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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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29
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Brigo, Damiano
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Rutkowski, Marek
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International journal of theoretical and applied finance
Journal of banking & finance
489
IMF Staff Country Reports
346
IMF Working Papers
249
Finance research letters
205
Journal of financial stability
171
The journal of credit risk : published quarterly by Incisive Media
167
NBER working paper series
131
International review of financial analysis
126
Journal of financial economics
123
The journal of fixed income
122
Journal of risk management in financial institutions
119
Working paper series / European Central Bank
116
Discussion papers / CEPR
111
Journal of international financial markets, institutions & money
103
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
101
International review of economics & finance : IREF
100
IMF working papers
99
Finance and economics discussion series
96
MPRA Paper
92
The journal of risk model validation
92
European journal of operational research : EJOR
91
Research in international business and finance
91
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88
Discussion paper / Centre for Economic Policy Research
86
Discussion paper
85
Risks : open access journal
84
Economic modelling
83
Research paper series / Swiss Finance Institute
78
Review of quantitative finance and accounting
77
Journal of financial services research : JFSR
75
The journal of corporate finance : contracting, governance and organization
75
Applied economics
73
The European journal of finance
73
Journal of financial intermediation
72
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Journal of international money and finance
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
69
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ECONIS (ZBW)
108
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1
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:
2
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
Saved in:
3
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
4
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
5
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique
;
Mastrolia, Thibaut
;
Possamai͏̈, Dylan
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011404177
Saved in:
6
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
Saved in:
7
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:
8
Reinforced urn processes for modeling credit default distribution
Amerio, Emanuele
;
Muliere, Pietro
;
Secchi, Piercesare
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 407-423
Persistent link: https://www.econbiz.de/10002108791
Saved in:
9
The determinants of credit default swap rates : an explanatory study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10003285866
Saved in:
10
An infinite factor model for credit risk
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10003285916
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