Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The performance of credit rati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
108
Kreditrisiko
108
Theorie
67
Theory
67
Derivat
40
Derivative
40
Option pricing theory
29
Optionspreistheorie
29
Credit derivative
27
Kreditderivat
27
Stochastic process
24
Stochastischer Prozess
24
Portfolio selection
21
Portfolio-Management
21
Financial services
19
Finanzdienstleistung
19
Insolvency
19
Insolvenz
19
Risikomanagement
17
Risk management
17
Yield curve
15
Zinsstruktur
15
Swap
13
Collateral
11
Kreditsicherung
11
Multivariate Verteilung
9
Multivariate distribution
9
Volatility
9
Volatilität
9
Asset-Backed Securities
8
Asset-backed securities
8
Credit
8
Hedging
8
Kredit
8
Credit rating
7
Kreditwürdigkeit
7
Markov chain
7
Markov-Kette
7
credit risk
7
CAPM
6
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
108
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
109
Aufsatz in Zeitschrift
109
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
109
Author
All
Brigo, Damiano
8
Jeanblanc, Monique
5
Rutkowski, Marek
5
Bielecki, Tomasz R.
3
Schmidt, Thorsten
3
Capponi, Agostino
2
Chellathurai, Thamayanthi
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
Feng, Qian
2
Hainaut, Donatien
2
Korn, Ralf
2
Lim, Kian-Guan
2
Mai, Jan-Frederik
2
Muliere, Pietro
2
Nishihara, Michi
2
Pallavicini, Andrea
2
Papatheodorou, Vasileios
2
Pede, Nicola
2
Scherer, Matthias
2
Shibata, Takashi
2
Walker, Michael B.
2
Abid, Fathi
1
Albanese, Claudio
1
Alfonsi, Aurélien
1
Amerio, Emanuele
1
Amini, Hamed
1
Ammann, Manuel
1
Anderluh, J. H. M.
1
Andersen, Leif B. G.
1
Astic, Fabian
1
Banerjee, Tamal
1
Bhuruth, Muddun
1
Bissiri, Matteo
1
Braouezec, Yann
1
Buescu, Cristin
1
Buffet, Emmanuel
1
Capriotti, Luca
1
Carmona, René
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of banking & finance
552
IMF Working Papers
223
IMF Staff Country Reports
217
Finance research letters
211
NBER working paper series
188
The journal of credit risk : published quarterly by Incisive Media
180
Journal of financial stability
175
Working paper / National Bureau of Economic Research, Inc.
166
The journal of fixed income
147
NBER Working Paper
146
Journal of financial economics
141
International review of financial analysis
138
Working paper series / European Central Bank
126
Journal of risk management in financial institutions
122
Discussion paper / Centre for Economic Policy Research
120
Finance and economics discussion series
119
Discussion papers / CEPR
115
The review of financial studies
111
Journal of international financial markets, institutions & money
107
ECB Working Paper
106
International review of economics & finance : IREF
106
European journal of operational research : EJOR
105
IMF working papers
103
The journal of risk model validation
98
The journal of corporate finance : contracting, governance and organization
96
Discussion paper
92
Management science : journal of the Institute for Operations Research and the Management Sciences
90
Risks : open access journal
88
Working papers / Federal Reserve Bank of Philadelphia, Research Department
88
Review of quantitative finance and accounting
87
The journal of real estate finance and economics
87
Economic modelling
86
Journal of financial services research : JFSR
86
Applied economics
85
The European journal of finance
85
Die Bank
84
Journal of financial intermediation
84
The journal of structured finance
84
SpringerLink / Bücher
83
more ...
less ...
Source
All
ECONIS (ZBW)
109
Showing
1
-
10
of
109
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
