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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
NBER working paper series
76
Working paper / National Bureau of Economic Research, Inc.
71
NBER Working Paper
56
Discussion paper / Centre for Economic Policy Research
44
The review of financial studies
40
Journal of banking & finance
37
Journal of financial economics
37
Untersuchungen über das Spar-, Giro- und Kreditwesen / B
37
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
30
Discussion papers / CEPR
29
IMF working papers
27
Betriebs-Berater : BB
26
Journal of securities operations & custody
26
Journal of money, credit and banking : JMCB
24
Die Bank
23
ECB Working Paper
22
The journal of finance : the journal of the American Finance Association
21
Working paper series / European Central Bank
21
Finance and economics discussion series
19
Journal of economic theory
19
RIETI discussion paper series
19
Review of economic dynamics
18
Journal of economic dynamics & control
17
Recht der internationalen Wirtschaft : RIW ; Betriebs-Berater international
16
Research paper series / Swiss Finance Institute
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
The journal of structured finance
15
CFS working paper series
14
The journal of credit risk : published quarterly by Incisive Media
14
Working paper
14
CESifo working papers
13
Discussion paper
13
Economic theory : official journal of the Society for the Advancement of Economic Theory
13
International review of economics & finance : IREF
13
Journal of financial stability
13
Journal of monetary economics
13
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
13
Economics letters
12
FEDS Working Paper
12
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ECONIS (ZBW)
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1
Empirical copulas for CDO trance pricing using relative entropy
Dempster, Michael A. H.
;
Medova, Elena A.
;
Yang, Seung W.
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 679-701
Persistent link: https://www.econbiz.de/10003503370
Saved in:
2
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:
3
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:
4
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:
5
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:
6
On the credit risk of secured loans with maximum loan-to-value covenants
Astic, Fabian
;
Tourin, Agnès
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
Saved in:
7
Contagion effects and collateralized credit value adjustments for credit default swaps
Frey, Rüdiger
;
Rösler, Lars
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498864
Saved in:
8
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:
9
Fair bilateral prices in Bergman’s model with exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404379
Saved in:
10
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
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