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~isPartOf:"International journal of theoretical and applied finance"
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CDO valuation
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Theorie
109
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109
Credit risk
108
Kreditrisiko
108
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80
Option pricing theory
62
Optionspreistheorie
62
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48
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190
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Brigo, Damiano
8
Jeanblanc, Monique
7
Rutkowski, Marek
5
Bielecki, Tomasz R.
4
Cialenco, Igor
3
Elliott, Robert J.
3
Fabozzi, Frank J.
3
Frahm, Gabriel
3
Hughston, Lane P.
3
Jarrow, Robert A.
3
Pallavicini, Andrea
3
Runggaldier, Wolfgang J.
3
Schmidt, Thorsten
3
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Capponi, Agostino
2
Chellathurai, Thamayanthi
2
Crépey, S.
2
Crépey, Stéphane
2
Errunza, Vihang R.
2
Feng, Qian
2
Frey, Rüdiger
2
Galagedera, Don U. A.
2
Gapeev, Pavel V.
2
Hainaut, Donatien
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Hui, Cho H.
2
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2
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2
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2
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2
Lo, C. F.
2
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2
Mai, Jan-Frederik
2
Muliere, Pietro
2
Nishihara, Michi
2
Ong, Seow-eng
2
Papatheodorou, Vasileios
2
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2
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2
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International journal of theoretical and applied finance
Journal of banking & finance
773
NBER working paper series
679
Working paper / National Bureau of Economic Research, Inc.
633
NBER Working Paper
517
Journal of financial economics
461
Finance research letters
400
The journal of finance : the journal of the American Finance Association
378
The review of financial studies
308
The journal of structured finance
286
International review of financial analysis
260
Discussion paper / Centre for Economic Policy Research
253
Journal of economic dynamics & control
234
Journal of empirical finance
217
IMF Working Papers
216
Management science : journal of the Institute for Operations Research and the Management Sciences
213
IMF Staff Country Reports
206
SpringerLink / Bücher
206
Working paper
201
International review of economics & finance : IREF
193
Applied economics
191
Economics letters
191
Journal of financial stability
188
Research paper series / Swiss Finance Institute
187
The journal of fixed income
187
Journal of international financial markets, institutions & money
182
The journal of credit risk : published quarterly by Incisive Media
181
Discussion papers / CEPR
180
Finance and economics discussion series
180
Economic modelling
176
The journal of real estate finance and economics
172
Pacific-Basin finance journal
171
Journal of financial and quantitative analysis : JFQA
170
Review of quantitative finance and accounting
170
MPRA Paper
168
The European journal of finance
161
IZA Discussion Papers
155
The North American journal of economics and finance : a journal of financial economics studies
155
European journal of operational research : EJOR
152
Journal of international money and finance
152
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ECONIS (ZBW)
190
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Behavioral value adjustements
Bissiri, Matteo
;
Cogo, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
Saved in:
3
Exact pricing asymptotics of investment-grade tranches of synthetic CDO's : a large homogeneous pool
Sowers, R. B.
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 367-401
Persistent link: https://www.econbiz.de/10008904367
Saved in:
4
Relating top-down with bottom-up approaches in the
evaluation
of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
5
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
6
Pricing credit risk of asset-backed
securitization
bonds in Singapore
Sing, Tien-foo
;
Ong, Seow-eng
;
Fan, Gang-Zhi
;
Lim, Kian-Guan
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 321-338
Persistent link: https://www.econbiz.de/10002893277
Saved in:
7
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
8
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
9
A non-homogeneous semi-Markov reward model for the credit spread computation
D'Amico, Guglielmo
;
Janssen, Jacques
;
Manca, Raimondo
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 221-238
Persistent link: https://www.econbiz.de/10008992173
Saved in:
10
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
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