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~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~person:"Powell, Robert"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Derivative
Kreditsicherung
Risk measure
Kreditrisiko
112
Credit risk
111
Theorie
50
Theory
50
Derivat
33
Swap
31
Credit derivative
30
Kreditderivat
30
Yield curve
18
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English
55
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Fabozzi, Frank J.
Jarrow, Robert A.
Mayordomo, Sergio
Powell, Robert
Brigo, Damiano
23
Allen, David E.
19
Capponi, Agostino
17
Broll, Udo
15
Pallavicini, Andrea
15
Wang, Xingchun
14
Acharya, Viral V.
13
McAleer, Michael
13
Ongena, Steven
13
Crépey, Stéphane
12
Rutkowski, Marek
12
Heider, Florian
11
Hoerova, Marie
11
Härdle, Wolfgang
11
Rösch, Daniel
11
Wagner, Wolf
11
Bielecki, Tomasz R.
10
Gouriéroux, Christian
10
Roszbach, Kasper
10
Rudolph, Bernd
10
Choudhry, Moorad
9
Fermanian, Jean-David
9
Phelan, Gregory
9
Scheicher, Martin
9
Scheule, Harald
9
Takahashi, Akihiko
9
Welzel, Peter
9
Benmelech, Efraim
8
Calice, Giovanni
8
Cont, Rama
8
Gorton, Gary
8
Huschens, Stefan
8
Lipton, Alexander
8
Mistrulli, Paolo Emilio
8
Overbeck, Ludger
8
Pelizzon, Loriana
8
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School of Accounting, Finance and Economics & FEMARC working paper series
7
The Frank J. Fabozzi series
4
Journal of empirical finance
3
Financial markets and instruments
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of financial intermediation
2
The journal of fixed income
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annual review of financial economics
1
Applied financial economics
1
Australian journal of management
1
Computational economics
1
Credit risk models and management
1
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
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
Journal of banking & finance
1
Journal of financial services research
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
The European journal of finance
1
The VaR implementation handbook
1
The handbook of European structured financial products
1
The handbook of fixed income securities
1
The handbook of municipal bonds
1
Valuation, financial modeling, and quantitative tools
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
Yale ICF Working Paper
1
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ECONIS (ZBW)
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1
Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
;
Powell, Robert
- In:
The VaR implementation handbook
,
(pp. 403-414)
.
2009
Persistent link: https://www.econbiz.de/10003827094
Saved in:
2
Tail risk for Australian emerging market entities
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410470
Saved in:
3
Optimising a mining portfolio using CVaR
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410472
Saved in:
4
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
5
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:
6
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:
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
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:
9
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:
10
OTC equity derivatives
Collins, Bruce M.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763508
Saved in:
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