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Search: subject:"reduced form"
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Credit risk
46
Kreditrisiko
36
Theorie
35
Theory
32
reduced form
20
credit risk
18
Schätztheorie
15
Estimation theory
13
reduced form models
13
Credit derivative
12
Kreditderivat
12
Reduced-form model
12
reduced-form model
12
reduced-form models
12
Identification
11
Insolvency
11
Insolvenz
11
Structural models
11
credit default swap
11
Reduced form
10
Yield curve
10
Zinsstruktur
10
structural models
10
Allokation
9
Auktionstheorie
9
Default risk
9
Schätzung
9
reduced form model
9
Allocation
8
Auction theory
8
Derivat
8
Derivative
8
Option pricing theory
8
Optionspreistheorie
8
Reduced-form models
8
credit derivatives
8
CAPM
7
Estimation
7
Modellierung
7
Portfolio-Management
7
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Free
102
Undetermined
79
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Article
117
Book / Working Paper
103
Other
2
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Article in journal
63
Aufsatz in Zeitschrift
63
Working Paper
43
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Article
2
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2
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2
research-article
2
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English
129
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87
German
5
Italian
1
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All
Cremers, Heinz
7
Mierendorff, Konrad
7
Che, Yeon-Koo
6
Kim, Jinwoo
6
Bachmann, Andreas
5
Calzolari, Giorgio
5
Houweling, Patrick
5
Lady, George M.
5
Lang, Xu
5
Schmidt, Thorsten
5
Vorst, Ton
5
Wüthrich, Kaspar
5
Buck, Andrew J.
4
Buzková, Petra
4
Dijkgraaf, Elbert
4
Kamihigashi, Takashi
4
Melenberg, Bertrand
4
Owen, Dorian
4
Uhrig-Homburg, Marliese
4
Walzner, Jens
4
Bianchi, Carlo
3
Campi, Luciano
3
Corsi, Paolo
3
Dionne, Georges
3
Grzybowski, Lukasz
3
Gündüz, Yalin
3
Mentink, Albert
3
Odermann, Alexander
3
Phillips, Peter C. B.
3
Verhoef, Bastiaan
3
Vollebergh, Herman R.J.
3
Yang, Zaifu
3
Akay, Alpaslan
2
Al-Najjar, Basil
2
Auffhammer, Maximilian
2
Ballestra, Luca Vincenzo
2
Batten, Jonathan A.
2
Cetin, Umut
2
Ching, Wai Ki
2
Cho, Seonghoon
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
3
Frankfurt School of Finance and Management
3
Tinbergen Instituut
3
California Institute of Technology, Division of the Humanities and Social Sciences
2
Department of Economics and Related Studies, University of York
2
Deutsche Bundesbank
2
Economics Department, Temple University
2
Research Institute for Economics and Business Administration, Kobe University
2
Tinbergen Institute
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centro de Investigaciones Económicas y Empresariales, Universidad Privada Boliviana
1
Departamento de Economía, Facultad de Ciencias Sociales
1
Department Volkswirtschaftlehre, Universität Bern
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
EconWPA
1
Economics Department, State University of New York-Stony Brook (SUNY)
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Institute for the Study of Labor (IZA)
1
NET Institute
1
Narodowy Bank Polski
1
School of Economics and Management, University of Aarhus
1
Society for Computational Economics - SCE
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
The South Asian Network for Development and Environmental Economics
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
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MPRA Paper
11
Frankfurt School - Working Paper Series
6
Tinbergen Institute Discussion Papers
5
International journal of theoretical and applied finance
4
Cahiers de recherche
3
Discussion paper / Tinbergen Institute
3
Discussion papers in economics
3
Economics Letters
3
Economics letters
3
Finance and Stochastics
3
IZA Discussion Papers
3
Review of derivatives research
3
Tinbergen Institute Discussion Paper
3
American journal of agricultural economics
2
DETU Working Papers
2
Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University
2
Discussion Paper Series 2
2
Discussion Paper Series 2: Banking and Financial Studies
2
Discussion Papers
2
Discussion Papers / Department of Economics and Related Studies, University of York
2
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
2
Economic Modelling
2
Economic Theory
2
Economic theory bulletin
2
Finance and stochastics
2
Insurance / Mathematics & economics
2
Insurance: Mathematics and Economics
2
Journal of economic dynamics & control
2
Journal of risk
2
Review of Derivatives Research
2
Review of quantitative finance and accounting
2
SSE/EFI Working Paper Series in Economics and Finance
2
The Journal of Real Estate Finance and Economics
2
Working Papers / California Institute of Technology, Division of the Humanities and Social Sciences
2
Agricultural and Resource Economics Review
1
Annual Review of Economics
1
Annual Review of Financial Economics
1
Annual Review of Resource Economics
1
Applied Mathematical Finance
1
Applied mathematical finance
1
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Source
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RePEc
102
ECONIS (ZBW)
89
EconStor
24
Other ZBW resources
4
BASE
3
Showing
41
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50
of
222
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41
The induced innovation hypothesis and U.S. public agricultural research
Cowan, Benjamin W.
;
Lee, Daegoon
;
Shumway, C. Richard
-
2015
Persistent link: https://www.econbiz.de/10011490807
Saved in:
42
Evaluating ingenious instruments for fundamental determinants of long-run economic growth and development
Owen, Dorian
-
2015
Persistent link: https://www.econbiz.de/10011521368
Saved in:
43
Evaluating pay-as-you-go social security systems
Bachmann, Andreas
;
Wüthrich, Kaspar
-
2015
our formula based on
reduced
form
estimates of a VAR model. We apply our method to evaluate the social security system in …
Persistent link: https://www.econbiz.de/10011291373
Saved in:
44
Derivatives Pricing under Bilateral Counterparty Risk
Ghamami, Samim
-
Federal Reserve Board (Board of Governors of the …
-
2015
We consider risk-neutral valuation of a contingent claim under bilateral counterparty risk in a
reduced-form
setting …
Persistent link: https://www.econbiz.de/10011273698
Saved in:
45
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
46
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
47
Has the relationship between market and model CDS price changed during the EMU debt crisis?
Buzková, Petra
-
2014
price. In the first part of the article we use adopted
reduced
form
CDS valuation model to obtain model CDS price which is …
Persistent link: https://www.econbiz.de/10010420211
Saved in:
48
Has the relationship between market and model CDS price changed during the EMU debt crisis?
Buzková, Petra
-
2014
price. In the first part of the article we use adopted
reduced
form
CDS valuation model to obtain model CDS price which is …
Persistent link: https://www.econbiz.de/10010358358
Saved in:
49
Application of internal ratings-based methods on credit risk measurement
Vargas, Alejandro Vargas Sanchez
;
Mostajo, Saulo …
-
Centro de Investigaciones Económicas y Empresariales, …
-
2014
a Structural Model and
Reduced
Form
Model showed significant differences in credit risk measures with respect to …
Persistent link: https://www.econbiz.de/10011182950
Saved in:
50
Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?
Buzková, Petra
-
Institut ekonomických studií, Univerzita Karlova v Praze
-
2014
price. In the first part of the article we use adopted
reduced
form
CDS valuation model to obtain model CDS price which is …
Persistent link: https://www.econbiz.de/10011078536
Saved in:
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