//--> //--> //--> //-->
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
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
Attenuated model of pricing cr...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
21,341
Theory
20,901
Kreditrisiko
20,509
Credit risk
20,345
Stochastischer Prozess
17,312
Stochastic process
16,866
Optionspreistheorie
14,846
Option pricing theory
14,385
Derivat
13,997
Derivative
13,960
Volatilität
7,262
Volatility
7,141
Portfolio-Management
4,804
Portfolio selection
4,740
Kreditgeschäft
4,457
Risikomanagement
4,445
Bank lending
4,310
USA
4,263
Risk management
4,143
United States
4,130
Schätzung
3,884
Estimation
3,780
Bank
3,543
Kreditderivat
3,492
Credit derivative
3,375
Optionsgeschäft
3,372
Hedging
3,310
Option trading
3,289
Finanzkrise
3,207
Financial crisis
3,191
Welt
3,078
Zinsstruktur
3,055
World
3,029
Yield curve
3,022
Insolvenz
3,016
Insolvency
2,995
Kreditwürdigkeit
2,909
Credit rating
2,858
Risk
2,773
Risiko
2,767
more ...
less ...
Online availability
All
Free
22,689
Undetermined
13,911
Type of publication
All
Article
33,700
Book / Working Paper
31,173
Journal
105
Other
33
Database
1
Type of publication (narrower categories)
All
Article in journal
29,580
Aufsatz in Zeitschrift
29,580
Working Paper
9,938
Graue Literatur
9,921
Non-commercial literature
9,921
Arbeitspapier
9,018
Aufsatz im Buch
2,815
Book section
2,815
Hochschulschrift
2,031
Thesis
1,611
Collection of articles of several authors
658
Sammelwerk
658
Lehrbuch
497
Textbook
453
Aufsatzsammlung
328
Collection of articles written by one author
294
Sammlung
294
Dissertation u.a. Prüfungsschriften
282
Bibliografie enthalten
267
Bibliography included
267
Konferenzschrift
227
Conference paper
220
Konferenzbeitrag
220
Article
178
Glossar enthalten
136
Glossary included
136
Conference proceedings
134
Handbook
133
Handbuch
133
Amtsdruckschrift
112
Government document
112
Forschungsbericht
82
Systematic review
69
Übersichtsarbeit
69
Case study
67
Fallstudie
67
Ratgeber
67
Mehrbändiges Werk
60
Multi-volume publication
60
Guidebook
49
more ...
less ...
Language
All
English
58,543
German
3,904
Undetermined
1,849
French
256
Spanish
210
Italian
105
Polish
61
Russian
30
Portuguese
27
Dutch
20
Norwegian
20
Swedish
17
Lithuanian
14
Finnish
7
Czech
6
Danish
6
Hungarian
4
Romanian
4
Ukrainian
3
Croatian
2
Serbian
2
Afrikaans
1
Arabic
1
Bulgarian
1
Modern Greek (1453-)
1
Ancient Greek (to 1453)
1
Slovenian
1
Vietnamese
1
Chinese
1
Not applicable
1
more ...
less ...
Author
All
Fabozzi, Frank J.
182
McAleer, Michael
154
Koopman, Siem Jan
128
Härdle, Wolfgang
127
Madan, Dilip B.
127
Ongena, Steven
115
Jarrow, Robert A.
107
Lucas, André
104
Chiarella, Carl
91
Platen, Eckhard
91
Hull, John
89
Benth, Fred Espen
86
Cui, Zhenyu
85
Phillips, Peter C. B.
85
Takahashi, Akihiko
85
Acharya, Viral V.
80
Carr, Peter
79
Subrahmanyam, Marti G.
79
Joshi, Mark S.
77
Duffie, Darrell
74
Gouriéroux, Christian
73
Schoutens, Wim
71
Jacobs, Kris
70
Altman, Edward I.
67
Caporale, Guglielmo Maria
67
Brigo, Damiano
66
Broll, Udo
65
Rösch, Daniel
65
Elliott, Robert J.
64
Scheicher, Martin
63
Jokivuolle, Esa
59
Longstaff, Francis A.
59
Monfort, Alain
59
Schwartz, Eduardo S.
58
Račev, Svetlozar T.
57
Stentoft, Lars
57
Lee, Cheng F.
