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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Asset-backed securities"
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Asset-backed securities
Derivat
Option pricing theory
Portfolio selection
Derivative
33
Credit risk
20
Kreditrisiko
20
Theorie
18
Theory
18
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10
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Aufsatz in Zeitschrift
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33
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Hull, John
2
Kjaer, Mats
2
Pykhtin, Michael
2
Rosen, Dan
2
Andersson, Andreas
1
Bansal, Matulya
1
Barone, Gaia
1
Ben-Abdallah, Ramzi
1
Benzschawel, Terry
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Bernis, Guillaume
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1
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Mahfoudhi, Ridha
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1
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The journal of credit risk : published quarterly by Incisive Media
The journal of futures markets
389
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Energy economics
122
Applied mathematical finance
80
The journal of finance : the journal of the American Finance Association
79
International review of financial analysis
72
Journal of financial economics
72
Review of derivatives research
68
Finance research letters
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Quantitative finance
63
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of computational finance
44
Applied economics letters
41
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Review of quantitative finance and accounting
36
Risks : open access journal
34
Economic modelling
33
Journal of securities operations & custody
33
Research in international business and finance
33
International journal of financial engineering
31
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ECONIS (ZBW)
33
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1
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:
2
Pricing synthetic CDO tranches in a model with default contagion using the matrix analytic approach
Herbertsson, Alexander
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
4
,
pp. 2-35
Persistent link: https://www.econbiz.de/10003806412
Saved in:
3
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:
4
An introduction to pricing correlation products using a pair-wise correlation matrix
Whitehill, Sam
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10003853302
Saved in:
5
Valuing CDOs of bespoke portfolios with implied multi-factor models
Rosen, Dan
;
Saunders, David M.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 3-36
Persistent link: https://www.econbiz.de/10003903232
Saved in:
6
CDO pricing with expected loss parametric interpolation
Bernis, Guillaume
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 71-87
Persistent link: https://www.econbiz.de/10003903244
Saved in:
7
Double-t copula pricing structured credit products : practical aspects of a trustworthy implementation
Vrins, Frédéric D.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 91-109
Persistent link: https://www.econbiz.de/10003903249
Saved in:
8
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:
9
The credit crunch of 2007 : what went wrong? ; why? ; what lessons can be learned?
Hull, John
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
2
,
pp. 3-18
Persistent link: https://www.econbiz.de/10003874101
Saved in:
10
Measuring and managing risk in innovative financial instruments
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
2
,
pp. 87-114
Persistent link: https://www.econbiz.de/10003874111
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