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isPartOf:"Working papers in economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
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Working papers in economics
International journal of theoretical and applied finance
The journal of risk and insurance : the journal of the American Risk and Insurance Association
IMF Staff Country Reports
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IMF Working Papers
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The journal of structured finance
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Time for a visible hand : lessons from the 2008 world financial crisis
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Housing finance international
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Journal of international financial markets, institutions & money
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Municipal finance journal : the state and local financing and municipal securities advisor
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Taschenbücher für Geld, Bank und Börse : GBB
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The handbook of credit portfolio management
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African trade development: issues at the dawn of a new millennium : proceedings of three meetings of Afreximbank's advisory group on trade finance and export development in Africa
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The definitive guide to CDOs : market, application, valuation and hedging
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ECONIS (ZBW)
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1
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
2
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:
3
The private export credit insurance effect on trade
Veer, Koen J. M. van der
- In:
The journal of risk and insurance : the journal of the …
82
(
2015
)
3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10011373189
Saved in:
4
Pricing basket default swaps in a tractable shot-noise model
Herbertsson, Alexander
;
Jang, Jiwook
;
Schmidt, Thorsten
-
2009
Persistent link: https://www.econbiz.de/10003828944
Saved in:
5
Pricing k-th-to-default swaps ander default contagion : the matrix-analytic approach
Herbertsson, Alexander
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003571927
Saved in:
6
Pricing synthetic CDO tranches in a model with default contagion using the matrix-analytic approach
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571937
Saved in:
7
Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003571939
Saved in:
8
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
9
Estimation of housing price jump risks and their impact on the valuation of mortgage insurance contracts
Chen, Ming-chi
;
Chang, Chia-Chien
;
Lin, Shih-kuei
; …
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10003981532
Saved in:
10
Counterparty risk for credit default swaps : impact of spread volatility and default correlation
Brigo, Damiano
;
Chourdakis, Kyriakos
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1007-1026
Persistent link: https://www.econbiz.de/10003928780
Saved in:
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