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~isPartOf:"International journal of theoretical and applied finance"
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Credit risk
108
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32
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Brigo, Damiano
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Kwok, Yue-Kuen
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International journal of theoretical and applied finance
Journal of banking & finance
691
NBER working paper series
433
Working paper / National Bureau of Economic Research, Inc.
369
IMF Working Papers
361
Finance research letters
349
NBER Working Paper
341
Journal of financial economics
311
IMF Staff Country Reports
303
International review of financial analysis
233
Journal of financial stability
223
Discussion paper / Centre for Economic Policy Research
213
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The review of financial studies
189
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International review of economics & finance : IREF
177
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176
The journal of credit risk : published quarterly by Incisive Media
173
MPRA Paper
169
Journal of international financial markets, institutions & money
166
ECB Working Paper
159
Finance and economics discussion series
159
The journal of fixed income
158
Applied economics
151
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148
Economic modelling
146
Research in international business and finance
145
The journal of corporate finance : contracting, governance and organization
145
Discussion paper
140
Management science : journal of the Institute for Operations Research and the Management Sciences
137
The journal of finance : the journal of the American Finance Association
136
Journal of risk management in financial institutions
132
Pacific-Basin finance journal
132
European journal of operational research : EJOR
130
Review of quantitative finance and accounting
129
Journal of economic dynamics & control
126
Applied economics letters
125
The European journal of finance
124
Research paper series / Swiss Finance Institute
123
The journal of real estate finance and economics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
5
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
Saved in:
6
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:
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
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:
9
Partial information and hazard process
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 807-838
Persistent link: https://www.econbiz.de/10003133887
Saved in:
10
The forward PDE for European options on stocks with fixed fractional jumps
Carr, Peter
;
Javaheri, Alireza
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 239-253
Persistent link: https://www.econbiz.de/10002679581
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