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~isPartOf:"Global finance journal"
~isPartOf:"The journal of fixed income"
~source:"econis"
~subject:"Risk"
~subject:"Theory"
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Swap
31
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16
Kreditrisiko
16
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13
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13
Theorie
10
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9
Derivative
9
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8
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8
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5
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Interest rate derivative
5
Schätzung
5
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Credit default swap
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Efficient market hypothesis
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Delianedis, Gordon
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Hu, May
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Lai, Van Son
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1
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Wu, Dexiang
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Global finance journal
The journal of fixed income
International journal of theoretical and applied finance
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
Applied mathematical finance
10
Review of derivatives research
10
Journal of financial economics
8
Finance and stochastics
7
The journal of computational finance
7
Discussion paper / The Pensions Institute, Cass Business School, City University
6
Economics letters
6
International review of financial analysis
6
The journal of futures markets
6
Working paper / National Bureau of Economic Research, Inc.
6
Journal of international money and finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER working paper series
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
The journal of finance : the journal of the American Finance Association
5
Vahlens Kurzlehrbücher
5
European financial management : the journal of the European Financial Management Association
4
European journal of operational research : EJOR
4
Europäische Hochschulschriften / 5
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
NBER Working Paper
4
Quantitative finance
4
The European journal of finance
4
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in futures and options research : a research annual
3
Bank of England Working Paper
3
Computational economics
3
Credit risk : models, derivatives, and management
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial markets
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Journal of financial services research : JFSR
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ECONIS (ZBW)
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1
Cross-market informed trading in the CDS and option markets
Hu, May
;
Park, Jason
;
Chen, Jane
;
Verhoevenc, Peter
- In:
Global finance journal
54
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013470116
Saved in:
2
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:
3
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:
4
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
Saved in:
5
Pricing multiname default swaps with counterparty risk
Mashal, Roy
;
Naldi, Marco
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 5-16
Persistent link: https://www.econbiz.de/10002836045
Saved in:
6
Recovery assumptions in the valuation of credit derivatives
Delianedis, Gordon
;
Lagnado, Ronald
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 20-30
Persistent link: https://www.econbiz.de/10001701705
Saved in:
7
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
8
Synthetic barter : simulating countertrade solutions with swaps
Marshall, John F.
- In:
Global finance journal
7
(
1996
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001207056
Saved in:
9
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:
10
Hedging long term commodity swaps with futures
Apsel, David
- In:
Global finance journal
1
(
1989
)
1
,
pp. 77-93
Persistent link: https://www.econbiz.de/10001089855
Saved in:
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