//--> //--> //--> //-->
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"
~subject:"Asset-backed securities"
~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
Asset-backed securities
Insolvency
Volatilität
Credit derivative
30
Kreditderivat
30
Credit risk
27
Kreditrisiko
27
Theorie
21
Theory
21
Derivat
16
Derivative
16
Swap
13
Stochastic process
10
Stochastischer Prozess
10
Option pricing theory
9
Optionspreistheorie
9
Credit insurance
7
Financial services
7
Finanzdienstleistung
7
Insolvenz
7
Kreditversicherung
7
Yield curve
6
Zinsstruktur
6
Multivariate Verteilung
5
Multivariate distribution
5
Volatility
5
Hedging
4
Markov chain
4
Markov-Kette
4
counterparty risk
4
credit default swap
4
credit default swaps
4
Asset-Backed Securities
3
CAPM
3
CVA
3
Collateral
3
Counterparty credit risk
3
Kreditsicherung
3
Risikomanagement
3
Risk management
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Brigo, Damiano
3
Bielecki, Tomasz R.
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cialenco, Igor
1
Cousot, Laurent
1
Diener, Nicolas
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
Huang, Wen-Li
1
Jarrow, Robert A.
1
Jeanblanc, Monique
1
Kassberger, Stefan
1
Khedher, Asma
1
Kim, Sung Ik
1
Kim, Young Shin
1
Liu, Wen-Qiong
1
Michielon, Matteo
1
Nikitopoulos, Christina Sklibosios
1
Pede, Nicola
1
Protter, Philip E.
1
Rösler, Lars
1
Schmidt, Wolfgang M.
1
Spreij, Peter
1
Tang, Dan
1
Teng, Long
1
Wang, Yongjin
1
Zhou, Yuzhen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of banking & finance
16
International review of financial analysis
12
The journal of fixed income
11
The journal of credit risk : published quarterly by Incisive Media
10
Finance research letters
9
Journal of financial economics
9
Economic modelling
7
Energy economics
7
IWH-Diskussionspapiere
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of futures markets
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research paper series / Swiss Finance Institute
6
Review of derivatives research
6
Review of finance : journal of the European Finance Association
6
Williams College Economics Department working paper series
6
Applied economics
5
Journal of international money and finance
5
The journal of corporate finance : contracting, governance and organization
5
The journal of structured finance
5
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Quantitative finance
4
The definitive guide to CDOs : market, application, valuation and hedging
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The review of financial studies
4
Working paper
4
Working paper / Department of Economics, Lund University
4
Credit derivatives : the definitive guide
3
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / CEPR
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance and economics discussion series
3
IMF working paper
3
IMF working papers
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of empirical finance
3
Journal of financial stability
3
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
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
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:
6
CoCo bonds pricing with credit and equity calibrated first-passage firm value models
Brigo, Damiano
;
Garcia, João
;
Pede, Nicola
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403242
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->