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isPartOf:"Journal of international money and finance"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Financial services"
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Financial services
Swap
64
Option pricing theory
29
Optionspreistheorie
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23
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Credit default swaps
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Journal of international money and finance
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
International journal of financial research
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of network theory in finance
2
Accounting horizons : a quarterly publication of the American Accounting Association
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CESifo Working Paper
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Department of Economics discussion paper series / University of Oxford
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Journal of risk management in financial institutions
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Omega : the international journal of management science
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Operations research confronting the crisis
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Review of derivatives research
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Robustness in econometrics
1
SFB 649 discussion paper
1
Special Reading in Islamic Economics, Islamic Science University of Malaysia
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The journal of corporate finance : contracting, governance and organization
1
The journal of derivatives : JOD
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The journal of futures markets
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The journal of structured finance
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ECONIS (ZBW)
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1
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
2
Bank credit default swaps and deposit insurance around the world
Liu, Liuling
;
Zhang, Gaiyan
;
Fang, Yiwei
- In:
Journal of international money and finance
69
(
2016
),
pp. 339-363
Persistent link: https://www.econbiz.de/10011712039
Saved in:
3
Contagion effects and collateralized credit value adjustments for credit default swaps
Frey, Rüdiger
;
Rösler, Lars
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498864
Saved in:
4
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
Saved in:
5
Counterparty risk for Credit Default Swap with states related default intensity processes
Tang, Dan
;
Wang, Yongjin
;
Zhou, Yuzhen
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1335-1353
Persistent link: https://www.econbiz.de/10009541993
Saved in:
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