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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
~subject:"Digitalisierung"
~subject:"Financial services"
~subject:"Risikomaß"
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International journal of theoretical and applied finance
Journal of risk management in financial institutions
111
Insurance / Mathematics & economics
104
Journal of banking & finance
102
Risks : open access journal
95
Finance research letters
76
The journal of operational risk
76
European journal of operational research : EJOR
63
SpringerLink / Bücher
61
Technological forecasting & social change : an international journal
60
Springer eBook Collection
56
Journal of risk
52
Journal of risk and financial management : JRFM
50
International review of financial analysis
41
IMF Staff Country Reports
40
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37
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37
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34
The North American journal of economics and finance : a journal of financial economics studies
31
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Risiko-Manager
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Wiley finance series
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International review of economics & finance : IREF
25
Journal of business research : JBR
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International journal of economics and financial issues : IJEFI
23
Journal of financial stability
23
Journal of securities operations & custody
23
Technovation : the international journal of technological innovation, entrepreneurship and technology management
23
Discussion paper / Tinbergen Institute
22
Research in international business and finance
22
The journal of credit risk : published quarterly by Incisive Media
22
Discussion paper
21
Research paper series / Swiss Finance Institute
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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The European journal of finance
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Applied economics letters
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Cogent economics & finance
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ECONIS (ZBW)
28
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1
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
2
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
3
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
4
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
5
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
Saved in:
6
A remark concerning Value-at-Risk
Novak, Serguei Y.
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 507-515
Persistent link: https://www.econbiz.de/10008905058
Saved in:
7
The VAR at risk
Galichon, Alfred
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 503-506
Persistent link: https://www.econbiz.de/10008905066
Saved in:
8
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
9
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
10
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
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