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~subject:"Kreditrisiko"
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Ackerer, Damien
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Finance and stochastics
Wiley trading series
International journal of theoretical and applied finance
40
Journal of banking & finance
32
The journal of credit risk : published quarterly by Incisive Media
19
The journal of fixed income
17
Review of derivatives research
13
Finance and economics discussion series
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of computational finance
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The journal of financial market infrastructures
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The journal of derivatives : the official publication of the International Association of Financial Engineers
9
The journal of futures markets
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Wiley finance
9
Credit derivatives : the definitive guide
8
European journal of operational research : EJOR
8
Journal of financial intermediation
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The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Applied mathematical finance
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of empirical finance
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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Schriftenreihe Finanzmanagement
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Gabler Edition Wissenschaft
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Journal of securities operations & custody
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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Working paper series
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Applied economics letters
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Asia-Pacific financial markets
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Linear credit risk models
Ackerer, Damien
;
Filipović, Damir
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 169-214
Persistent link: https://www.econbiz.de/10012253344
Saved in:
2
Counterparty risk and funding : immersion and beyond
Crépey, Stéphane
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 901-930
Persistent link: https://www.econbiz.de/10011569906
Saved in:
3
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
4
Pricing equity default swaps under the jump-to-default extended CEV model
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 513-540
Persistent link: https://www.econbiz.de/10009303137
Saved in:
5
Pricing contingent claims with credit risk : asymptotic expansion approach
Muroi, Yoshifumi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 415-427
Persistent link: https://www.econbiz.de/10002946754
Saved in:
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