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~subject:"Zinsstruktur"
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A structural model for credit...
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Zinsstruktur
Theorie
20,892
Kreditrisiko
20,478
Theory
20,456
Credit risk
20,315
Stochastischer Prozess
17,275
Stochastic process
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4,565
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4,458
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4,389
Bank lending
4,242
Portfolio-Management
4,156
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3,086
United States
2,991
Optionsgeschäft
2,982
Option trading
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Insolvenz
2,908
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2,889
Kreditwürdigkeit
2,853
Credit rating
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Finanzkrise
2,583
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2,572
Mathematische Optimierung
2,542
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2,525
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Renne, Jean-Paul
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Monfort, Alain
23
Schlögl, Erik
19
Chiarella, Carl
18
Filipović, Damir
14
Goldstein, Robert S.
14
Joshi, Mark S.
14
Fabozzi, Frank J.
13
Elliott, Robert J.
12
Schmidt, Thorsten
12
Schoenmakers, John
12
Chen, Son-nan
11
Gilchrist, Simon
11
Gouriéroux, Christian
11
Okimoto, Tatsuyoshi
11
Takaoka, Sumiko
11
Caporale, Guglielmo Maria
10
Cesa-Bianchi, Ambrogio
10
Duffie, Darrell
10
Grbac, Zorana
10
Nozawa, Yoshio
10
Boyarchenko, Nina
9
Eberlein, Ernst
9
Grasselli, Martino
9
He, Zhiguo
9
Milbradt, Konstantin
9
Schwartz, Eduardo S.
9
White, Alan
9
Wilfling, Bernd
9
Beirne, John
8
Chen, Hui
8
Christiansen, Charlotte
8
Creal, Drew
8
Cúrdia, Vasco
8
Elkamhi, Redouane
8
Frömmel, Michael
8
Mayordomo, Sergio
8
Platen, Eckhard
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Centre for Analytical Finance <Århus>
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
3
Erasmus Research Institute of Management
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Springer Fachmedien Wiesbaden
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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American Finance Association
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Deutsche Forschungsgemeinschaft
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Econometrisch Instituut <Rotterdam>
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Economic Policy Conference <31, 2006, Saint Louis, Mo.>
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Eric Cuvillier <Firma>
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Federal Reserve Bank of St. Louis
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut for Finansiering <Frederiksberg>
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Institut für Schweizerisches Bankwesen <Zürich>
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International Center for Financial Asset Management and Engineering
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International Workshop on Finance <2011, Kyōto>
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Judge Institute of Management Studies
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Logos Verlag Berlin
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Nationalekonomiska Institutionen <Lund>
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Queen Mary College / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer International Publishing
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of British Columbia / Finance Division
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Universität <München> / Fakultät für Betriebswirtschaft
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
World Bank
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Journal of banking & finance
79
International journal of theoretical and applied finance
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Journal of financial economics
38
Finance research letters
36
The journal of fixed income
35
Finance and stochastics
30
Applied mathematical finance
28
International review of economics & finance : IREF
28
The review of financial studies
26
International review of financial analysis
25
The journal of computational finance
25
NBER working paper series
21
Review of derivatives research
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Economic modelling
20
Journal of international money and finance
20
Quantitative finance
20
The European journal of finance
20
The journal of futures markets
20
Risks : open access journal
18
The journal of finance : the journal of the American Finance Association
18
Working paper
18
The North American journal of economics and finance : a journal of financial economics studies
17
International journal of financial engineering
16
Journal of empirical finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
NBER Working Paper
16
Journal of economic dynamics & control
15
Working paper / National Bureau of Economic Research, Inc.
15
Asia-Pacific financial markets
14
Journal of mathematical finance
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Research paper series / Swiss Finance Institute
14
Journal of international financial markets, institutions & money
13
Discussion papers / CEPR
12
Finance and economics discussion series
12
Insurance / Mathematics & economics
12
Review of quantitative finance and accounting
12
Research in international business and finance
11
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ECONIS (ZBW)
2,644
EconStor
18
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
3
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1
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
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2
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
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3
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
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4
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
5
Heat kernel interest rate models with time-inhomogeneous Markov processes
Akahori, Jirô
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009562139
Saved in:
6
Affine term structure models : a time-change approach with perfect fit to market curves
Mbaye, Cheikh
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
32
(
2022
)
2
,
pp. 678-724
Persistent link: https://www.econbiz.de/10013164572
Saved in:
7
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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8
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10003121049
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9
Affine processes and applications in finance
Duffie, Darrell
;
Filipović, Damir
;
Schachermayer, Walter
-
2002
Persistent link: https://www.econbiz.de/10001704101
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10
Pricing credit derivatives in a Markov-modulated reduced-form model
Banerjee, Tamal
;
Ghosh, Mrinal K.
;
Iyer, Srikanth K.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-43
Persistent link: https://www.econbiz.de/10009779788
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