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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Derivative"
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Andersson, Andreas
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
International journal of theoretical and applied finance
51
Journal of banking & finance
35
Review of derivatives research
19
The journal of fixed income
19
The journal of computational finance
15
Journal of financial economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied mathematical finance
12
Finance and economics discussion series
11
International review of financial analysis
11
Journal of risk management in financial institutions
11
The journal of financial market infrastructures
11
The journal of futures markets
11
European journal of operational research : EJOR
10
International review of economics & finance : IREF
10
Wiley finance series
10
Quantitative finance
9
SpringerLink / Bücher
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Credit derivatives : the definitive guide
8
Finance research letters
8
Journal of financial intermediation
8
Journal of mathematical finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Wiley finance
8
Applied economics letters
7
Discussion paper
7
Finance and stochastics
7
Journal of empirical finance
7
Journal of securities operations & custody
7
NBER working paper series
7
Research paper series / Swiss Finance Institute
7
Risks : open access journal
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Working paper series
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Computational economics
6
International journal of financial engineering
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Journal of economic dynamics & control
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Journal of financial markets
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ECONIS (ZBW)
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1
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
2
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
Saved in:
3
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
4
Counterparty risk and counterparty choice in the credit default
swap
market
Du, Wenxin
;
Gadgil, Salil
;
Gordy, Michael B.
;
Vega, Clara
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3808-3826
Persistent link: https://www.econbiz.de/10014552008
Saved in:
5
A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds
Bielecki, Tomasz R.
;
Vidozzi, Andrea
;
Vidozzi, Luca
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10003745400
Saved in:
6
The systematic and idiosyncratic modules of bankruptcy risk
Parnes, Dror
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10003853282
Saved in:
7
Pricing counterparty risk at the trade level and credit valuation adjustment allocations
Pykhtin, Michael
;
Rosen, Dan
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
4
,
pp. 3-38
Persistent link: https://www.econbiz.de/10008807742
Saved in:
8
Selecting credit portfolios for collateralized loan obligation transactions : a heuristic algorithm
Westerfeld, Simone
;
Weber, Frithjof
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 65-82
Persistent link: https://www.econbiz.de/10003927494
Saved in:
9
Credit-migration risk modeling
Andersson, Andreas
;
Vanini, Paolo
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10003965004
Saved in:
10
A generalized credit value adjustment
Kjaer, Mats
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10009010628
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