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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Monetary and economic studies"
~subject:"Kreditrisiko"
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Kreditrisiko
Interest rate derivative
36
Zinsderivat
36
Yield curve
26
Zinsstruktur
26
Option pricing theory
18
Optionspreistheorie
18
Theorie
14
Theory
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Derivat
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Derivative
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Volatility
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Volatilität
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Interest rate
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Stochastic process
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Stochastischer Prozess
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Estimation
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Credit risk
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Japan
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Brigo, Damiano
1
Crépey, Stéphane
1
Gerboud, Rémi
1
Grbac, Zorana
1
Hui, Cho H.
1
Ieda, Akira
1
Lo, C. F.
1
Ngor, Nathalie
1
Ohba, Toshikazu
1
Pallavicini, Andrea
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International journal of theoretical and applied finance
Monetary and economic studies
Journal of banking & finance
3
The journal of credit risk : published quarterly by Incisive Media
3
European journal of operational research : EJOR
2
Interest rate modelling after the financial crisis
2
International journal of financial engineering
2
Journal of economics and finance
2
Journal of financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
NBER working paper series
2
Quantitative finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Working paper / National Bureau of Economic Research, Inc.
2
Applied mathematical finance
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Arbeitsberichte / Hochschule für Bankwirtschaft
1
BIS working papers
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Berichte aus der Volkswirtschaft
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Bonn Econ Discussion Papers / BGSE
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Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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Central Bank review / Central Bank of the Republic of Turkey
1
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
1
Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
1
FIW working paper
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Finance and economics discussion series
1
Financial markets and portfolio management
1
Gabler Edition Wissenschaft
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HKIMR working paper
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IES Working Paper: 16/2014
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IES working paper
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IMES discussion paper series
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Journal / The Capco Institute : journal of financial transformation
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Journal of economic dynamics & control
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Journal of financial services research : JFSR
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Journal of macroeconomics
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Journal of mathematical finance
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Mathematics and financial economics
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Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
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Counterparty risk and funding : the four wings of the TVA
Crépey, Stéphane
;
Gerboud, Rémi
;
Grbac, Zorana
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009748728
Saved in:
2
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
3
Effect of asset value correlation on credit-linked note values
Hui, Cho H.
;
Lo, C. F.
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 455-478
Persistent link: https://www.econbiz.de/10001687127
Saved in:
4
Risk management for equity portfolios of Japanese banks
Ieda, Akira
;
Ohba, Toshikazu
- In:
Monetary and economic studies
17
(
1999
)
2
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001402196
Saved in:
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