//--> //--> //--> //-->
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"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Derivat
Portfolio selection
20,262
Portfolio-Management
20,258
Theory
11,962
Theorie
11,961
Kreditrisiko
9,092
Capital income
4,054
Kapitaleinkommen
4,054
Risk
3,171
Risiko
3,090
Probability theory
2,874
Wahrscheinlichkeitsrechnung
2,874
Risk management
2,680
Risikomanagement
2,673
USA
2,424
United States
2,424
Anlageverhalten
2,361
Behavioural finance
2,361
CAPM
2,189
Estimation
2,186
Schätzung
2,183
Kreditgeschäft
2,112
Bank lending
2,111
Risk measure
1,970
Risikomaß
1,969
Welt
1,858
World
1,857
Investment Fund
1,775
Investmentfonds
1,775
Bank
1,769
Volatility
1,648
Volatilität
1,647
Börsenkurs
1,615
Share price
1,614
Financial crisis
1,609
Finanzkrise
1,605
Insolvency
1,590
Insolvenz
1,590
Stock market
1,567
Aktienmarkt
1,566
more ...
less ...
Online availability
All
Undetermined
4,251
Free
977
Type of publication
All
Article
9,601
Book / Working Paper
48
Type of publication (narrower categories)
All
Article in journal
Multi-volume publication
Aufsatz in Zeitschrift
9,645
Graue Literatur
3,970
Non-commercial literature
3,970
Working Paper
3,596
Arbeitspapier
3,582
Aufsatz im Buch
1,047
Book section
1,047
Hochschulschrift
595
Thesis
455
Collection of articles of several authors
262
Sammelwerk
262
Aufsatzsammlung
133
Lehrbuch
133
Textbook
123
Conference paper
100
Konferenzbeitrag
100
Collection of articles written by one author
96
Sammlung
96
Konferenzschrift
70
Amtsdruckschrift
66
Government document
66
Handbook
57
Handbuch
57
Bibliografie enthalten
48
Bibliography included
48
Conference proceedings
46
Glossar enthalten
40
Glossary included
40
Case study
27
Fallstudie
27
Amtliche Publikation
26
Mehrbändiges Werk
21
Ratgeber
16
Bibliografie
15
Systematic review
15
Übersichtsarbeit
15
Guidebook
11
Accompanied by computer file
9
more ...
less ...
Language
All
English
9,140
German
397
French
56
Spanish
25
Italian
11
Russian
6
Polish
4
Norwegian
3
Lithuanian
2
Portuguese
2
Danish
1
Finnish
1
Hungarian
1
Dutch
1
Swedish
1
more ...
less ...
Author
All
Rösch, Daniel
36
Altman, Edward I.
27
Scheule, Harald
26
Jarrow, Robert A.
23
Ongena, Steven
22
Fabozzi, Frank J.
21
Capponi, Agostino
20
Crook, Jonathan N.
20
Gouriéroux, Christian
20
Schulte-Mattler, Hermann
20
Wang, Xingchun
20
Brigo, Damiano
17
Jacobs, Michael <Jr.>
17
Acharya, Viral V.
16
Ghosh, Saibal
16
Lucas, André
16
Norden, Lars
16
Saunders, Anthony
16
Andreeva, Galina
15
Chi, Guotai
15
Hasan, Iftekhar
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Mayordomo, Sergio
14
Van Vuuren, Gary
14
Monfort, Alain
13
Turnbull, Stuart M.
13
Das, Sanjiv R.
12
Goodman, Laurie Sharon
12
Hammoudeh, Shawkat
12
Kupiec, Paul H.
12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
Barisitz, Stephan
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Gürtler, Marc
11
Kanno, Masayasu
11
Parnes, Dror
11
more ...
less ...
Institution
All
Europäische Kommission
2
Federal Reserve System / Board of Governors
2
Carnegie-Rochester-NYU Conference on Public Policy <2012,11, Pittsburgh, Pa.>
1
Carnegie-Rochester-NYU Conference on Public Policy <2019, Pittsburgh, Pa.>
1
Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
European Banking Authority
1
Europäische Zentralbank
1
Federal Deposit Insurance Corporation <Washington, DC>
1
Federal Reserve Bank of Atlanta
1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
Frankreich / Commission de Contrôle des Assurances
1
Group of Thirty / Global Derivatives Study Group
1
International Finance and Banking Society
1
International Finance and Banking Society (IFABS) Barcelona Conference <2016, Barcelona>
1
Oesterreichische Nationalbank
1
Risk Management Conference <2008, Singapur>
1
more ...
less ...
Published in...
All
Journal of banking & finance
490
Finance research letters
182
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial stability
164
International journal of theoretical and applied finance
132
International review of financial analysis
129
The journal of fixed income
128
Journal of financial economics
123
Journal of risk management in financial institutions
118
European journal of operational research : EJOR
104
International review of economics & finance : IREF
101
The journal of risk model validation
88
Economic modelling
86
Journal of international financial markets, institutions & money
85
Risks : open access journal
85
The European journal of finance
78
Review of quantitative finance and accounting
77
The journal of corporate finance : contracting, governance and organization
76
Management science : journal of the Institute for Operations Research and the Management Sciences
74
Research in international business and finance
74
The North American journal of economics and finance : a journal of financial economics studies
74
Journal of financial services research : JFSR
73
Applied economics
70
Journal of financial intermediation
69
The journal of structured finance
69
Applied economics letters
67
The journal of real estate finance and economics
67
Journal of economic dynamics & control
66
Journal of risk and financial management : JRFM
65
Journal of international money and finance
63
Pacific-Basin finance journal
60
Die Bank
58
Journal of empirical finance
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
The journal of finance : the journal of the American Finance Association
54
The review of financial studies
54
Economics letters
52
Journal of money, credit and banking : JMCB
52
The journal of futures markets
52
Review of finance : journal of the European Finance Association
49
more ...
less ...
Source
All
ECONIS (ZBW)
9,649
Showing
1
-
10
of
9,649
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How well do classical credit risk pricing models fit
swap
transaction data?
Cossin, Didier
- In:
European financial management : the journal of the …
4
(
1998
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10001244082
Saved in:
2
Optimal portfolios with credit default swaps
Ambrosini, Giuseppe
;
Menoncin, Francesco
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012024972
Saved in:
3
Initial margin estimations for credit default
swap
portfolios
Ivanov, Stanislav
- In:
The journal of financial market infrastructures
5
(
2017
)
4
,
pp. 22-49
Persistent link: https://www.econbiz.de/10011729219
Saved in:
4
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben
;
Guan, Jingling
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Saved in:
5
A robust decision support approach to portfolio risk reduction based on credit default
swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
6
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
7
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:
8
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:
9
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:
10
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:
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...
//-->