//--> //--> //-->
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
Retain my current filters
~subject:"Stochastic process"
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
Search: subject:"credit valuation adjustment"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Credit risk
38
Kreditrisiko
38
Derivat
26
Derivative
26
credit valuation adjustment
26
Theorie
19
Theory
19
Counterparty risk
16
Credit valuation adjustment
14
Financial services
13
Finanzdienstleistung
13
Option pricing theory
13
Optionspreistheorie
13
credit valuation adjustment (CVA)
12
Risikomanagement
10
Risk management
10
Swap
10
Credit Valuation Adjustment
9
Credit derivative
8
Kreditderivat
8
counterparty risk
8
default correlation
8
counterparty credit risk
7
Collateral
6
Credit default swaps
6
Kreditsicherung
6
CVA
5
Interest rate derivative
5
Multivariate Verteilung
5
Multivariate distribution
5
Zinsderivat
5
wrong-way risk
5
Counterparty Credit Risk
4
Counterparty Risk
4
Credit default swap
4
Credit rating
4
Kreditwürdigkeit
4
Portfolio selection
4
Portfolio-Management
4
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Crépey, Stéphane
2
Belak, Christoph
1
Bo, Lijun
1
Capponi, Agostino
1
Dixon, Matthew F.
1
Hoffmann, Daniel
1
Seifried, Frank Thomas
1
more ...
less ...
Published in...
All
The journal of computational finance
2
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Branching diffusions with jumps, and valuation with systemic counterparties
Belak, Christoph
;
Hoffmann, Daniel
;
Seifried, Frank Thomas
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 51-86
Persistent link: https://www.econbiz.de/10012873083
Saved in:
2
Gaussian process regression for derivative portfolio modeling and application to
credit
valuation
adjustment
computations
Crépey, Stéphane
;
Dixon, Matthew F.
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
Saved in:
3
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->