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~subject:"Credit risk"
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Credit risk
Optionspreistheorie
14,841
Option pricing theory
14,380
Volatilität
3,898
Volatility
3,835
Theorie
3,534
Theory
3,401
Stochastischer Prozess
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Risiko
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Risk
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Kreditrisiko
582
Statistische Verteilung
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Börsenkurs
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Statistical distribution
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Share price
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Kapitaleinkommen
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Wang, Xingchun
19
Karmann, Alexander
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Schoutens, Wim
6
Schönbucher, Philipp J.
6
Das, Sanjiv R.
5
Erlenmaier, Ulrich
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Jönsson, Henrik
5
Kandhai, Drona
5
Rutkowski, Marek
5
Brigo, Damiano
4
Fanelli, Viviana
4
Feng, Qian
4
Gersbach, Hans
4
Ghamami, Samim
4
Gray, Dale
4
Hainaut, Donatien
4
Jarrow, Robert A.
4
Jeanblanc, Monique
4
Klein, Peter
4
Madan, Dilip B.
4
Maltritz, Dominik
4
Oosterlee, Cornelis W.
4
Takahashi, Akihiko
4
Wang, Guanying
4
Zhang, Bo
4
Ammann, Manuel
3
Bielecki, Tomasz R.
3
Byström, Hans N. E.
3
Capponi, Agostino
3
Chateau, Jean-Pierre D.
3
Chen, Zhanyu
3
Cont, Rama
3
Cossin, Didier
3
Culp, Christopher L.
3
Deng, Yongheng
3
Dione, Ibrahima
3
Duffie, Darrell
3
Fabozzi, Frank J.
3
Filipović, Damir
3
Gapen, Michael T.
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Otto-Friedrich-Universität Bamberg
1
Universität Kaiserslautern / Fachbereich Mathematik
1
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International journal of theoretical and applied finance
29
Review of derivatives research
15
Journal of banking & finance
13
Applied mathematical finance
12
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of computational finance
10
The journal of futures markets
10
International journal of financial engineering
9
International review of financial analysis
9
Asia-Pacific financial markets
8
Quantitative finance
8
Finance research letters
7
Insurance / Mathematics & economics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Applied economics letters
6
European journal of operational research : EJOR
6
Journal of economic dynamics & control
6
Journal of mathematical finance
6
The European journal of finance
6
Finance and stochastics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The journal of credit risk : published quarterly by Incisive Media
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
IMF working papers
4
Review of quantitative finance and accounting
4
The journal of fixed income
4
Annals of financial economics
3
Computational economics
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of financial services research : JFSR
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Risks : open access journal
3
Springer Texts in Business and Economics
3
The journal of real estate finance and economics
3
Annals of finance
2
Beiträge zur betriebswirtschaftlichen Forschung
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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ECONIS (ZBW)
572
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1
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572
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1
Pricing derivative credit risk
Ammann, Manuel
-
1998
Persistent link: https://www.econbiz.de/10000674017
Saved in:
2
Pricing CDX credit default swaps using the Hull-White model
Hofberger, Bastian
;
Wagner, Niklas
- In:
Credit risk : models, derivatives, and management
,
(pp. 197-208)
.
2008
Persistent link: https://www.econbiz.de/10003718475
Saved in:
3
Univariate credit risk pricing
Servigny, Arnaud de
;
Henrotte, Philippe
- In:
The handbook of structured finance
,
(pp. 91-135)
.
2007
Persistent link: https://www.econbiz.de/10003727132
Saved in:
4
A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks
Chang, Chuang-chang
;
Yu, Jih-Chieh
- In:
Research in finance
23
(
2006
),
pp. 193-220
Persistent link: https://www.econbiz.de/10003753454
Saved in:
5
Pricing of defaultable securities under stochastic interest
Kordzakhia, Nino
;
Novikov, Alexander
- In:
Mathematical control theory and finance
,
(pp. 251-263)
.
2008
Persistent link: https://www.econbiz.de/10003755613
Saved in:
6
Factor model for stress-testing with a contingent claims model of the Chilean banking system
Gray, Dale
;
Walsh, James P.
-
2008
Persistent link: https://www.econbiz.de/10003738026
Saved in:
7
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:
8
A unified approach to interest rate risk and credit risk of cash and derivative instruments
Dym, Steven I.
-
2008
Persistent link: https://www.econbiz.de/10003765087
Saved in:
9
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
10
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
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