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~isPartOf:"International journal of theoretical and applied finance"
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Credit risk
108
Kreditrisiko
108
Theorie
73
Theory
73
Derivat
45
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45
Option pricing theory
30
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30
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Brigo, Damiano
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Rutkowski, Marek
5
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Capponi, Agostino
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Cialenco, Igor
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Muliere, Pietro
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Naifar, Nader
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Nishihara, Michi
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Pallavicini, Andrea
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Papatheodorou, Vasileios
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Pede, Nicola
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Scherer, Matthias
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Shibata, Takashi
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1
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International journal of theoretical and applied finance
Journal of banking & finance
585
IMF Staff Country Reports
359
IMF Working Papers
267
NBER working paper series
264
Working paper / National Bureau of Economic Research, Inc.
248
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
241
Finance research letters
216
NBER Working Paper
212
Journal of financial stability
189
Discussion paper / Centre for Economic Policy Research
181
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
181
Working paper series / European Central Bank
175
Discussion papers / CEPR
169
Journal of financial economics
169
The journal of credit risk : published quarterly by Incisive Media
167
MPRA Paper
156
Applied economics
150
ECB Working Paper
149
International review of financial analysis
144
European journal of operational research : EJOR
135
IMF working papers
135
Finance and economics discussion series
131
International review of economics & finance : IREF
126
The journal of fixed income
124
Discussion paper
121
Journal of risk management in financial institutions
119
Die Bank
114
Economic modelling
113
Economics letters
113
CESifo working papers
112
The journal of corporate finance : contracting, governance and organization
111
Management science : journal of the Institute for Operations Research and the Management Sciences
110
Applied economics letters
109
Journal of money, credit and banking : JMCB
109
The journal of finance : the journal of the American Finance Association
109
The review of financial studies
105
Journal of international financial markets, institutions & money
104
Working paper
102
Working Paper
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ECONIS (ZBW)
116
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1
On the
credit
risk of secured loans with maximum loan-to-value covenants
Astic, Fabian
;
Tourin, Agnès
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
Saved in:
2
Dangerous knowledge :
credit
value adjustment with
credit
triggers
Yi, Chuang
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 839-865
Persistent link: https://www.econbiz.de/10009381002
Saved in:
3
Special issue on
credit
correlation : life after copulas
Lipton, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003503331
Saved in:
4
Stochastic intensity modeling for structured
credit
exotics
Chapovsky, Alexander
;
Rennie, Andrew
;
Tavares, Pedro
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 633-652
Persistent link: https://www.econbiz.de/10003503353
Saved in:
5
PDE approach to the valuation and hedging of basket
credit
derivatives
Rutkowski, Marek
;
Yousiph, Khan
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1261-1285
Persistent link: https://www.econbiz.de/10003632076
Saved in:
6
On some inconsistencies in modeling
credit
portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
7
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
8
Modeling lifetime expected
credit
losses on bank loans
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012887420
Saved in:
9
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:
10
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
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