Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Credit risk"
~subject:"Derivat"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Derivat
USA
Portfolio selection
43,966
Portfolio-Management
43,881
Theorie
27,182
Theory
27,071
Kreditrisiko
20,494
Kapitaleinkommen
7,188
Capital income
7,186
Risikomanagement
6,051
Wahrscheinlichkeitsrechnung
6,036
Risk
5,838
Risiko
5,803
Probability theory
5,780
Risk management
5,662
Anlageverhalten
5,520
Behavioural finance
5,484
United States
4,587
Kreditgeschäft
4,530
Welt
4,398
Bank lending
4,376
World
4,369
Schätzung
4,248
Estimation
4,195
CAPM
4,173
Investmentfonds
3,828
Investment Fund
3,800
Bank
3,701
Kapitalanlage
3,640
Financial investment
3,490
Finanzkrise
3,378
Financial crisis
3,348
Risikomaß
3,221
Risk measure
3,201
Börsenkurs
2,987
Share price
2,969
Insolvenz
2,965
Insolvency
2,951
Kreditwürdigkeit
2,879
Volatilität
2,833
more ...
less ...
Online availability
All
Free
8,662
Undetermined
5,533
Type of publication
All
Article
12,874
Book / Working Paper
11,323
Journal
33
Database
1
Type of publication (narrower categories)
All
Article in journal
11,571
Aufsatz in Zeitschrift
11,571
Graue Literatur
4,776
Non-commercial literature
4,776
Working Paper
4,322
Arbeitspapier
4,271
Aufsatz im Buch
1,210
Book section
1,210
Hochschulschrift
776
Thesis
616
Collection of articles of several authors
304
Sammelwerk
304
Lehrbuch
201
Textbook
190
Collection of articles written by one author
156
Sammlung
156
Aufsatzsammlung
144
Conference paper
105
Konferenzbeitrag
105
Handbook
88
Handbuch
88
Konferenzschrift
74
Glossar enthalten
73
Glossary included
73
Bibliografie enthalten
72
Bibliography included
72
Conference proceedings
47
Ratgeber
44
Case study
37
Fallstudie
37
Guidebook
35
Amtsdruckschrift
31
Government document
31
Mehrbändiges Werk
24
Multi-volume publication
24
Bibliografie
20
Systematic review
17
Übersichtsarbeit
17
Accompanied by computer file
10
Elektronischer Datenträger als Beilage
10
more ...
less ...
Language
All
English
22,606
German
1,401
French
78
Spanish
47
Italian
41
Polish
24
Russian
16
Undetermined
9
Norwegian
5
Portuguese
5
Swedish
4
Dutch
3
Danish
2
Finnish
2
Lithuanian
2
Romanian
2
Ukrainian
2
Arabic
1
Bulgarian
1
Hungarian
1
more ...
less ...
Author
All
Ongena, Steven
101
Fabozzi, Frank J.
90
Lucas, André
65
Acharya, Viral V.
64
Altman, Edward I.
54
Peydró, José-Luis
51
Rösch, Daniel
51
Koopman, Siem Jan
49
Agarwal, Sumit
47
Schuermann, Til
47
Saunders, Anthony
42
Brigo, Damiano
41
Gambacorta, Leonardo
41
Jarrow, Robert A.
39
Schwaab, Bernd
39
Capponi, Agostino
38
Giesecke, Kay
38
Hasan, Iftekhar
38
Gouriéroux, Christian
37
Scheule, Harald
37
Longstaff, Francis A.
36
Gilchrist, Simon
34
Monfort, Alain
34
Caporale, Guglielmo Maria
33
Tang, Dragon Yongjun
32
Duffie, Darrell
30
Jiménez, Gabriel
30
Roesch, Daniel
30
Shin, Hyun Song
30
Tarashev, Nikola A.
30
Allen, David E.
29
Berger, Allen N.
29
Krahnen, Jan Pieter
29
Renne, Jean-Paul
29
Subrahmanyam, Marti G.
29
Jokivuolle, Esa
28
Mayordomo, Sergio
28
Hamerle, Alfred
27
He, Zhiguo
27
McAleer, Michael
27
more ...
less ...
