//--> //--> //-->
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"
~person:"Teng, Long"
~subject:"Insolvency"
~subject:"Volatilität"
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:"CDS (Credit Default Swap)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Insolvency
Volatilität
Credit default swaps
1
Credit derivative
1
Credit risk
1
Derivat
1
Derivative
1
Financial services
1
Finanzdienstleistung
1
Insolvenz
1
Kreditderivat
1
Kreditrisiko
1
Markov chain
1
Markov copula model
1
Markov-Kette
1
Multivariate Verteilung
1
Multivariate distribution
1
Swap
1
Theorie
1
Theory
1
counterparty risk
1
default correlation
1
default intensity
1
risk-neutral credit valuation adjustment
1
simultaneous default
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Teng, Long
Brigo, Damiano
3
Bielecki, Tomasz R.
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cialenco, Igor
1
Cousot, Laurent
1
Ehrhardt, Matthias
1
Feng, Shibi
1
Frey, Rüdiger
1
Gapeev, Pavel V.
1
Garcia, João
1
Günther, Michael
1
Heider, Pascal
1
Hellmich, Martin
1
Jeanblanc, Monique
1
Kassberger, Stefan
1
Khedher, Asma
1
Michielon, Matteo
1
Nikitopoulos, Christina Sklibosios
1
Pede, Nicola
1
Rösler, Lars
1
Schmidt, Wolfgang M.
1
Spreij, Peter
1
Tang, Dan
1
Wang, Yongjin
1
Zhou, Yuzhen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->