//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of futures markets"
~source:"econis"
~subject:"Commodity exchange"
~subject:"Optionspreistheorie"
~subject:"Rohstoffderivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Commodity exchange
Optionspreistheorie
Rohstoffderivat
Portfolio selection
672
Portfolio-Management
672
Theorie
572
Theory
572
Credit risk
196
Kreditrisiko
196
Probability theory
178
Wahrscheinlichkeitsrechnung
178
Mathematical programming
152
Mathematische Optimierung
152
Risiko
128
Risk
128
Stochastic process
121
Stochastischer Prozess
121
Risikomanagement
94
Risk management
94
Risikomaß
86
Risk measure
86
Finance
82
Capital income
76
Kapitaleinkommen
76
CAPM
69
Decision under uncertainty
69
Entscheidung unter Unsicherheit
69
Forecasting model
64
Prognoseverfahren
64
Anlageverhalten
62
Behavioural finance
62
Hedging
62
Option pricing theory
57
Derivat
56
Derivative
56
USA
54
Risikoaversion
51
Risk aversion
51
United States
51
Insolvency
50
Insolvenz
50
Swap
45
more ...
less ...
Online availability
All
Undetermined
42
Free
2
Type of publication
All
Article
76
Type of publication (narrower categories)
All
Article in journal
76
Aufsatz in Zeitschrift
76
Language
All
English
76
Author
All
Chang, Jui-jane
2
Chen, Son-nan
2
Cui, Zhenyu
2
Fanelli, Viviana
2
Hilliard, Jimmy E.
2
Kwok, Yue-Kuen
2
Wang, Huamao
2
Wang, Xingchun
2
Wu, Ting-pin
2
Yang, Zhaojun
2
Ali Ahmed, Huson Joher
1
An, Yunbi
1
Anh Ngoc Lai
1
Antonelli, Fabio
1
Aramonte, Sirio
1
Bakshi, Gurdip S.
1
Balter, Anne G.
1
Bao, Qunfang
1
Blake, David
1
Boudreault, Mathieu
1
Brorsen, B. Wade
1
Bégin, Jean-François
1
Börger, Reik H.
1
Cairns, Andrew
1
Cartea, Álvaro
1
Chabi-yo, Fousseni
1
Chang, Bo Young
1
Chang, Carolyn C. W.
1
Chang, Jack S. K.
1
Chen, Pengzhan
1
Chen, Zhanyu
1
Christoffersen, Peter F.
1
Chung, Shing Fung
1
Coqueret, Guillaume
1
Cornew, Ronald W.
1
Crowson, Lawrence D.
1
Dai, Tian-Shyr
1
Daigler, Robert T.
1
Dalla Valle, Luciana
1
Dawson, Paul
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of futures markets
International journal of theoretical and applied finance
84
Applied mathematical finance
41
Insurance / Mathematics & economics
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Finance and stochastics
39
Journal of banking & finance
34
Quantitative finance
33
International review of financial analysis
32
Journal of economic dynamics & control
31
International journal of financial engineering
29
Review of derivatives research
29
The journal of computational finance
28
The North American journal of economics and finance : a journal of financial economics studies
24
Energy economics
21
Journal of mathematical finance
19
Finance research letters
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Research paper series / Swiss Finance Institute
15
Economic modelling
14
Journal of risk and financial management : JRFM
14
The European journal of finance
14
Annals of finance
13
Applied economics letters
13
International review of economics & finance : IREF
13
Mathematics and financial economics
13
Risks : open access journal
13
SpringerLink / Bücher
13
Journal of financial economics
11
Asia-Pacific financial markets
10
The journal of finance : the journal of the American Finance Association
10
Annals of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
The handbook of commodity investing
9
Computational economics
8
Operations research letters
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Wiley finance series
8
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
76
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
2
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
3
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
4
Pricing of variance
swap
rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
5
Default probability estimation via pair copula constructions
Dalla Valle, Luciana
;
De Giuli, Maria Elena
;
Tarantola, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
Saved in:
6
Stable distributions, futures prices, and the measurement of trading performance
Cornew, Ronald W.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 531-557
Persistent link: https://www.econbiz.de/10001082393
Saved in:
7
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
8
Pricing a class of American and European path dependent securities
Hilliard, Jimmy E.
;
Kau, James B.
;
Keenan, Donald C.
; …
- In:
Management science : journal of the Institute for …
41
(
1995
)
12
,
pp. 1892-1899
Persistent link: https://www.econbiz.de/10001196045
Saved in:
9
Variance
swap
with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
Saved in:
10
Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul
;
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 757-774
Persistent link: https://www.econbiz.de/10003900592
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->