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~person:"Fabozzi, Frank J."
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Credit default swaps as indica...
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Kreditrisiko
38
Credit risk
37
Credit derivative
19
Kreditderivat
19
Derivat
17
Derivative
17
Swap
15
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12
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English
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Fabozzi, Frank J.
Altman, Edward I.
120
Ongena, Steven
120
Acharya, Viral V.
111
White, Michelle J.
83
Hasan, Iftekhar
81
Lucas, André
81
Duffie, Darrell
73
Li, Wenli
67
Agarwal, Sumit
66
Rösch, Daniel
63
Kaufman, George G.
62
Koopman, Siem Jan
61
Peydró, José-Luis
59
Scheicher, Martin
59
Schuermann, Til
56
Jokivuolle, Esa
54
Jarrow, Robert A.
53
Longstaff, Francis A.
53
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52
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51
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50
Aizenman, Joshua
49
Chan-Lau, Jorge A.
49
Saunders, Anthony
49
Gerardi, Kristopher
47
Pelizzon, Loriana
47
Brigo, Damiano
46
Caporale, Guglielmo Maria
46
Geanakoplos, John
46
Huizinga, Harry
45
Scheule, Harald
45
Subrahmanyam, Marti G.
45
Tang, Dragon Yongjun
45
Berger, Allen N.
44
Santos, João A. C.
44
Kane, Edward J.
43
Capponi, Agostino
42
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42
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41
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Valuation, financial modeling, and quantitative tools
6
The Frank J. Fabozzi series
5
Financial markets and instruments
4
The journal of fixed income
4
The handbook of fixed income securities
3
Journal / The Capco Institute : journal of financial transformation
2
The handbook of municipal bonds
2
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2
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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1
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1
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1
Interest rate, term structure, and valuation modeling
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International journal of theoretical and applied finance
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1
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ECONIS (ZBW)
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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:
2
Corporate credit default
swap
liquidity and its implications for corporate bond spreads
Chen, Ren-Raw
;
Fabozzi, Frank J.
;
Sverdlove, Ronald
- In:
The journal of fixed income
20
(
2010/11
)
2
,
pp. 31-57
Persistent link: https://www.econbiz.de/10008667946
Saved in:
3
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:
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
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:
6
A primer on constant proportion debt obligations
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
- In:
The journal of structured finance
13
(
2007/08
)
3
,
pp. 72-80
Persistent link: https://www.econbiz.de/10003862374
Saved in:
7
Leveraged finance : concepts, methods, and trading of high-yield bonds, loans and derivatives
Antczak, Stephen J.
-
2009
Persistent link: https://www.econbiz.de/10013489978
Saved in:
8
Municipal collateralized debt obligations
Manning, Rebecca
;
Lucas, Douglas J.
;
Goodman, Laurie Sharon
- In:
The handbook of municipal bonds
,
(pp. 657-664)
.
2008
Persistent link: https://www.econbiz.de/10003715154
Saved in:
9
Collateralized debt obligations
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763592
Saved in:
10
Pricing of credit default index
swap
tranches with one-factor heavy-tailed copula models
Wang, Dezhong
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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