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Derivative
Credit risk
20,107
Kreditrisiko
19,797
Theorie
5,410
Theory
5,388
Kreditgeschäft
4,266
Bank lending
4,150
Bank
3,089
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2,757
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2,747
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2,745
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2,735
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2,724
Risk management
2,658
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2,224
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2,213
Basler Akkord
2,156
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2,153
Kreditderivat
1,870
Credit derivative
1,842
Bankrisiko
1,764
Bank risk
1,759
credit risk
1,752
Portfolio-Management
1,668
Portfolio selection
1,660
Credit
1,609
Kredit
1,576
Welt
1,434
World
1,424
Zinsstruktur
1,393
Yield curve
1,388
Mortgage
1,382
Hypothek
1,381
USA
1,332
United States
1,319
Derivat
1,244
Risk premium
1,214
Risikoprämie
1,210
Schätzung
1,164
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1,145
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361
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1,127
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115
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3
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Brigo, Damiano
16
Capponi, Agostino
13
Crépey, Stéphane
12
Wang, Xingchun
12
Bielecki, Tomasz R.
10
Broll, Udo
10
Fabozzi, Frank J.
10
Pallavicini, Andrea
10
Rudolph, Bernd
9
Welzel, Peter
9
Calice, Giovanni
8
Lipton, Alexander
8
Mayordomo, Sergio
8
Wagner, Wolf
8
Cont, Rama
7
Gong, Feixue
7
Gündüz, Yalın
7
Phelan, Gregory
7
Schönbucher, Philipp J.
7
Bo, Lijun
6
Burghof, Hans-Peter
6
Choudhry, Moorad
6
Ioannidis, Christos
6
O'Kane, Dominic
6
Paddrik, Mark
6
Stulz, René M.
6
Young, H. Peyton
6
Acharya, Viral V.
5
Biais, Bruno
5
Bomfim, Antúlio N.
5
Das, Sanjiv R.
5
Duffie, Darrell
5
Gałkiewicz, Dominika
5
Gouriéroux, Christian
5
Gregory, Jon
5
Heider, Florian
5
Henke, Sabine
5
Hoerova, Marie
5
Härdle, Wolfgang
5
Jarrow, Robert A.
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National Bureau of Economic Research
5
Universität Augsburg / Institut für Volkswirtschaftslehre
4
Basel Committee on Banking Supervision
2
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
International Association of Insurance Supervisors
2
International Organization of Securities Commissions
2
The Wharton Financial Institutions Center
2
Bank of England
1
Bayerische Landesbank
1
Conference Entitled Institutional Investors, Risk-Return, and Corporate Governance Failures: Practical Lessons from the Global Financial Crisis <2009, Moraga, Calif.>
1
Conference Housing and the Built Environment: Access, Finance, Policy <2007, Cambridge, Mass.>
1
Eberhard Karls Universität Tübingen
1
F.A.Z.-Institut für Management-, Markt- und Medieninformationen
1
Federal Reserve Bank of Atlanta
1
Federal Reserve System / Division of Research and Statistics
1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Frankreich / Commission de Contrôle des Assurances
1
Lincoln Institute of Land Policy
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Université de Lausanne / Institut de gestion bancaire et financière
1
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International journal of theoretical and applied finance
40
Journal of banking & finance
32
The journal of credit risk : published quarterly by Incisive Media
20
The journal of fixed income
17
Review of derivatives research
13
Finance and economics discussion series
11
Journal of risk management in financial institutions
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of computational finance
11
Journal of financial economics
10
The journal of financial market infrastructures
10
SpringerLink / Bücher
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
The journal of futures markets
9
Credit derivatives : the definitive guide
8
European journal of operational research : EJOR
8
Finance research letters
8
Journal of financial intermediation
8
Quantitative finance
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Wiley finance
8
Applied mathematical finance
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of empirical finance
7
Journal of mathematical finance
7
Research paper series / Swiss Finance Institute
7
Discussion paper
6
Journal of international financial markets, institutions & money
6
Journal of securities operations & custody
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The European journal of finance
6
Working paper series
6
Applied economics letters
5
Asia-Pacific financial markets
5
CFS working paper series
5
Finance and stochastics
5
Gabler Edition Wissenschaft
5
International journal of financial engineering
5
Journal of financial markets
5
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ECONIS (ZBW)
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71
Copula-based credit rating model for evaluating basket credit derivatives
Papageorgiou, Nicolas
;
Rémillard, Bruno
;
Gardère, Jean-Luc
- In:
The handbook of credit portfolio management
,
(pp. 163-180)
.
2009
Persistent link: https://www.econbiz.de/10003778231
Saved in:
72
Contingent credit portfolio management : converting derivatives credit risk into market risk
Pohl, Kai
- In:
The handbook of credit portfolio management
,
(pp. 301-321)
.
2009
Persistent link: https://www.econbiz.de/10003778260
Saved in:
73
Derivatives and systemic risk : netting, collateral, and closeout
Bliss, Robert R.
;
Kaufman, George G.
- In:
Journal of financial stability
2
(
2006
)
1
,
pp. 55-70
Persistent link: https://www.econbiz.de/10003779115
Saved in:
74
Asset securitisation as a profits management instrument
Schmidtchen, Markus
- In:
Risk assessment : decisions in banking and finance
,
(pp. 205-213)
.
2008
Persistent link: https://www.econbiz.de/10003781656
Saved in:
75
Housing markets and the economy : risk, regulation, and policy
Glaeser, Edward L.
(
contributor
);
Case, Karl E.
(
honouree
); …
-
2009
Persistent link: https://www.econbiz.de/10003772491
Saved in:
76
Die subprime Lösung : wie wir in die Finanzkrise hineingeraten sind - und was wir jetzt tun sollten
Shiller, Robert J.
-
2008
Persistent link: https://www.econbiz.de/10003775368
Saved in:
77
Essays in term structure and credit spread models
Fan, Rong
-
2002
Persistent link: https://www.econbiz.de/10003776097
Saved in:
78
The comovement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars
(
contributor
);
Weber, Martin
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002685021
Saved in:
79
Default correlation dynamics with business cyle and credit quality changes
Kim, Mi Ae
;
Kim, Tong Suk
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 8-27
Persistent link: https://www.econbiz.de/10003159462
Saved in:
80
Financial derivatives in theory and practice
Hunt, P. J.
;
Hunt, Phil J.
;
Kennedy, Joanne E.
-
2000
Persistent link: https://www.econbiz.de/10000648852
Saved in:
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