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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
495
Finance research letters
181
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial stability
164
NBER working paper series
158
International journal of theoretical and applied finance
138
International review of financial analysis
134
The journal of fixed income
132
Journal of financial economics
129
Working paper / National Bureau of Economic Research, Inc.
125
NBER Working Paper
122
Working paper series / European Central Bank
122
Journal of risk management in financial institutions
119
Discussion papers / CEPR
115
International review of economics & finance : IREF
104
European journal of operational research : EJOR
101
Journal of international financial markets, institutions & money
95
Discussion paper / Centre for Economic Policy Research
94
Finance and economics discussion series
94
IMF working papers
89
The journal of risk model validation
89
Research paper series / Swiss Finance Institute
88
Risks : open access journal
87
Discussion paper
86
Economic modelling
84
Review of quantitative finance and accounting
80
Journal of financial services research : JFSR
79
Management science : journal of the Institute for Operations Research and the Management Sciences
79
The North American journal of economics and finance : a journal of financial economics studies
78
ECB Working Paper
77
The journal of corporate finance : contracting, governance and organization
77
The European journal of finance
74
Applied economics letters
73
SpringerLink / Bücher
73
Applied economics
72
Research in international business and finance
72
The journal of structured finance
72
Journal of financial intermediation
70
Journal of international money and finance
70
The journal of real estate finance and economics
70
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ECONIS (ZBW)
58
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1
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:
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
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:
4
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:
5
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:
6
Asset swaps with Asian-style payoffs
Chance, Don M.
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 64-77
Persistent link: https://www.econbiz.de/10001202803
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7
Hedging business cycle risk with macroeconomic swaps : some preliminary evidence
Bansal, Vipul K.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 50-58
Persistent link: https://www.econbiz.de/10001219482
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8
New approach to estimating VIX truncation errors using corridor variance swaps
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10011968667
Saved in:
9
The valuation of credit default
swap
options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
10
Pricing swaptions within an affine framework
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10001718682
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