//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~person:"Scheicher, Martin"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Kreditsicherung
Risk measure
Kreditrisiko
127
Credit risk
122
Theorie
59
Theory
59
Kreditderivat
53
Credit derivative
52
Derivat
38
Swap
34
Kreditversicherung
21
Credit insurance
20
Yield curve
19
Zinsstruktur
19
Risikomanagement
18
Collateral
17
Welt
17
World
17
EU-Staaten
16
Risk management
16
Portfolio-Management
15
Anleihe
14
Bond
14
EU countries
14
Insolvency
14
Insolvenz
14
Optionspreistheorie
14
Portfolio selection
14
Option pricing theory
13
USA
12
Eurozone
11
Finanzkrise
11
Risiko
11
Risk
11
United States
11
Öffentliche Anleihe
11
Bank lending
10
Euro area
10
Financial crisis
10
Kreditgeschäft
10
more ...
less ...
Online availability
All
Free
14
Undetermined
7
Type of publication
All
Article
32
Book / Working Paper
23
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Working Paper
8
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Aufsatz im Buch
6
Book section
6
Aufsatzsammlung
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Guidebook
1
Ratgeber
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
Author
All
Fabozzi, Frank J.
Jarrow, Robert A.
Mayordomo, Sergio
Scheicher, Martin
Brigo, Damiano
30
Allen, David E.
18
Capponi, Agostino
18
Pallavicini, Andrea
18
Acharya, Viral V.
14
Härdle, Wolfgang
14
McAleer, Michael
14
Rösch, Daniel
14
Wang, Xingchun
14
Dionne, Georges
13
Powell, Robert
13
Heider, Florian
12
Ioannidou, Vasso
12
Ongena, Steven
12
Broll, Udo
11
Crépey, Stéphane
11
Gouriéroux, Christian
11
Hassani, Samir Saissi
11
Hoerova, Marie
11
Rutkowski, Marek
11
Phelan, Gregory
10
Roszbach, Kasper
10
Takahashi, Akihiko
10
Chan-Lau, Jorge A.
9
Choudhry, Moorad
9
Cont, Rama
9
Fermanian, Jean-David
9
Frame, W. Scott
9
Gorton, Gary
9
Gündüz, Yalın
9
Hamerle, Alfred
9
Pelizzon, Loriana
9
Schoutens, Wim
9
White, Alan
9
Berger, Allen N.
8
Bielecki, Tomasz R.
8
more ...
less ...
Published in...
All
The Frank J. Fabozzi series
4
Journal of empirical finance
3
Bundesbank Series 2 Discussion Paper
2
Financial markets and instruments
2
Journal / The Capco Institute : journal of financial transformation
2
The journal of fixed income
2
Working paper series / European Central Bank
2
Annual review of financial economics
1
Applied financial economics
1
Computational economics
1
Credit risk models and management
1
Discussion paper / Deutsche Bundesbank
1
ECB Working Paper
1
European financial management : the journal of the European Financial Management Association
1
Interest rate, term structure, and valuation modeling
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Johnson School Research Paper Series
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of financial engineering
1
Journal of financial intermediation
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Occasional paper series
1
Review of derivatives research
1
Risk assessment : decisions in banking and finance
1
SAFE working paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The handbook of European structured financial products
1
The handbook of fixed income securities
1
The handbook of municipal bonds
1
Working paper // Research program / School of Business, Queen's University
1
Working papers / Business economic series / Department of Business Administration
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
EconStor
1
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The handbook of stock index futures and options
Fabozzi, Frank J.
(
ed.
);
Kipnis, Gregory M.
(
contributor
)
-
1989
Persistent link: https://www.econbiz.de/10013548657
Saved in:
2
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
3
The anatomy of the euro area interest rate
swap
market
Fontana, Silvia Dalla
;
Holz auf der Heide, Marco
; …
-
2019
-
This version: June 2019
comprehensive analysis of the structure of the euro area interest rate
swap
(IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10012040065
Saved in:
4
The anatomy of the euro area interest rate
swap
market
Fontana, Silvia Dalla
;
Holz auf der Heide, Marco
; …
-
2019
comprehensive analysis of the structure of the euro area interest rate
swap
(IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10011975602
Saved in:
5
Using the lattice model to value forward start swaps and swaptions
Buetow, Gerald W.
;
Fabozzi, Frank J.
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 379-420)
.
2002
Persistent link: https://www.econbiz.de/10001734185
Saved in:
6
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
7
Credit derivatives primer
Fabozzi, Frank J.
;
Choudhry, Moorad
;
Anson, Mark J. P.
; …
- In:
The handbook of European structured financial products
,
(pp. 57-76)
.
2004
Persistent link: https://www.econbiz.de/10002010526
Saved in:
8
OTC equity derivatives
Collins, Bruce M.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763508
Saved in:
9
Property derivatives for managing European real-estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
European financial management : the journal of the …
16
(
2010
)
1
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003926684
Saved in:
10
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->