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~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"Bond"
~subject:"Kreditrisiko"
~subject:"Yield curve"
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Bond
Kreditrisiko
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Credit risk
68
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36
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25
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25
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23
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Fabozzi, Frank J.
Jarrow, Robert A.
Ongena, Steven
100
Acharya, Viral V.
60
Lucas, André
58
Altman, Edward I.
52
Peydró, José-Luis
50
Rösch, Daniel
50
Agarwal, Sumit
46
Koopman, Siem Jan
43
Schuermann, Til
43
Saunders, Anthony
41
Brigo, Damiano
40
Gambacorta, Leonardo
40
Capponi, Agostino
38
Giesecke, Kay
38
Hasan, Iftekhar
36
Scheule, Harald
36
Schwaab, Bernd
35
Monfort, Alain
34
Caporale, Guglielmo Maria
33
Gilchrist, Simon
33
Gouriéroux, Christian
33
Longstaff, Francis A.
33
Tang, Dragon Yongjun
32
Duffie, Darrell
31
Roesch, Daniel
30
Jiménez, Gabriel
29
Krahnen, Jan Pieter
29
Renne, Jean-Paul
29
Shin, Hyun Song
29
Tarashev, Nikola A.
29
Allen, David E.
28
Berger, Allen N.
28
Jokivuolle, Esa
28
Subrahmanyam, Marti G.
28
Hamerle, Alfred
27
Mayordomo, Sergio
27
Memmel, Christoph
27
Santos, João A. C.
27
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Frank J. Fabozzi Associates <New Hope, Pa.>
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The journal of fixed income
6
Valuation, financial modeling, and quantitative tools
5
The Frank J. Fabozzi series
4
Journal of banking & finance
3
The handbook of fixed income securities
3
Annual review of financial economics
2
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International journal of theoretical and applied finance
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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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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
European journal of operational research : EJOR
1
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1
IMES discussion paper series / Englische Ausgabe
1
Journal of economic dynamics & control
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of financial services research : JFSR
1
Journal of international money and finance
1
Journal of risk management in financial institutions
1
Mathematics of operations research
1
Review of finance : journal of the European Finance Association
1
The credit market handbook : advanced modeling issues
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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1
The review of financial studies
1
Working paper // Research program / School of Business, Queen's University
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ECONIS (ZBW)
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1
The economic foundations of risk management : theory, practice, and applications
Jarrow, Robert A.
-
2017
Persistent link: https://www.econbiz.de/10011569703
Saved in:
2
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:
3
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:
4
Municipal credit default swaps
Fabozzi, Frank J.
- In:
The handbook of municipal bonds
,
(pp. 647-655)
.
2008
Persistent link: https://www.econbiz.de/10003715152
Saved in:
5
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:
6
Credit default swaps valuation
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
O'Kane, Dominic
-
2008
Persistent link: https://www.econbiz.de/10003765787
Saved in:
7
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
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
Fixed income total return swaps
Anson, Mark J. P.
;
Fabozzi, Frank J.
;
Choudhry, Moorad
; …
-
2008
Persistent link: https://www.econbiz.de/10003763598
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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