//--> //--> //-->
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
isPartOf:"International journal of theoretical and applied finance"
~accessRights:"restricted"
~subject:"Multivariate Verteilung"
~subject:"Option pricing theory"
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:"Credit spread option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Option pricing theory
Credit derivative
10
Kreditderivat
10
Credit risk
8
Kreditrisiko
8
Theorie
7
Theory
7
Derivat
6
Derivative
6
Swap
6
Stochastic process
4
Stochastischer Prozess
4
Insolvency
3
Insolvenz
3
credit default swaps
3
Asset-Backed Securities
2
Asset-backed securities
2
Credit insurance
2
Kreditversicherung
2
Optionspreistheorie
2
Welt
2
World
2
Yield curve
2
Zinsstruktur
2
credit default swap
2
reduced form models
2
Abwertung
1
Arbitrage
1
Bid-ask spread
1
CAPM
1
CDO tranches
1
Central clearing parties
1
Choquet integral
1
Clearing
1
Collateral
1
Contingent bonds
1
Convertible bond
1
Country risk
1
Credit default swap
1
Credit default swaps
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Itkin, A.
1
Kim, Sung Ik
1
Kim, Young Shin
1
Levendorskij, Sergej Z.
1
Shcherbakov, V.
1
Veygman, A.
1
Published in...
All
International journal of theoretical and applied finance
International journal of financial engineering
4
International review of financial analysis
4
Journal of mathematical finance
4
Finance research letters
3
Insurance / Mathematics & economics
3
Quantitative finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of credit risk : published quarterly by Incisive Media
3
Applied economics letters
2
BestMasters
2
Computational economics
2
European journal of operational research : EJOR
2
Finance and stochastics
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
SpringerLink / Bücher
2
The journal of financial market infrastructures
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial markets and asset pricing
1
IMA journal of management mathematics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economics, finance and management sciences : IJEFM
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mudra : journal of finance and accounting
1
Research in international business and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
3
Ultra-fast pricing barrier options and CDSs
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734044
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->