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~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Kreditversicherung"
~subject:"Risk measure"
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Derivative
Kreditsicherung
Kreditversicherung
Risk measure
Kreditrisiko
97
Credit risk
96
Theorie
48
Theory
48
Derivat
33
Swap
31
Credit derivative
30
Kreditderivat
30
Yield curve
18
Zinsstruktur
18
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14
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14
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14
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12
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7
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6
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4
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1
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1
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1
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1
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English
51
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All
Fabozzi, Frank J.
Jarrow, Robert A.
Mayordomo, Sergio
Brigo, Damiano
27
Allen, David E.
19
Capponi, Agostino
18
Ongena, Steven
17
Broll, Udo
15
Pallavicini, Andrea
15
Scheicher, Martin
15
Wang, Xingchun
14
Acharya, Viral V.
13
McAleer, Michael
13
Rutkowski, Marek
13
Tang, Dragon Yongjun
13
Crépey, Stéphane
12
Powell, Robert
12
Heider, Florian
11
Hoerova, Marie
11
Härdle, Wolfgang
11
Rösch, Daniel
11
Wagner, Wolf
11
Zhu, Haibin
11
Bielecki, Tomasz R.
10
Gouriéroux, Christian
10
Gündüz, Yalın
10
Herbertsson, Alexander
10
Peña Sánchez de Rivera, Juan Ignacio
10
Roszbach, Kasper
10
Rudolph, Bernd
10
Choudhry, Moorad
9
Fermanian, Jean-David
9
Lipton, Alexander
9
Phelan, Gregory
9
Scheule, Harald
9
Takahashi, Akihiko
9
Welzel, Peter
9
Benmelech, Efraim
8
Calice, Giovanni
8
Cont, Rama
8
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National Bureau of Economic Research
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The Frank J. Fabozzi series
4
Journal of empirical finance
3
European financial management : the journal of the European Financial Management Association
2
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
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2
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2
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1
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1
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1
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1
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1
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1
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1
International journal of theoretical and applied finance
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Are all credit default
swap
databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 677-713
Persistent link: https://www.econbiz.de/10010503546
Saved in:
2
Exploring the components of credit risk in credit default swaps
Fabozzi, Frank J.
;
Cheng, Xiaolin
;
Chen, Ren-Raw
- In:
Finance research letters
4
(
2007
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10003442040
Saved in:
3
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
4
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:
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
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:
7
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:
8
Are all credit default
swap
databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
-
2010
Persistent link: https://www.econbiz.de/10009686926
Saved in:
9
Are all credit default
swap
databases equal?
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
-
2010
sources of corporate Credit Default
Swap
prices: GFI, Fenics, Reuters EOD, CMA, Markit and JP Morgan, using the most liquid …
Persistent link: https://www.econbiz.de/10008773254
Saved in:
10
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:
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