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~isPartOf:"Global finance journal"
~isPartOf:"The journal of fixed income"
~source:"econis"
~subject:"Insolvency"
~subject:"Risk"
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31
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Ap Gwilym, Owain
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Bansal, Vipul K.
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Díaz Pérez, Antonio
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Gargouri, Ayoub
1
Jarrow, Robert A.
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Lai, Van Son
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Lei Meng
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Marshall, John F.
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Skinner, Frank S.
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Soumaré, Issouf
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Wei, Jason
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Global finance journal
The journal of fixed income
International journal of theoretical and applied finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
International review of financial analysis
5
Journal of financial economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of credit risk : published quarterly by Incisive Media
4
European journal of operational research : EJOR
3
Finance research letters
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Journal of banking & finance
3
Journal of economic dynamics & control
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The journal of corporate finance : contracting, governance and organization
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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IMF working paper
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IMF working papers
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER Working Paper
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NBER working paper series
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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Risks : open access journal
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tuck School of Business working paper / Tuck School of Business at Dartmouth
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Advances in accounting : a research annual
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Advances in financial planning and forecasting
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Applied mathematical finance
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Banking and finance review
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Commercial lending review
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Credit derivatives : the definitive guide
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
Saved in:
2
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
3
Credit default swaptions
Tucker, Alan L.
;
Wei, Jason
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 88-95
Persistent link: https://www.econbiz.de/10003018930
Saved in:
4
Credit Default Swaps : theory and empirical evidence
Lei Meng
;
Ap Gwilym, Owain
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 17-28
Persistent link: https://www.econbiz.de/10002836079
Saved in:
5
An empirical study of credit default swaps
Skinner, Frank S.
;
Díaz Pérez, Antonio
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
Saved in:
6
Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
Saved in:
7
Macroeconomic derivatives : more viable than first thought!
Bansal, Vipul K.
- In:
Global finance journal
6
(
1995
)
2
,
pp. 101-110
Persistent link: https://www.econbiz.de/10001201365
Saved in:
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