//--> //--> //-->
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:"International journal of theoretical and applied finance"
~person:"Zargari, B."
~subject:"CVA"
~subject:"Digitalisierung"
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
Objectives and Outcomes in Ris...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CVA
Digitalisierung
CDS
1
Counterparty credit risk
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Financial services
1
Finanzdienstleistung
1
Hedging
1
Kreditderivat
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Multivariate Verteilung
1
Multivariate distribution
1
Risikomanagement
1
Risk management
1
Theorie
1
Theory
1
dynamic hedging
1
wrong-way risk
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Zargari, B.
Bielecki, Tomasz R.
1
Crépey, S.
1
El Hajjaji, Omar
1
Jeanblanc, Monique
1
Li, Hui
1
Stein, Harvey J.
1
Subbotin, Alexander
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->