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~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of fixed income"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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Kreditrisiko
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Takahashi, Akihiko
2
Adelson, Mark H.
1
Arai, Takuji
1
Bhar, Ramaprasad
1
Bieri, David S.
1
Bomfim, Antúlio N.
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Burro, Giacomo
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Byström, Hans
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International journal of financial engineering
The journal of fixed income
International journal of theoretical and applied finance
69
Journal of banking & finance
51
The journal of futures markets
51
Review of derivatives research
33
International review of economics & finance : IREF
30
Applied mathematical finance
28
Quantitative finance
28
European journal of operational research : EJOR
25
Finance research letters
24
Journal of financial economics
23
The journal of credit risk : published quarterly by Incisive Media
22
The North American journal of economics and finance : a journal of financial economics studies
20
International review of financial analysis
19
Energy economics
18
Journal of mathematical finance
18
The European journal of finance
17
Finance and stochastics
16
The journal of computational finance
16
The journal of derivatives : JOD
16
Journal of economic dynamics & control
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Risks : open access journal
15
Journal of risk management in financial institutions
14
NBER working paper series
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of financial markets
13
SpringerLink / Bücher
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Finance and economics discussion series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER Working Paper
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Finanzmarkt und Portfolio-Management
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Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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Working paper / National Bureau of Economic Research, Inc.
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Insurance / Mathematics & economics
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Journal of empirical finance
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ECONIS (ZBW)
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1
Is jump risk in iTraxx sector indices diversifiable?
Bhar, Ramaprasad
;
Wang, Peipei
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 42-56
Persistent link: https://www.econbiz.de/10003729810
Saved in:
2
Modeling simultaneous defaults : a top-down approach
Kunisch, Michael
;
Uhrig-Homburg, Marliese
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
Saved in:
3
Replicating bond indices with liquid derivatives
Dynkin, Lev
;
Gould, Anthony
;
Konstantinovsky, Vadim
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10003339347
Saved in:
4
Credit default swap auctions and price discovery
Helwege, Jean
;
Maurer, Samuel
;
Sarkar, Asani
;
Wang, Yuan
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
Saved in:
5
Margin setting in credit derivatives clearing houses
Byström, Hans
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 37-43
Persistent link: https://www.econbiz.de/10003970351
Saved in:
6
Do we need to worry about credit risk correlation?
Elizalde, Abel
- In:
The journal of fixed income
15
(
2005
)
3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10003303937
Saved in:
7
Estimating the exposures of major financial institutions to the global credit risk transfer market : are they slicing the risks or dicing with danger?
Chan-Lau, Jorge A.
;
Ong, Li Lian
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 90-99
Persistent link: https://www.econbiz.de/10003687375
Saved in:
8
Measuring the credit risk of synthetic CDOs with CDS-implied ratings
Hamilton, David T.
;
Choi, Yukyung
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10003875978
Saved in:
9
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
10
Static models of central counterparty risk
Ghamami, Samim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011333478
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