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~isPartOf:"International journal of theoretical and applied finance"
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Credit risk
108
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Brigo, Damiano
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International journal of theoretical and applied finance
IMF Staff Country Reports
663
Journal of banking & finance
497
IMF Working Papers
446
Journal of financial stability
182
Finance research letters
176
The journal of credit risk : published quarterly by Incisive Media
167
NBER working paper series
161
Working paper / National Bureau of Economic Research, Inc.
138
IMF working papers
130
International review of financial analysis
124
NBER Working Paper
123
The journal of fixed income
122
Working paper series / European Central Bank
120
Journal of financial economics
119
Journal of risk management in financial institutions
118
Discussion papers / CEPR
110
Discussion paper / Centre for Economic Policy Research
101
Finance and economics discussion series
99
International review of economics & finance : IREF
96
Journal of international financial markets, institutions & money
95
European journal of operational research : EJOR
94
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92
The journal of risk model validation
92
Discussion paper
90
ECB Working Paper
89
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89
IMF country report
88
Risks : open access journal
87
MPRA Paper
84
Journal of financial services research : JFSR
77
Research in international business and finance
77
Review of quantitative finance and accounting
77
Journal of financial intermediation
75
Applied economics
74
The journal of corporate finance : contracting, governance and organization
74
Management science : journal of the Institute for Operations Research and the Management Sciences
73
Research paper series / Swiss Finance Institute
73
Applied economics letters
72
Journal of international money and finance
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ECONIS (ZBW)
108
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
10
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
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