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~isPartOf:"International journal of theoretical and applied finance"
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Credit risk
108
Kreditrisiko
108
Theorie
78
Theory
78
Derivat
43
Derivative
43
Option pricing theory
33
Optionspreistheorie
33
Credit derivative
27
Kreditderivat
27
Stochastic process
27
Stochastischer Prozess
27
Portfolio selection
21
Portfolio-Management
21
Financial services
19
Finanzdienstleistung
19
Insolvency
19
Insolvenz
19
Risikomanagement
17
Risk management
17
Yield curve
15
Zinsstruktur
15
Finanzmathematik
14
Mathematical finance
14
Swap
13
Collateral
11
Kreditsicherung
11
Credit
9
Kredit
9
Multivariate Verteilung
9
Multivariate distribution
9
Volatility
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Volatilität
9
Asset-Backed Securities
8
Asset-backed securities
8
Hedging
8
Markov chain
8
Markov-Kette
8
Risikomaß
7
Risk measure
7
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117
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123
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123
Collection of articles of several authors
6
Sammelwerk
6
Konferenzschrift
3
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English
123
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Brigo, Damiano
8
Jeanblanc, Monique
5
Rutkowski, Marek
5
Bielecki, Tomasz R.
3
Schmidt, Thorsten
3
Capponi, Agostino
2
Capriotti, Luca
2
Chellathurai, Thamayanthi
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
Feng, Qian
2
Frittelli, Marco
2
Hainaut, Donatien
2
Korn, Ralf
2
Lim, Kian-Guan
2
Mai, Jan-Frederik
2
Muliere, Pietro
2
Nishihara, Michi
2
Pallavicini, Andrea
2
Papatheodorou, Vasileios
2
Pede, Nicola
2
Scherer, Matthias
2
Shibata, Takashi
2
Walker, Michael B.
2
Abid, Fathi
1
Albanese, Claudio
1
Alfonsi, Aurélien
1
Alstrom, Preben
1
Amerio, Emanuele
1
Amini, Hamed
1
Ammann, Manuel
1
Anderluh, J. H. M.
1
Andersen, Leif B. G.
1
Astic, Fabian
1
Banerjee, Tamal
1
Benth, Fred Espen
1
Bhuruth, Muddun
1
Bissiri, Matteo
1
Blanchet-Scalliet, Christophette
1
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Institution
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Published in...
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International journal of theoretical and applied finance
Journal of banking & finance
477
IMF Staff Country Reports
188
Finance research letters
180
IMF Working Papers
180
The journal of credit risk : published quarterly by Incisive Media
167
Insurance / Mathematics & economics
166
Journal of financial stability
163
NBER working paper series
150
International review of financial analysis
127
Working paper / National Bureau of Economic Research, Inc.
125
The journal of fixed income
122
NBER Working Paper
121
Journal of financial economics
117
SpringerLink / Bücher
117
Journal of risk management in financial institutions
116
Working paper series / European Central Bank
114
Discussion paper / Centre for Economic Policy Research
111
Discussion papers / CEPR
107
European journal of operational research : EJOR
99
Finance and economics discussion series
95
Risks : open access journal
95
International review of economics & finance : IREF
93
The journal of risk model validation
92
IMF working papers
86
Journal of international financial markets, institutions & money
86
Discussion paper
83
Economic modelling
83
Research paper series / Swiss Finance Institute
83
ECB Working Paper
82
Review of quantitative finance and accounting
79
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
Research in international business and finance
73
The European journal of finance
72
Management science : journal of the Institute for Operations Research and the Management Sciences
71
Discussion paper / Tinbergen Institute
70
The journal of structured finance
70
Journal of financial intermediation
69
Journal of economic dynamics & control
68
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ECONIS (ZBW)
123
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1
An improved Markov chain approximation methodology : derivatives pricing and model calibration
Lo, Chia Chun
;
Skindilias, Konstantinos
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010498837
Saved in:
2
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette
;
Chevalier, Etienne
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
Saved in:
3
An empirical approach to financial crisis indicators based on random matrices
Douady, Raphaël
;
Kornprobst, Antoine
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011889477
Saved in:
4
Special issue on Barcelona workshop on mathematical finance
Corcuera, José Manuel
(
ed.
);
Schoutens, Wim
(
ed.
); …
-
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
-
2018
Persistent link: https://www.econbiz.de/10011894050
Saved in:
5
Computation of Greeks for jump-diffusion models
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed Lalaoui Ben
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403918
Saved in:
6
Proceedings of the Conference on "Application of Physics in Financial Analysis" : held in Dublin (15 - 17 July 1999) ; special issue
Bouchaud, Jean-Philippe
(
contributor
); …
-
Conference on Applications of Physics in Financial …
-
2000
Persistent link: https://www.econbiz.de/10001522879
Saved in:
7
Econophysics : what can physicists contribute to economics?
Stanley, H. Eugene
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 335-346
Persistent link: https://www.econbiz.de/10001522881
Saved in:
8
Balayage monotonous risk measures
Leitner, Johannes
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 887-900
Persistent link: https://www.econbiz.de/10002420730
Saved in:
9
An empirical study on the statistical properties of Romanian emerging stock market RASDAQ
Gligor, Mircea
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 723-739
Persistent link: https://www.econbiz.de/10002200662
Saved in:
10
On the penalty function and on continuity properties of risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10008908375
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