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isPartOf:"Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
~subject:"Germany"
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Prinzipal-Agent-Theorie
Derivat
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Theorie
1,569
Theory
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Portfolio selection
166
Portfolio-Management
166
Stochastic process
119
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
International journal of theoretical and applied finance
Europäische Hochschulschriften / 5
793
Gabler Edition Wissenschaft
503
SpringerLink / Bücher
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Springer-Lehrbuch
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Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
105
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Journal of banking & finance
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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The review of financial studies
62
Economic theory : official journal of the Society for the Advancement of Economic Theory
60
Journal of institutional and theoretical economics : JITE
60
Volkswirtschaftliche Schriften
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ECONIS (ZBW)
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1
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
2
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:
3
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
4
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
5
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
6
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
7
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
8
Note on the Smith-Wilson interest rate curve
Gach, Florian
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011568780
Saved in:
9
Consistent parallel and proportional shifts in the term structure of futures prices
Hinnerich, Mia
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403181
Saved in:
10
A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano
;
Buescu, Cristin
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
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