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~isPartOf:"International journal of theoretical and applied finance"
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Credit risk
108
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Brigo, Damiano
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International journal of theoretical and applied finance
SpringerLink / Bücher
995
Journal of banking & finance
556
Europäische Hochschulschriften / 5
401
NBER working paper series
354
Working paper / National Bureau of Economic Research, Inc.
350
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257
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244
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Finance research letters
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227
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180
Journal of financial stability
177
ifo Schnelldienst
173
Journal of financial economics
157
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The journal of fixed income
147
International review of financial analysis
143
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142
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135
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133
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130
The review of financial studies
129
Finance and economics discussion series
123
Journal of risk management in financial institutions
122
Research
120
Journal of international financial markets, institutions & money
114
European journal of operational research : EJOR
109
International review of economics & finance : IREF
109
Lehrbuch
108
Working paper
108
ECB Working Paper
107
CESifo working papers
101
Research in international business and finance
100
The journal of corporate finance : contracting, governance and organization
98
The journal of risk model validation
98
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ECONIS (ZBW)
109
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1
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
2
Collateralized CVA valuation with rating triggers and credit migrations
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009748715
Saved in:
3
Numerical procedures for a wrong way risk model with lognormal Hazard rates and Gaussian interest rates
Ng, Leslie
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010243617
Saved in:
4
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:
5
Credit risk valuation with rating transitions and partial information
Hainaut, Donatien
;
Robert, Christian Yann
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010498847
Saved in:
6
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
7
A Merton-model approach to assessing the default risk of UK public companies
Tudela, M.
;
Young, G.
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 737-762
Persistent link: https://www.econbiz.de/10003133866
Saved in:
8
Optimal credit ratings
Herzog, Sebastian
;
Koziol, Christian
;
Thabe, Tim
- In:
International journal of theoretical and applied finance
11
(
2008
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003703075
Saved in:
9
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:
10
Pricing equations in jump-to-default models
Dyrssen, Hannah
;
Ekström, Erik
;
Tysk, Johan
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010364757
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