//--> //--> //--> //-->
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"
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
The Multinomial Option Pricing...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Theorie
169
Theory
165
Optionspreistheorie
61
Option pricing theory
59
Canada
50
CAPM
45
Anlageverhalten
38
Portfolio selection
34
Portfolio-Management
34
Behavioural finance
28
Stochastic process
27
Stochastischer Prozess
27
United States
27
Risk
26
USA
25
Risiko
22
Capital income
21
Kapitaleinkommen
21
cost-benefit analysis
20
Behavioral economics
19
investment appraisal
19
stakeholder analysis
19
Verhaltensökonomik
18
Volatility
18
Volatilität
18
Estimation
16
Hedging
16
Schätzung
16
Corporate Governance
15
Kreditrisiko
15
Derivat
14
Derivative
14
Financial crisis
14
Finanzkrise
14
Finanzmarkt
14
Risikomanagement
14
Börsenkurs
13
Financial market
13
Risk management
13
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Article
8
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
16
Author
All
Madan, Dilip B.
12
Unal, Haluk
5
Bakshi, Gurdip S.
4
Güntay, Levent
3
Milne, Frank
3
Li, Mei
2
Zhang, Frank Xiaoling
2
Asmussen, Søren
1
Eberlein, Ernst
1
Gehrig, Thomas
1
Madan, Dilip
1
Pennacchi, George G.
1
Postorius, M.
1
Qiu, Junfeng
1
Qui, Junfeng
1
Zhang, Frank
1
Zhang, Frank X.
1
more ...
less ...
Institution
All
Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
Federal Deposit Insurance Corporation <Washington, DC>
1
Financial Institutions Center, Wharton School of Business
1
The Wharton Financial Institutions Center
1
Published in...
All
Finance and economics discussion series
2
Journal of banking & finance
2
Bank of Canada review
1
Center for Financial Institutions Working Papers
1
Credit risk : models, derivatives, and management
1
Economics discussion papers
1
Financial markets, institutions & instruments
1
Journal of financial services research : JFSR
1
Journal of risk
1
Queen's Economics Department working paper
1
Review of derivatives research
1
The journal of business : B
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
RePEc
1
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The complexities of financial risk management and systemic risks
Milne, Frank
- In:
Bank of Canada review
(
2008/09
)
3
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003896434
Saved in:
2
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
Saved in:
3
Pricing reinsurance contracts on FDIC losses
Madan, Dilip B.
;
Unal, Haluk
- In:
Financial markets, institutions & instruments
17
(
2008
)
3
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003738791
Saved in:
4
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1987
Persistent link: https://www.econbiz.de/10003378503
Saved in:
5
Pricing to acceptability : with applications to valuation of one’s own credit risk
Eberlein, Ernst
;
Gehrig, Thomas
;
Madan, Dilip B.
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 91-120
Persistent link: https://www.econbiz.de/10009657963
Saved in:
6
Modeling and monitoring risk acceptability in markets : the case of the credit default swap market
Madan, Dilip B.
- In:
Journal of banking & finance
47
(
2014
),
pp. 63-73
Persistent link: https://www.econbiz.de/10010506505
Saved in:
7
Pricing equity default swaps under the CGMY Lévy model
Asmussen, Søren
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003093868
Saved in:
8
Special issue on pricing the risks of deposit insurance : [papers presented at a Conference on Pricing the Risks of Deposit Insurance, cosponsored by the Federal Deposit Insurance...
Madan, Dilip B.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001850744
Saved in:
9
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
10
Pricing the risk of recovery in default with APR violation
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685954
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->