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~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~isPartOf:"The credit derivatives handbook : global perspectives, innovations, and market drivers"
~subject:"Kreditrisiko"
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Kreditrisiko
Derivat
134
Derivative
134
Option pricing theory
55
Optionspreistheorie
55
Volatility
39
Volatilität
39
Hedging
31
Theorie
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Finance research letters
Quantitative finance
The credit derivatives handbook : global perspectives, innovations, and market drivers
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
12
Journal of risk management in financial institutions
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of computational finance
11
Journal of financial economics
10
The journal of financial market infrastructures
10
SpringerLink / Bücher
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
The journal of futures markets
9
Wiley finance
9
Credit derivatives : the definitive guide
8
European journal of operational research : EJOR
8
Journal of financial intermediation
8
Applied mathematical finance
7
International review of economics & finance : IREF
7
International review of financial analysis
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Journal of empirical finance
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Journal of mathematical finance
7
Research paper series / Swiss Finance Institute
7
Schriftenreihe Finanzmanagement
7
Discussion paper
6
Journal of international financial markets, institutions & money
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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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CFS working paper series
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Finance and stochastics
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Gabler Edition Wissenschaft
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ECONIS (ZBW)
22
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1
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
2
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
3
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Bo, Lijun
;
Liu, Yanchu
;
Zhang, Tingting
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10012588035
Saved in:
4
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
5
A set-valued Markov chain approach to credit default
Chen, Dianfa
;
Deng, Jun
;
Feng, Jianfen
;
Zou, Bin
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10012194914
Saved in:
6
Analytical valuation of power exchange options with default risk
Xu, Guangli
;
Shao, Xinjian
;
Wang, Xingchun
- In:
Finance research letters
28
(
2019
),
pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
Saved in:
7
Optimal margin requirement
Berlinger, Edina
;
Dömötör, Barbara
;
Illés, Ferenc
- In:
Finance research letters
31
(
2019
),
pp. 239-249
Persistent link: https://www.econbiz.de/10012421563
Saved in:
8
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
9
Credit default swaps and regulatory capital relief : evidence from European banks
Thornton, John
;
Di Tommaso, Caterina
- In:
Finance research letters
26
(
2018
),
pp. 255-260
Persistent link: https://www.econbiz.de/10012005692
Saved in:
10
Debt market illiquidity and correlated default risk
Javadi, Siamak
;
Mollagholamali, Mohsen
- In:
Finance research letters
26
(
2018
),
pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
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