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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Review of futures markets"
~subject:"Credit derivative"
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Credit derivative
Derivat
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Derivative
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Option pricing theory
30
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Paddrik, Mark
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Huang, Jhe-Jheng
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Department of Economics discussion paper series / University of Oxford
Journal of mathematical finance
Review of futures markets
International journal of theoretical and applied finance
16
Journal of banking & finance
13
International review of financial analysis
9
The journal of credit risk : published quarterly by Incisive Media
9
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
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Journal of financial markets
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The journal of futures markets
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Finance and stochastics
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The journal of fixed income
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Williams College Economics Department working paper series
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Finance research letters
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Journal of empirical finance
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Journal of financial intermediation
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Journal of financial services research : JFSR
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Quantitative finance
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Review of derivatives research
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Review of quantitative finance and accounting
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The European journal of finance
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The Oxford handbook of credit derivatives
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Credit derivatives : the definitive guide
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Economic modelling
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Essays on the market structure and pricing of credit derivatives
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European journal of operational research : EJOR
3
Finance and economics discussion series
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Financial stability review : FSR
3
Global finance journal
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Journal of economics and finance
3
Journal of financial stability
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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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Research in international business and finance
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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SFB 649 discussion paper
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1
How safe are central counterparties in derivatives markets?
Paddrik, Mark
;
Young, H. Peyton
-
2017
Persistent link: https://www.econbiz.de/10011669719
Saved in:
2
How safe are central counterparties in credit default swapmarkets?
Paddrik, Mark
;
Young, H. Peyton
-
2019
Persistent link: https://www.econbiz.de/10012196190
Saved in:
3
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
-
2019
Persistent link: https://www.econbiz.de/10012196195
Saved in:
4
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
5
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
-
2017
Persistent link: https://www.econbiz.de/10011752480
Saved in:
6
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
7
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
8
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
9
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
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