//--> //--> //--> //-->
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"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
Portfolio selection
Derivative
32
Credit risk
19
Kreditrisiko
19
Theorie
18
Theory
18
Credit derivative
9
Kreditderivat
9
Financial analysis
6
Finanzanalyse
6
Collateral
5
Insolvency
5
Insolvenz
5
Kreditsicherung
5
Multivariate Verteilung
5
Multivariate distribution
5
Asset-Backed Securities
4
Asset-backed securities
4
Financial services
4
Finanzdienstleistung
4
Optionspreistheorie
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
Portfolio-Management
3
Risiko
3
Risk
3
Volatility
3
Volatilität
3
Zins
3
Zinsderivat
3
copulas
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
32
Language
All
English
32
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
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
Vidozzi, Luca
1
more ...
less ...
Published in...
All
The journal of credit risk : published quarterly by Incisive Media
The journal of futures markets
384
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
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
International review of financial analysis
64
The European journal of finance
62
Applied financial economics
61
Finance research letters
61
International review of economics & finance : IREF
60
Quantitative finance
59
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
39
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Journal of economic dynamics & control
38
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Review of quantitative finance and accounting
36
Research in international business and finance
33
Economic modelling
32
Journal of securities operations & custody
32
Risks : open access journal
32
The journal of structured finance
31
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
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...
//-->