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~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~person:"Mayordomo, Sergio"
~subject:"Derivative"
~subject:"Kreditsicherung"
~subject:"Option pricing theory"
~subject:"Risk measure"
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Derivative
Kreditsicherung
Option pricing theory
Risk measure
Kreditrisiko
97
Credit risk
96
Theorie
48
Theory
48
Derivat
33
Swap
31
Credit derivative
30
Kreditderivat
30
Yield curve
18
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18
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14
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English
49
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Fabozzi, Frank J.
Jarrow, Robert A.
Mayordomo, Sergio
Brigo, Damiano
25
Wang, Xingchun
20
Allen, David E.
19
Capponi, Agostino
19
Broll, Udo
15
Pallavicini, Andrea
15
Rutkowski, Marek
15
Acharya, Viral V.
13
Crépey, Stéphane
13
McAleer, Michael
13
Ongena, Steven
13
Bielecki, Tomasz R.
12
Joshi, Mark S.
12
Powell, Robert
12
Das, Sanjiv R.
11
Heider, Florian
11
Hoerova, Marie
11
Härdle, Wolfgang
11
Rösch, Daniel
11
Wagner, Wolf
11
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10
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10
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10
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10
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10
Swishchuk, Anatoliy V.
10
Choudhry, Moorad
9
Cont, Rama
9
Fermanian, Jean-David
9
Oosterlee, Cornelis W.
9
Overbeck, Ludger
9
Phelan, Gregory
9
Scheicher, Martin
9
Scheule, Harald
9
Takahashi, Akihiko
9
Welzel, Peter
9
Zhu, Haibin
9
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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
Valuation, financial modeling, and quantitative tools
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Annual review of financial economics
1
Applied financial economics
1
Computational economics
1
Credit risk models and management
1
European financial management : the journal of the European Financial Management Association
1
Finance and stochastics
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 economic dynamics & control
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
Review of derivatives research
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
The review of financial studies
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)
49
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1
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
2
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
Saved in:
8
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:
9
OTC equity derivatives
Collins, Bruce M.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763508
Saved in:
10
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
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