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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Kredit"
~subject:"Swap"
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Kredit
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13
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
72
International journal of theoretical and applied finance
51
NBER working paper series
35
International review of financial analysis
34
Journal of financial economics
34
Discussion papers / CEPR
33
Finance research letters
27
NBER Working Paper
27
Research paper series / Swiss Finance Institute
27
The journal of fixed income
26
Working paper / National Bureau of Economic Research, Inc.
26
Applied mathematical finance
24
Journal of international financial markets, institutions & money
23
Working paper series / European Central Bank
23
International review of economics & finance : IREF
22
The journal of corporate finance : contracting, governance and organization
22
The journal of financial crises
22
The journal of futures markets
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Applied economics
17
Applied economics letters
17
Journal of financial and quantitative analysis : JFQA
17
The journal of computational finance
17
Working papers / Bank for International Settlements
17
Economic modelling
16
Journal of financial services research : JFSR
16
Journal of international money and finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Review of derivatives research
16
Staff working papers / Bank of England
16
The European journal of finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Economics letters
15
Finance and economics discussion series
15
Research in international business and finance
15
Discussion paper / Centre for Economic Policy Research
14
European journal of operational research : EJOR
14
Review of quantitative finance and accounting
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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1
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
2
Interest rate
swap
credit valuation adjustment
Černý, Jakub
;
Witzany, Jiří
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011404521
Saved in:
3
Recent advances in default
swap
valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
Saved in:
4
Digital premium
Berd, Arthur M.
;
Kapoor, Vivek
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 66-76
Persistent link: https://www.econbiz.de/10001770081
Saved in:
5
Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Saved in:
6
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
7
On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
8
An efficient algorithm for basket default
swap
valuation
Chiang, Mi-hsiu
;
Yueh, Meng-lan
;
Hsieh, Ming-hua
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 8-19
Persistent link: https://www.econbiz.de/10003673297
Saved in:
9
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
10
A comparison of Markov-functional and market models : the one-dimensional case
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 22-43
Persistent link: https://www.econbiz.de/10003299540
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