56
Pelizzon, Loriana
56
Lien, Da-hsiang Donald
54
Peydró, José-Luis
54
more ...
less ...
Institution
All
International Monetary Fund (IMF)
599
National Bureau of Economic Research
346
International Monetary Fund
279
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
97
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
82
Basel Committee on Banking Supervision
80
Centre for Analytical Finance <Århus>
39
Institut für Schweizerisches Bankwesen <Zürich>
39
Frankfurt School of Finance & Management
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
23
Springer Fachmedien Wiesbaden
23
Deutsche Bundesbank
22
HAL
22
International Organization of Securities Commissions
21
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Ekonomiska forskningsinstitutet <Stockholm>
18
National Centre of Competence in Research North South <Bern>
18
C.E.P.R. Discussion Papers
17
Chambre de commerce et d'industrie de Paris
17
EconWPA
16
European Central Bank
16
Institut ekonomických studií, Univerzita Karlova v Praze
16
Center for Economic Research <Tilburg>
14
Tinbergen Instituut
14
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
13
Henley Business School, University of Reading
13
OECD
13
Suomen Pankki
13
The Wharton Financial Institutions Center
13
Verlag Dr. Kovač
13
Banco de España
12
Institute of Finance and Accounting <London>
12
Internationaler Währungsfonds
12
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
11
Deutsche Forschungsgemeinschaft
11
International Center for Financial Asset Management and Engineering
11
Oesterreichische Nationalbank
11
Svenska Handelshögskolan <Helsinki>
11
World Bank
11
more ...
less ...
Published in...
All
Journal of banking & finance
859
European journal of operational research : EJOR
839
International journal of theoretical and applied finance
691
The journal of futures markets
670
Finance research letters
415
Insurance / Mathematics & economics
395
Finance and stochastics
373
IMF Working Papers
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
345
NBER working paper series
337
Applied mathematical finance
307
Quantitative finance
306
The journal of derivatives : the official publication of the International Association of Financial Engineers
303
Journal of economic dynamics & control
300
The journal of computational finance
291
Journal of econometrics
288
Journal of financial economics
284
Working paper / National Bureau of Economic Research, Inc.
282
Risks : open access journal
271
NBER Working Paper
265
IMF Staff Country Reports
249
International review of financial analysis
249
Energy economics
238
Discussion paper / Tinbergen Institute
228
Economics letters
223
Research paper series / Swiss Finance Institute
219
Review of derivatives research
217
Management science : journal of the Institute for Operations Research and the Management Sciences
215
Economic modelling
214
International review of economics & finance : IREF
214
Computational economics
212
The European journal of finance
212
The journal of fixed income
205
Working paper
205
The journal of finance : the journal of the American Finance Association
201
Journal of financial stability
200
SpringerLink / Bücher
198
Operations research
195
Applied economics
192
The journal of credit risk : published quarterly by Incisive Media
191
more ...
less ...
Source
All
ECONIS (ZBW)
60,264
RePEc
2,125
EconStor
1,141
USB Cologne (EcoSocSci)
1,040
USB Cologne (business full texts)
277
BASE
80
Other ZBW resources
56
OLC EcoSci
22
ArchiDok
7
more ...
less ...
Showing
61
-
70
of
65,012
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun
;
Xiong, Dewen
;
Yan, Wenchao
;
Yuan, George Xianzhi
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012028824
Saved in:
62
Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
Saved in:
63
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
64
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
65
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
66
Modeling correlation structure for collateralized debt obligations
Ilalan, Deniz
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 72-83
Persistent link: https://www.econbiz.de/10011404924
Saved in:
67
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
68
How correlation risk in basket credit derivatives might be priced and managed?
Zhu, Dong-Mei
;
Gu, Jia-wen
;
Yu, Feng-Hui
;
Ching, Wai Ki
; …
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10012434401
Saved in:
69
Financial stochastic modeling and the subprime crisis
Latifa, Aitoutouhen
;
Faris, Hamza
- In:
International journal of economics, finance and …
4
(
2016
)
2
,
pp. 67-77
Persistent link: https://www.econbiz.de/10011657951
Saved in:
70
CDS pricing with long memory via fractional Lévy processes
Fink, Holger Maria
;
Scherr, Christian
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010507970
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->