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1
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
2
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
3
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
4
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
5
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
6
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:
7
A bond consistent derivative fair value
Gunnesson, C. Johan
;
Fernández Muñoz de Morales, Alberto
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 113-133
Persistent link: https://www.econbiz.de/10011597899
Saved in:
8
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Saved in:
9
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:
10
Credit default swap spreads, fair-value spreads and interest rate dynamics
Yeh, Andy Jia-yuh
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 53-129
Persistent link: https://www.econbiz.de/10009700464
Saved in:
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