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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Swap"
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Credit risk
57
Kreditrisiko
57
Theorie
41
Theory
41
Credit derivative
16
Kreditderivat
16
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14
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14
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39
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Hull, John
3
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3
Chen, Son-nan
2
Wu, Ting-pin
2
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1
Ammann, Manuel
1
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1
Bedendo, Mascia
1
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1
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1
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1
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1
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European financial management : the journal of the European Financial Management Association
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
43
Journal of banking & finance
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
20
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
Finance research letters
14
International review of economics & finance : IREF
14
Working Paper
14
European journal of operational research : EJOR
13
Finance and stochastics
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of financial and quantitative analysis : JFQA
11
Journal of international money and finance
11
Journal of securities operations & custody
11
Applied economics
10
Discussion papers / CEPR
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
9
The journal of investment compliance
9
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ECONIS (ZBW)
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1
Are all credit default
swap
databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 677-713
Persistent link: https://www.econbiz.de/10010503546
Saved in:
2
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
3
Market and model credit default
swap
spreads : mind the gap!
Bedendo, Mascia
;
Cathcart, Lara
;
Jahel, Lina el
- In:
European financial management : the journal of the …
17
(
2011
)
4
,
pp. 655-678
Persistent link: https://www.econbiz.de/10009388310
Saved in:
4
The co-movement of credit default
swap
, bond and stock markets : an empirical analysis
Norden, Lars
;
Weber, Martin
- In:
European financial management : the journal of the …
15
(
2009
)
3
,
pp. 529-562
Persistent link: https://www.econbiz.de/10003841055
Saved in:
5
Interest rate
swap
credit valuation adjustment
Černý, Jakub
;
Witzany, Jiří
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011404521
Saved in:
6
Change analysis for the dependence structure and dynamic pricing of basket default swaps
Li, Ping
;
Li, Ze-Zheng
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 646-671
Persistent link: https://www.econbiz.de/10011408174
Saved in:
7
Recent advances in default
swap
valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
Saved in:
8
Credit risk exposure with currency swaps
Coppes, Robert Christopher
- In:
European financial management : the journal of the …
3
(
1997
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001216131
Saved in:
9
How well do classical credit risk pricing models fit
swap
transaction data?
Cossin, Didier
- In:
European financial management : the journal of the …
4
(
1998
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10001244082
Saved in:
10
Digital premium
Berd, Arthur M.
;
Kapoor, Vivek
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 66-76
Persistent link: https://www.econbiz.de/10001770081
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