//--> //--> //--> //-->
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:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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
Das Reportgeschäft
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
Portfolio selection
Portfolio-Management
Derivative
33
Credit risk
20
Kreditrisiko
20
Theorie
18
Theory
18
Credit derivative
10
Kreditderivat
10
Financial analysis
6
Finanzanalyse
6
Collateral
5
Insolvency
5
Insolvenz
5
Kreditsicherung
5
Multivariate Verteilung
5
Multivariate distribution
5
Optionspreistheorie
5
Asset-Backed Securities
4
Asset-backed securities
4
Financial services
4
Finanzdienstleistung
4
Risikomanagement
4
Risk management
4
Securitization
4
Verbriefung
4
counterparty credit risk
4
Interest rate
3
Interest rate derivative
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risiko
3
Risk
3
Volatility
3
Volatilität
3
Yield curve
3
Zins
3
Zinsderivat
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
33
Language
All
English
33
Author
All
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
1
Bernis, Guillaume
1
Bielecki, Tomasz R.
1
Breton, Michèle
1
Burgard, Christoph
1
C̆erný, Jakub
1
DaGraca, Julio
1
Ehrhardt, Matthias
1
Fenger, Christian
1
Fernández Muñoz de Morales, Alberto
1
Gatarek, Dariusz
1
Gouriéroux, Christian
1
Gunnesson, C. Johan
1
Harris, Geoffrey R.
1
Herbertsson, Alexander
1
Jabłecki, Juliusz
1
Kamra, Abhinav
1
Koziol, Christian
1
Kratochwill, Michael
1
Mahfoudhi, Ridha
1
Marzouk, Oussama
1
Mashele, Phillip
1
Mi, Yanhui
1
Monfort, Alain
1
Parnes, Dror
1
Rathgeber, Andreas W.
1
Saunders, David M.
1
Schön, Thomas
1
Turnbull, Stuart M.
1
Umeorah, Nneka
1
Vanini, Paolo
1
Vidozzi, Andrea
1
more ...
less ...
Published in...
All
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
120
Applied mathematical finance
79
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
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Finance research letters
64
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Quantitative finance
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
Economic modelling
33
Research in international business and finance
33
Journal of securities operations & custody
32
Risks : open access journal
32
International journal of financial engineering
31
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
2
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
3
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:
4
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
5
Collateral and credit issues in derivatives pricing
Hull, John
;
White, Alan
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010426470
Saved in:
6
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Saved in:
7
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:
8
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->