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~isPartOf:"International journal of theoretical and applied finance"
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Credit risk
108
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108
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74
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41
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41
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34
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34
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Brigo, Damiano
8
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Rutkowski, Marek
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Bielecki, Tomasz R.
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Kwok, Yue-Kuen
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Lo, C. F.
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Mai, Jan-Frederik
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Muliere, Pietro
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Nishihara, Michi
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Pallavicini, Andrea
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International journal of theoretical and applied finance
Journal of banking & finance
542
IMF Working Papers
442
Finance research letters
290
IMF Staff Country Reports
216
NBER working paper series
194
The journal of fixed income
182
Journal of financial stability
170
Journal of financial economics
166
The journal of credit risk : published quarterly by Incisive Media
165
International review of financial analysis
161
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
144
Working paper series / European Central Bank
132
International review of economics & finance : IREF
130
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128
Journal of risk management in financial institutions
121
Journal of international financial markets, institutions & money
119
IMF working papers
118
Research in international business and finance
114
Finance and economics discussion series
112
Discussion paper / Centre for Economic Policy Research
109
Management science : journal of the Institute for Operations Research and the Management Sciences
102
Risks : open access journal
100
Economic modelling
98
Discussion paper
97
The journal of corporate finance : contracting, governance and organization
97
Pacific-Basin finance journal
96
European journal of operational research : EJOR
95
Research paper series / Swiss Finance Institute
92
Journal of international money and finance
91
Review of quantitative finance and accounting
90
The North American journal of economics and finance : a journal of financial economics studies
90
Applied economics
89
Applied economics letters
88
The journal of risk model validation
88
The European journal of finance
85
Working paper
84
ECB Working Paper
82
The review of financial studies
82
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ECONIS (ZBW)
122
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1
An extension of the Brody-Hughston-Macrina approach to modeling of defaultable
bonds
Rutkowski, Marek
;
Yu, Nannan
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 557-589
Persistent link: https://www.econbiz.de/10003463472
Saved in:
2
CoCo
bonds
pricing with credit and equity calibrated first-passage firm value models
Brigo, Damiano
;
Garcia, João
;
Pede, Nicola
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403242
Saved in:
3
Defaultable
bonds
as Asian options
Buffet, Emmanuel
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 571
Persistent link: https://www.econbiz.de/10001524455
Saved in:
4
Constant maturity treasury convexity correction
Pucci, Mario
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010498821
Saved in:
5
Information and optimal investment in defaultable assets
Di Nunno, Giulia
;
Sjursen, Steffen
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010498826
Saved in:
6
Stress testing the resilience of financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
Saved in:
7
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
8
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:
9
Recursive Bayesian estimation in forward price models implied by fair pricing
El Qalli, Yassine
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 301-333
Persistent link: https://www.econbiz.de/10008860389
Saved in:
10
The wishart short rate model
Gnoatto, Alessandro
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706330
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