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Theory
Credit risk
19,999
Kreditrisiko
19,726
Theorie
6,775
Kreditgeschäft
4,252
Bank lending
4,136
Finanzmathematik
3,127
Mathematical finance
3,113
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3,089
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2,820
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2,744
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2,742
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2,732
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2,730
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2,730
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2,238
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2,232
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2,150
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2,147
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1,972
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1,964
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1,870
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1,840
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1,760
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1,755
credit risk
1,746
Credit
1,602
Kredit
1,573
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1,450
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1,440
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1,429
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1,424
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1,419
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1,404
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1,384
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1,383
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1,352
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1,352
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1,217
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Giesecke, Kay
34
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29
Lucas, André
27
Brigo, Damiano
23
Huschens, Stefan
23
Härdle, Wolfgang
23
Gouriéroux, Christian
21
He, Zhiguo
21
Jarrow, Robert A.
20
Acharya, Viral V.
19
Overbeck, Ludger
18
Koopman, Siem Jan
17
Monfort, Alain
17
Rösch, Daniel
17
Saunders, Anthony
17
Heider, Florian
16
Herbertsson, Alexander
16
Gersbach, Hans
15
Hoerova, Marie
15
Tarashev, Nikola A.
15
Welzel, Peter
15
Arrow, Kenneth Joseph
14
Bielecki, Tomasz R.
14
Broll, Udo
14
Crépey, Stéphane
14
Niepelt, Dirk
14
Roszbach, Kasper
14
Schönbucher, Philipp J.
14
Suárez, Javier
14
Cont, Rama
13
Crook, Jonathan N.
13
Fabozzi, Frank J.
13
Jacobs, Michael <Jr.>
13
Jiménez, Gabriel
13
Jokivuolle, Esa
13
Milbradt, Konstantin
13
Pallavicini, Andrea
13
Shin, Hyun Song
13
Strebulaev, Ilya A.
13
Tang, Dragon Yongjun
13
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National Bureau of Economic Research
46
Springer Fachmedien Wiesbaden
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Basel Committee on Banking Supervision
5
Springer-Verlag GmbH
5
Books on Demand GmbH <Norderstedt>
4
Center for Economic Research <Tilburg>
4
The Wharton Financial Institutions Center
4
Edward Elgar Publishing
3
Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach
2
Bank of England
2
De Gruyter Oldenbourg
2
Federal Reserve System / Division of Research and Statistics
2
IGI Global
2
Novosibirskaja Gosudarstvennaja Akademija Ėkonomiki i Upravlenija
2
OECD
2
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
2
Social Systems Research Institute
2
Society for Industrial and Applied Mathematics
2
Stanford University / Department of Economics
2
Walter de Gruyter GmbH & Co. KG
2
World Bank
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Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu
1
Akademija Nauk SSSR / Otdelenie Ėkonomiki
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1
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Bank für Internationalen Zahlungsausgleich
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
British Library of Political and Economic Science
1
Caribbean Development Bank <Wildey>
1
Carnegie-Rochester-NYU Conference on Public Policy <2019, Pittsburgh, Pa.>
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Performance
1
Centre for Economic Policy Research
1
Centro Internazionale Matematico Estivo
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
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Journal of banking & finance
149
The journal of credit risk : published quarterly by Incisive Media
80
International journal of theoretical and applied finance
78
Insurance / Mathematics & economics
57
SpringerLink / Bücher
50
European journal of operational research : EJOR
48
NBER working paper series
46
The journal of fixed income
44
NBER Working Paper
43
Discussion paper / Centre for Economic Policy Research
42
Journal of financial economics
40
Journal of financial stability
38
Risks : open access journal
36
Finance research letters
35
Working paper / National Bureau of Economic Research, Inc.
34
Finance and economics discussion series
33
Discussion paper / Tinbergen Institute
32
Discussion papers / CEPR
31
Journal of economic dynamics & control
31
Economic modelling
28
Finance and stochastics
28
The journal of risk model validation
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Working paper series / European Central Bank
27
Discussion paper
26
Journal of financial intermediation
26
International review of economics & finance : IREF
24
International review of financial analysis
24
Journal of risk management in financial institutions
24
Research paper series / Swiss Finance Institute
24
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of corporate finance : contracting, governance and organization
22
Dresdner Beiträge zu quantitativen Verfahren
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Computational economics
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Working papers / Federal Reserve Bank of Philadelphia, Research Department
20
CFS working paper series
19
Economics letters
19
Journal of empirical finance
19
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ECONIS (ZBW)
6,752
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1
Introduction to advanced statistical analyses for computational economics and finance
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012134060
Saved in:
2
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco
;
Hambuckers, J.
;
Trapin, L.
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1207-1221
Persistent link: https://www.econbiz.de/10012588037
Saved in:
3
Relevance of wrong-way risk in funding valuation adjustments
Zwaard, Thomas van der
;
Grzelak, Lech A.
;
Oosterlee, …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013478834
Saved in:
4
A note on CVA and wrong way risk
Baviera, Roberto
;
Bua, Gaetano La
;
Pellicioli, Paolo
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011577115
Saved in:
5
Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
Saved in:
6
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
7
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
Saved in:
8
Applied quantitative finance
Härdle, Wolfgang
(
ed.
);
Chen, Cathy Yi-Hsuan
(
ed.
); …
-
2017
-
Third edition
Persistent link: https://www.econbiz.de/10011607343
Saved in:
9
Applied quantitative finance : theory and computational tools
Härdle, Wolfgang
;
Stahl, Gerhard
-
2002
Persistent link: https://www.econbiz.de/10001676122
Saved in:
10
Advanced credit risk analysis : financial approaches and mathematical models to assess, price, and manage credit risk
Cossin, Didier
;
Pirotte, Hugues
-
2001
Persistent link: https://www.econbiz.de/10001432655
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