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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of derivatives research"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Credit derivative
38
Kreditderivat
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Credit risk
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Swap
14
Theorie
12
Theory
12
Insolvency
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Derivat
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Derivative
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credit default swaps
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Option pricing theory
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Credit default swap
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Credit default swaps
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Systemic risk
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credit risk
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Hao, Xuemiao
2
Li, Xuan
2
Aramonte, Sirio
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Budhi Arta Surya
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Jahan-Parvar, Mohammad R.
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Jönsson, Henrik
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Insurance / Mathematics & economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Review of derivatives research
International journal of theoretical and applied finance
9
International journal of financial engineering
4
International review of financial analysis
4
Journal of mathematical finance
4
SpringerLink / Bücher
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Applied mathematical finance
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BestMasters
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Credit risk : models, derivatives, and management
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
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Finance and stochastics
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Finance research letters
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Journal of banking & finance
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of futures markets
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Applied economics letters
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Asia-Pacific financial markets
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Asia-Pacific journal of financial studies
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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CreditRisk+ in the banking industry
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Decisions in economics and finance : a journal of applied mathematics
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Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
2
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
3
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
4
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Cantia, Catalin
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 21-35
Persistent link: https://www.econbiz.de/10011691492
Saved in:
5
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao
;
Li, Xuan
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 103-110
Persistent link: https://www.econbiz.de/10011422882
Saved in:
6
Finite-time survival probability and credit default swaps pricing under geometric Lévy markets
Hao, Xuemiao
;
Li, Xuan
;
Shimizu, Yasutaka
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 14-23
Persistent link: https://www.econbiz.de/10009785428
Saved in:
7
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
Saved in:
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