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~isPartOf:"Applied mathematical finance"
~subject:"Kreditderivat"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Kreditderivat
Volatilität
Credit derivative
5
Credit risk
5
Kreditrisiko
5
Derivat
2
Derivative
2
Insolvency
2
Insolvenz
2
Multivariate Verteilung
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Multivariate distribution
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Option pricing theory
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Optionspreistheorie
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Risikoprämie
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Risk premium
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Stochastic process
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Stochastischer Prozess
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Swap
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Volatility
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Actuarial mathematics
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CDO pricing
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Constant Elasticity of Variance model
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Corporate bond
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Country risk
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Credit default swap
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Credit insurance
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Exchange rate
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Kreditversicherung
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Länderrisiko
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Lévy processes
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Multivariate Analyse
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Multivariate analysis
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Multivariate default model
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Risikomodell
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Risk model
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Theorie
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Theory
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Unternehmensanleihe
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Versicherungsmathematik
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Article in journal
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English
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Bee, Marco
1
Diop, Sidy
1
Francesco, Marco Di
1
Kokholm, Thomas
1
Mai, Jan-Frederik
1
Marchi, Gian Luca De
1
Nicolato, Elisa
1
Olivares, Pablo
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Pascucci, Andrea
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Schenk, Steffen
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Scherer, Matthias
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Yamazaki, Akira
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Applied mathematical finance
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Finance research letters
37
Journal of financial stability
35
Journal of international financial markets, institutions & money
34
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
Journal of international money and finance
27
The journal of futures markets
26
The review of financial studies
26
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of empirical finance
22
Applied economics
19
Economic modelling
19
International review of economics & finance : IREF
19
Journal of financial and quantitative analysis : JFQA
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Research in international business and finance
15
The European journal of finance
14
Review of derivatives research
13
Economics letters
12
The journal of finance : the journal of the American Finance Association
12
European financial management : the journal of the European Financial Management Association
11
Financial stability review : FSR
11
Journal of risk finance : the convergence of financial products and insurance
11
The journal of corporate finance : contracting, governance and organization
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Journal of financial intermediation
10
Journal of financial markets
10
Quantitative finance
10
Applied financial economics
9
International journal of finance & economics : IJFE
9
Journal of economic dynamics & control
9
Journal of risk
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ECONIS (ZBW)
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Sovereign CDS calibration under a hybrid sovereign risk model
Diop, Sidy
;
Pascucci, Andrea
;
Francesco, Marco Di
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012129157
Saved in:
2
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
3
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
4
Sato processes in default modelling
Kokholm, Thomas
;
Nicolato, Elisa
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 377-397
Persistent link: https://www.econbiz.de/10008797260
Saved in:
5
Modelling credit default swap spreads by means of normal mixtures and copulas
Bee, Marco
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 125-146
Persistent link: https://www.econbiz.de/10002085490
Saved in:
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