//--> //--> //--> //-->
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 effect of using a lattice...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Optionspreistheorie
14,726
Option pricing theory
14,268
Volatilität
3,853
Volatility
3,790
Theorie
3,530
Theory
3,397
Stochastischer Prozess
3,204
Stochastic process
3,154
Optionsgeschäft
2,855
Option trading
2,838
Derivat
2,364
Derivative
2,361
Hedging
1,240
Black-Scholes-Modell
1,097
Portfolio-Management
1,091
Portfolio selection
1,079
Black-Scholes model
1,044
CAPM
1,019
Zinsstruktur
932
Yield curve
922
Schätzung
864
Estimation
849
USA
721
United States
707
Realoptionsansatz
638
Real options analysis
637
Risiko
619
Risk
616
Monte-Carlo-Simulation
610
Monte Carlo simulation
605
Kreditrisiko
577
Statistische Verteilung
568
Statistical distribution
559
Börsenkurs
553
Share price
539
Kapitaleinkommen
510
Capital income
509
Zinsderivat
457
Interest rate derivative
454
more ...
less ...
Online availability
All
Undetermined
162
Free
147
Type of publication
All
Article
356
Book / Working Paper
211
Type of publication (narrower categories)
All
Article in journal
330
Aufsatz in Zeitschrift
330
Graue Literatur
76
Non-commercial literature
76
Arbeitspapier
57
Working Paper
57
Hochschulschrift
40
Thesis
33
Aufsatz im Buch
25
Book section
25
Collection of articles written by one author
5
Sammlung
5
Aufsatzsammlung
4
Collection of articles of several authors
4
Sammelwerk
4
Bibliografie enthalten
2
Bibliography included
2
Lehrbuch
2
Ratgeber
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Bibliografie
1
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
543
German
23
French
1
Spanish
1
Author
All
Wang, Xingchun
19
Karmann, Alexander
6
Schoutens, Wim
6
Schönbucher, Philipp J.
6
Das, Sanjiv R.
5
Erlenmaier, Ulrich
5
Jönsson, Henrik
5
Kandhai, Drona
5
Rutkowski, Marek
5
Brigo, Damiano
4
Fanelli, Viviana
4
Feng, Qian
4
Filipović, Damir
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
Gapen, Michael T.
3
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Eberhard Karls Universität Tübingen
1
Nationalekonomiska Institutionen <Lund>
1
Otto-Friedrich-Universität Bamberg
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Published in...
All
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
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
Finance research letters
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
Review of quantitative finance and accounting
4
The journal of fixed income
4
Annals of financial economics
3
Computational economics
3
IMES discussion paper series / Englische Ausgabe
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial services research : JFSR
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Research paper series / Swiss Finance Institute
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
2
more ...
less ...
Source
All
ECONIS (ZBW)
567
Showing
1
-
10
of
567
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Kreditderivate im europäischen Kapitalmarkt
Hüttemann, Petra
-
1997
Persistent link: https://www.econbiz.de/10000969438
Saved in:
2
How well do classical credit risk pricing models fit swap transaction data?
Cossin, Didier
;
Pirotte, Hugues
-
1997
Persistent link: https://www.econbiz.de/10000971687
Saved in:
3
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
Saved in:
4
Pricing derivative credit risk
Ammann, Manuel
-
1998
Persistent link: https://www.econbiz.de/10000994013
Saved in:
5
Risk management for equity portfolios of Japanese banks
Ieda, Akira
;
Ohba, Toshikazu
-
1998
Persistent link: https://www.econbiz.de/10000994638
Saved in:
6
Pricing the stochastic volatility put option of banks' credit line commitments
Chateau, Jean-Pierre D.
;
Dufresne, Daniel
-
1998
Persistent link: https://www.econbiz.de/10000998682
Saved in:
7
Pricing derivative credit risk
Ammann, Manuel
-
1998
Persistent link: https://www.econbiz.de/10000674017
Saved in:
8
Möglichkeiten und Grenzen einer Marktbewertung von Krediten
Hartmann-Wendels, Thomas
- In:
Unternehmensführung und Kapitalmarkt : Festschrift …
,
(pp. 97-131)
.
1998
Persistent link: https://www.econbiz.de/10001304969
Saved in:
9
Risk management for equity portfolios of Japanese banks
Ieda, Akira
;
Ohba, Toshikazu
- In:
Monetary and economic studies
17
(
1999
)
2
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001402196
Saved in:
10
Die Bewertung von Options- und Wandelanleihen bei Konkursrisiko
Reiß, Ariane
;
Schöbel, Rainer
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
28
(
1999
)
3
,
pp. 131-135
Persistent link: https://www.econbiz.de/10001353685
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...
//-->