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
~person:"Capponi, Agostino"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Kreditrisiko"
~subject:"Risikomaß"
~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
Worst-Case Analysen des Ausfal...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Risikomaß
Credit risk
41
Theorie
30
Theory
30
Credit derivative
11
Insolvency
11
Insolvenz
11
Kreditderivat
11
Derivat
10
Derivative
10
Portfolio selection
9
Portfolio-Management
9
Collateral
8
Kreditsicherung
8
credit risk
7
Option pricing theory
6
Optionspreistheorie
6
Swap
6
Financial services
5
Finanzdienstleistung
5
Yield curve
5
Zinsstruktur
5
Risk measure
4
Stochastic process
4
Stochastischer Prozess
4
Credit default swaps
3
Markov chain
3
Markov-Kette
3
USA
3
United States
3
Welt
3
World
3
credit default swaps
3
Asset-Backed Securities
2
Asset-backed securities
2
Basel Accord
2
Basler Akkord
2
Collateral requirements
2
Corporate bond
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
41
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatzsammlung
1
Case study
1
Collection of articles written by one author
1
Fallstudie
1
Sammlung
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
41
Author
All
Capponi, Agostino
Jarrow, Robert A.
Rösch, Daniel
36
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
22
Crook, Jonathan N.
20
Schulte-Mattler, Hermann
20
Wang, Xingchun
20
Gouriéroux, Christian
19
Fabozzi, Frank J.
18
Jacobs, Michael <Jr.>
17
Ghosh, Saibal
16
Lucas, André
16
Norden, Lars
16
Saunders, Anthony
16
Andreeva, Galina
15
Brigo, Damiano
15
Chi, Guotai
15
Hasan, Iftekhar
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Mayordomo, Sergio
14
Van Vuuren, Gary
14
Monfort, Alain
13
Turnbull, Stuart M.
13
Goodman, Laurie Sharon
12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
Barisitz, Stephan
11
Das, Sanjiv R.
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Gürtler, Marc
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
Parnes, Dror
11
Saurina, Jesús
11
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
4
Mathematics of operations research
4
International journal of theoretical and applied finance
3
Journal of banking & finance
3
The journal of fixed income
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of derivatives research
2
Annual review of financial economics
1
Finance research letters
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial engineering
1
Journal of financial services research : JFSR
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
2
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
3
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
4
Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
Saved in:
5
Counterparty risk for CDS : default clustering effects
Bo, Lijun
;
Capponi, Agostino
- In:
Journal of banking & finance
52
(
2015
),
pp. 29-42
Persistent link: https://www.econbiz.de/10011377294
Saved in:
6
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
7
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
8
Financial crises and economic growth
Jarrow, Robert A.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 194-207
Persistent link: https://www.econbiz.de/10010466553
Saved in:
9
Optimal credit investment with borrowing costs
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
Saved in:
10
Systemic influences on optimal equity-credit investment
Capponi, Agostino
;
Frei, Christoph
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2756-2771
Persistent link: https://www.econbiz.de/10011741445
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
