//--> //--> //-->
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:"Risiko"
isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Markov chain"
~person:"Rutkowski, Marek"
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_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Markov chain
Theorie
5
Theory
5
Yield curve
3
Zinsstruktur
3
Credit risk
2
Kreditrisiko
2
Markov-Kette
2
Option pricing theory
2
Optionspreistheorie
2
Currency derivative
1
Derivat
1
Derivative
1
Elf-X
1
Interest rate derivative
1
International financial market
1
Internationaler Finanzmarkt
1
Libor
1
Quanto
1
Swap
1
Währungsderivat
1
Zero-Bond
1
Zero-coupon bond
1
Zinsderivat
1
admissibility
1
forward swap rate
1
market model
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Rutkowski, Marek
Filipović, Damir
4
Frittelli, Marco
3
Bielecki, Tomasz R.
2
Cherny, Alexander S.
2
Cont, Rama
2
Guasoni, Paolo
2
Linetsky, Vadim
2
Mendoza-Arriaga, Rafael
2
Platen, Eckhard
2
Artzner, Philippe
1
Belhaj, Mohamed
1
Ben-Tal, Aharon
1
Biagini, Francesca
1
Björk, Tomas
1
Botero, Camila
1
Bäuerle, Nicole
1
Cambou, Mathieu
1
Capponi, Agostino
1
Carr, Peter
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
1
Chen, Li
1
Cheridito, Patrick
1
Cherny, Alexander
1
Cherubini, Umberto
1
Crépey, Stéphane
1
Delbaen, Freddy
1
Denis, Laurent
1
Du, Ke
1
Eberlein, Ernst
1
El Karoui, Nicole
1
Engwerda, Jacob Christiaan
1
Fernández, Begoña
1
Figueroa-López, José E.
1
Glasserman, Paul
1
Grechuk, Bogdan
1
Heath, David
1
Heath, David C.
1
Israel, Robert B.
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
2
Multiple ratings model of defaultable term structure
Bielecki, Tomasz R.
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10002177192
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->