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Single Name Credit Default Swa...
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Option pricing theory
56
Optionspreistheorie
56
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47
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47
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19
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19
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17
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17
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Credit derivative
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Schoutens, Wim
224
Madan, Dilip B.
66
De Spiegeleer, Jan
31
Dhaene, Jan
28
Linders, Daniël
23
Jönsson, Henrik
22
Guillaume, Florence
17
Corcuera, José Manuel
11
Höcht, Stephan
11
Wang, King
10
Luciano, Elisa
9
Pistorius, Martijn
9
Vyncke, David
9
Cariboni, Jessica
8
Reyners, Sofie
8
Campolongo, Francesca
7
Marquet, Ine
7
Chernih, Andrew
6
Eberlein, Ernst
6
SCHOUTENS, WIM
6
Vanduffel, Steven
6
Beirlant, Jan
5
Forys, Monika B.
5
Kukush, Alexander
5
Stassen, Ben
5
Verschueren, Eva
5
Albrecher, Hansjörg
4
Carr, Peter
4
Decamps, Marc
4
Di Girolamo, Francesca
4
Goovaerts, Marc J.
4
Maes, Stan
4
Maj, Matheusz
4
Nualart, David
4
Dony, Julia
3
Fajardo, José
3
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3
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3
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3
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3
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
International Centre for Economic Research (ICER)
1
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1
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International journal of theoretical and applied finance
12
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12
AFI
8
Insurance / Mathematics & economics
8
International Journal of Theoretical and Applied Finance (IJTAF)
6
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6
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5
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4
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4
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4
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3
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Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Engineering and process economics : EPE ; an internat. journal for industry
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Finance and stochastics
2
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2
International Journal of Financial Research
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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SpringerBriefs in finance
2
The journal of credit risk : published quarterly by Incisive Media
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of Finance
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Applied Mathematical Finance
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ECONIS (ZBW)
175
RePEc
31
OLC EcoSci
23
EconStor
4
USB Cologne (EcoSocSci)
3
Other ZBW resources
1
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31
Pricing and hedging of CDO-squared tranches by using a one factor Lévy model
Guillaume, Florence
;
Jacobs, Philippe
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 663-685
Persistent link: https://www.econbiz.de/10003899503
Saved in:
32
A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Maj, Matheusz
; …
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
Saved in:
33
On the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Schoutens, Wim
-
2007
Persistent link: https://www.econbiz.de/10003613733
Saved in:
34
Comparing some alternative Lévy base correlation models for pricing and hedging CDO tranches
Masol, Viktoriya
;
Schoutens, Wim
-
2008
Persistent link: https://www.econbiz.de/10003709746
Saved in:
35
Pricing credit default swaps under Lévy models
Cariboni, Jessica
;
Schoutens, Wim
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 71-91
Persistent link: https://www.econbiz.de/10003542263
Saved in:
36
Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Saved in:
37
Portfolio insurances, CPPI and CPDO, truth or illusion?
Joossens, Elisabeth
;
Schoutens, Wim
- In:
Alternative investments and strategies : credit, …
,
(pp. 259-294)
.
2010
Persistent link: https://www.econbiz.de/10008655200
Saved in:
38
Conic coconuts : the pricing of contingent capital notes using conic finance
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematics and financial economics
4
(
2011
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10008987827
Saved in:
39
Contingent capital : an in-depth discussion
Maes, Stan
;
Schoutens, Wim
- In:
Economic notes : economic review of Banca Monte dei …
41
(
2012
)
1/2
,
pp. 59-79
Persistent link: https://www.econbiz.de/10009573743
Saved in:
40
FIX: the fear index : measuring market fear
Dhaene, Jan
;
Dony, Julia
;
Forys, Monika B.
;
Linders, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009428158
Saved in:
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