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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Risikomanagement"
~subject:"Volatilität"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Risikomanagement
Volatilität
Credit derivative
41
Kreditderivat
41
Credit risk
33
Kreditrisiko
33
Theorie
23
Theory
23
Derivat
18
Derivative
18
Swap
15
Stochastic process
10
Stochastischer Prozess
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Option pricing theory
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Welt
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Kreditversicherung
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Yield curve
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Zinsstruktur
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Credit default swaps
5
Hedging
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Multivariate Verteilung
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Multivariate distribution
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Risikoprämie
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CAPM
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CDS
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Credit default swap
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Länderrisiko
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Brigo, Damiano
2
Bielecki, Tomasz R.
1
Capriotti, Luca
1
Chamizo, Álvaro
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cousot, Laurent
1
Crépey, S.
1
DeBoyrie, Maria Eugenia
1
Heider, Pascal
1
Hellmich, Martin
1
Jeanblanc, Monique
1
Kassberger, Stefan
1
Lee, Jacky
1
Li, Hui
1
Naifar, Nader
1
Nikitopoulos, Christina Sklibosios
1
Novales, Alfonso
1
O'Donoghue, Brendan
1
Parhizgari, Ali M.
1
Pavlova, Ivelina
1
Peacock, Matthew
1
Schmidt, Wolfgang M.
1
Zargari, B.
1
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International journal of theoretical and applied finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
10
International review of financial analysis
9
Energy economics
7
Journal of banking & finance
6
The journal of futures markets
6
Quantitative finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Economic modelling
4
Research in international business and finance
4
Research paper series / Swiss Finance Institute
4
Working paper / Department of Economics, Lund University
4
Journal of financial and quantitative analysis : JFQA
3
Journal of financial intermediation
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
The journal of corporate finance : contracting, governance and organization
3
Working paper
3
Applied mathematical finance
2
Borsa Istanbul Review
2
Comparative economic research : Central and Eastern Europe
2
DNB working paper
2
Finance a úvěr
2
Finance and economics discussion series
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Financial series
2
Financial stability review : FSR
2
IMF working papers
2
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)
2
Journal of East Asian economic integration
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of risk management in financial institutions
2
Quantitatives Controlling
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Review of finance : journal of the European Finance Association
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Review of quantitative finance and accounting
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ECONIS (ZBW)
11
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1
Evaluation of market risk associated with hedging a credit derivative portfolio
Chamizo, Álvaro
;
Novales, Alfonso
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 411-430
Persistent link: https://www.econbiz.de/10012655516
Saved in:
2
A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries
Pavlova, Ivelina
;
DeBoyrie, Maria Eugenia
;
Parhizgari, …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 10-22
Persistent link: https://www.econbiz.de/10012034496
Saved in:
3
Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? : a quantile regression approach
Naifar, Nader
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 29-39
Persistent link: https://www.econbiz.de/10011627504
Saved in:
4
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
5
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:
6
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:
7
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:
8
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
9
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
10
Counterparty risk for credit default swaps : impact of spread volatility and default correlation
Brigo, Damiano
;
Chourdakis, Kyriakos
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1007-1026
Persistent link: https://www.econbiz.de/10003928780
Saved in:
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