//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Review of futures markets"
~subject:"Credit derivative"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Derivat"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit derivative
Derivat
237
Derivative
237
Option pricing theory
131
Optionspreistheorie
131
Stochastic process
74
Stochastischer Prozess
74
Theorie
74
Theory
74
Credit risk
47
Kreditrisiko
47
Volatility
44
Volatilität
44
Hedging
41
Option trading
30
Optionsgeschäft
30
Yield curve
29
Zinsstruktur
29
Portfolio selection
24
Portfolio-Management
24
Swap
24
Black-Scholes model
21
Black-Scholes-Modell
21
Kreditderivat
21
CAPM
19
Markov chain
15
Markov-Kette
14
USA
14
United States
14
Interest rate derivative
13
Zinsderivat
13
Statistical distribution
11
Statistische Verteilung
11
CVA
10
Martingal
10
Martingale
10
Risikomanagement
10
Risk management
10
Correlation
9
Financial services
9
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Jeanblanc, Monique
3
Bielecki, Tomasz R.
2
Crépey, S.
2
Hao, Ruili
2
Banerjee, Tamal
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Cialenco, Igor
1
Diener, Nicolas
1
Ehrhardt, Matthias
1
Feng, Shibi
1
Gapeev, Pavel V.
1
Ghosh, Mrinal K.
1
Gu, Wenjing
1
GĂĽnther, Michael
1
Heider, Pascal
1
Huang, Jhe-Jheng
1
Huang, Wen-Li
1
Iyer, Srikanth K.
1
Jarrow, Robert A.
1
Khedher, Asma
1
Kim, Sung Ik
1
Kim, Young Shin
1
Leung, Tim
1
Liu, Peng
1
Liu, Wen-Qiong
1
Liu, Yinglin
1
Liu, Yonghui
1
Maboulou, Alma P. Bimbabou
1
Mai, Jan-Frederik
1
Mashele, Hopolang P.
1
Michielon, Matteo
1
Nikitopoulos, Christina Sklibosios
1
Protter, Philip E.
1
So, Leh-Chyan
1
Spreij, Peter
1
Tang, Dan
1
Teng, Long
1
Walker, Michael B.
1
Wang, Shoubai
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of mathematical finance
Review of futures markets
Journal of banking & finance
13
International review of financial analysis
9
The journal of credit risk : published quarterly by Incisive Media
9
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
7
International review of economics & finance : IREF
6
Journal of financial markets
6
The journal of futures markets
6
Finance and stochastics
5
The journal of fixed income
5
Williams College Economics Department working paper series
5
Department of Economics discussion paper series / University of Oxford
4
Discussion paper
4
Finance research letters
4
Journal of empirical finance
4
Journal of financial intermediation
4
Journal of financial services research : JFSR
4
Quantitative finance
4
Review of derivatives research
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The Oxford handbook of credit derivatives
4
Credit derivatives : the definitive guide
3
Economic modelling
3
Essays on the market structure and pricing of credit derivatives
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Financial stability review : FSR
3
Global finance journal
3
Journal of economics and finance
3
Journal of financial stability
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research in international business and finance
3
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
3
SFB 649 discussion paper
3
Staff reports / Federal Reserve Bank of New York
3
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
2
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
3
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
4
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
5
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
6
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
7
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
8
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
9
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
10
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->