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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematics and financial economics"
~subject:"Finanzdienstleistung"
~subject:"Volatilität"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Finanzdienstleistung
Volatilität
Credit derivative
33
Kreditderivat
33
Credit risk
29
Kreditrisiko
29
Theorie
22
Theory
22
Derivat
17
Derivative
17
Swap
14
Financial services
10
Stochastic process
10
Stochastischer Prozess
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Option pricing theory
9
Optionspreistheorie
9
Credit insurance
7
Insolvency
7
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Kreditversicherung
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Yield curve
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Zinsstruktur
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Credit default swaps
5
Multivariate Verteilung
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Multivariate distribution
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Volatility
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Hedging
4
Markov chain
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Markov-Kette
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Risikomanagement
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Risk management
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counterparty risk
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credit default swap
4
credit default swaps
4
Asset-Backed Securities
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Asset-backed securities
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CAPM
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15
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Bielecki, Tomasz R.
2
Brigo, Damiano
2
Banerjee, Tathagata
1
Castellano, Rosella
1
Cerqueti, Roy
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cialenco, Igor
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Clemente, Gian Paolo
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Cousot, Laurent
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Crépey, S.
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Ehrhardt, Matthias
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1
Feng, Shibi
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1
Günther, Michael
1
Heider, Pascal
1
Hellmich, Martin
1
Jeanblanc, Monique
1
Kassberger, Stefan
1
Li, Hui
1
Ng, Leslie
1
Nikitopoulos, Christina Sklibosios
1
Paddrik, Mark
1
Rösler, Lars
1
Schmidt, Wolfgang M.
1
Tang, Dan
1
Teng, Long
1
Wang, Yongjin
1
Young, H. Peyton
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1
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International journal of theoretical and applied finance
Mathematics and financial economics
Journal of banking & finance
12
International review of financial analysis
10
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Economic modelling
7
Energy economics
7
The journal of futures markets
6
Applied economics
5
Quantitative finance
5
The journal of credit risk : published quarterly by Incisive Media
5
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Research paper series / Swiss Finance Institute
4
The journal of corporate finance : contracting, governance and organization
4
Working paper / Department of Economics, Lund University
4
Finance and economics discussion series
3
IMF working papers
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Journal of financial stability
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Research in international business and finance
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Review of finance : journal of the European Finance Association
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Working paper
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Applied mathematical finance
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Comparative economic research : Central and Eastern Europe
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DNB working paper
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Department of Economics discussion paper series / University of Oxford
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Discussion paper / Tinbergen Institute
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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FEDS Working Paper
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Finance a úvěr
2
Finance and stochastics
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Insurance / Mathematics & economics
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International Journal of Financial Studies : open access journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of finance & economics : IJFE
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International journal of financial engineering
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ECONIS (ZBW)
15
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1
How safe are central counterparties in credit default swap markets?
Paddrik, Mark
;
Young, H. Peyton
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10012433631
Saved in:
2
An optimization model for minimizing systemic risk
Castellano, Rosella
;
Cerqueti, Roy
;
Clemente, Gian Paolo
; …
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012433633
Saved in:
3
Impact of contingent payments on systemic risk in financial networks
Banerjee, Tathagata
;
Feinstein, Zachary
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10012055893
Saved in:
4
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:
5
Contagion effects and collateralized credit value adjustments for credit default swaps
Frey, Rüdiger
;
Rösler, Lars
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498864
Saved in:
6
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
Saved in:
7
Credit modeling under jump diffusions with exponentially distributed jumps : stable calibration, dynamics and GAP risk
Hellmich, Martin
;
Kassberger, Stefan
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009779752
Saved in:
8
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
9
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
Saved in:
10
Numerical procedures for a wrong way risk model with lognormal Hazard rates and Gaussian interest rates
Ng, Leslie
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010243617
Saved in:
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