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~isPartOf:"International journal of theoretical and applied finance"
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Credit risk
108
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International journal of theoretical and applied finance
Journal of banking & finance
576
Finance research letters
280
IMF Working Papers
232
IMF Staff Country Reports
220
NBER working paper series
199
International review of financial analysis
188
Journal of financial stability
186
The journal of credit risk : published quarterly by Incisive Media
181
Review of quantitative finance and accounting
177
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Journal of financial economics
156
NBER Working Paper
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147
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140
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International review of economics & finance : IREF
137
Research in international business and finance
135
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128
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127
Working paper series / European Central Bank
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124
Journal of international financial markets, institutions & money
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Journal of risk management in financial institutions
122
Review of accounting studies
121
IMF working papers
119
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117
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114
Management science : journal of the Institute for Operations Research and the Management Sciences
112
SpringerLink / Bücher
108
European journal of operational research : EJOR
105
Applied economics
103
Risks : open access journal
102
Discussion paper
98
The journal of risk model validation
98
Journal of business finance & accounting : JBFA
96
The European journal of finance
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Pacific-Basin finance journal
94
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ECONIS (ZBW)
109
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1
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
2
Collateralized CVA valuation with rating triggers and credit migrations
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009748715
Saved in:
3
Numerical procedures for a wrong way risk model with lognormal Hazard rates and Gaussian interest rates
Ng, Leslie
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010243617
Saved in:
4
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:
5
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:
6
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
7
Optimal credit ratings
Herzog, Sebastian
;
Koziol, Christian
;
Thabe, Tim
- In:
International journal of theoretical and applied finance
11
(
2008
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003703075
Saved in:
8
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:
9
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:
10
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
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