Institution
All
National Bureau of Economic Research
161
Basel Committee on Banking Supervision
60
The Wharton Financial Institutions Center
11
Frank J. Fabozzi Associates <New Hope, Pa.>
9
International Organization of Securities Commissions
9
European Banking Authority
8
Internationaler Währungsfonds
8
OECD
8
Institute of Finance and Accounting <London>
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Springer Fachmedien Wiesbaden
6
USA / General Accounting Office
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
World Bank
6
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
5
Compagnie française d'assurance pour le commerce extérieur
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve Bank of St. Louis
5
Federal Reserve System / Board of Governors
5
Finanz Colloquium Heidelberg
5
Institut für Weltwirtschaft
5
Nationalekonomiska Institutionen <Lund>
5
Rodney L. White Center for Financial Research
5
Association for Investment Management and Research
4
Erasmus Research Institute of Management
4
Europäische Zentralbank
4
Europäisches Parlament / Generaldirektion Interne Politikbereiche der Union / Economic Governance Support Unit
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Group of Thirty / Global Derivatives Study Group
4
Institut für Finanzstabilität
4
International Center for Financial Asset Management and Engineering
4
New York Institute of Finance
4
Oesterreichische Nationalbank
4
SUERF - The European Money and Finance Forum
4
Springer International Publishing
4
Universität Zürich / Institut für Schweizerisches Bankwesen
4
World Bank Group
4
more ...
less ...
Published in...
All
Journal of banking & finance
527
Working paper / National Bureau of Economic Research, Inc.
274
Finance research letters
211
Journal of financial stability
172
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial economics
161
NBER working paper series
161
The review of financial studies
157
International review of financial analysis
156
The journal of finance : the journal of the American Finance Association
152
The journal of fixed income
144
International journal of theoretical and applied finance
136
Discussion paper / Centre for Economic Policy Research
126
Journal of risk management in financial institutions
121
Working paper series / European Central Bank
121
Discussion papers / CEPR
116
International review of economics & finance : IREF
114
NBER Working Paper
114
European journal of operational research : EJOR
113
Finance and economics discussion series
111
Journal of financial and quantitative analysis : JFQA
103
IMF working papers
102
Journal of international financial markets, institutions & money
102
Research in international business and finance
96
Risks : open access journal
91
Research paper series / Swiss Finance Institute
90
Economic modelling
89
The journal of risk model validation
89
Review of quantitative finance and accounting
88
The journal of real estate finance and economics
87
Working paper
86
Applied economics
85
Discussion paper
85
The European journal of finance
85
The North American journal of economics and finance : a journal of financial economics studies
84
Management science : journal of the Institute for Operations Research and the Management Sciences
82
Journal of financial services research : JFSR
79
The journal of corporate finance : contracting, governance and organization
78
SpringerLink / Bücher
77
The journal of futures markets
76
more ...
less ...
Source
All
ECONIS (ZBW)
24,149
EconStor
56
USB Cologne (EcoSocSci)
14
ArchiDok
7
RePEc
4
BASE
1
Showing
1
-
10
of
24,231
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evaluating the credit exposure of interest rate
swap
portfolios
Wall, Larry D.
;
Fung, Kwun-wing
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000825958
Saved in:
2
A new approach for an integrated credit and market risk measurement of interest rate
swap
portfolios
Hatgioannides, John
;
Petropoulos, George
- In:
Journal / The Capco Institute : journal of financial …
25
(
2009
),
pp. 107-112
Persistent link: https://www.econbiz.de/10003905883
Saved in:
3
The stability of the banking sector and credit default swaps
Heyde, Frank
;
Neyer, Ulrike
-
2007
Persistent link: https://www.econbiz.de/10003379298
Saved in:
4
Portfolio margining of cleared credit default swaps
Philipp, Michael M.
;
Sandoval, Ignacio A.
- In:
The journal of investment compliance
14
(
2013
)
2
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009774464
Saved in:
5
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
6
Portfolio diversification in the sovereign credit
swap
markets
Consiglio, Andrea
;
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
-
2016
Persistent link: https://www.econbiz.de/10011539351
Saved in:
7
Essays on credit risk, interest rate risk and macroeconomic risk
Hou, Yuanfeng
-
2003
Persistent link: https://www.econbiz.de/10003628359
Saved in:
8
The credit risk components of a
swap
portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
Saved in:
9
Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn
- In:
Kreditrisikomanagement : Kernbereiche, Aufsicht und …
,
(pp. 115-156)
.
2002
Persistent link: https://www.econbiz.de/10001720335
Saved in:
10
Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn
- In:
Kreditrisikomanagement : Portfoliomodelle und Derivate
,
(pp. 107-148)
.
2000
Persistent link: https://www.econbiz.de/10001491336
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
