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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit derivative"
~subject:"Estimation theory"
~subject:"Theory"
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Credit derivative
Estimation theory
Theory
Yield curve
111
Zinsstruktur
111
Theorie
51
Option pricing theory
40
Optionspreistheorie
40
Interest rate derivative
26
Stochastic process
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Rebonato, Riccardo
3
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2
Shibata, Takashi
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1
Baaquie, Belal E.
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International journal of theoretical and applied finance
NBER working paper series
102
Working paper / National Bureau of Economic Research, Inc.
95
Journal of banking & finance
89
NBER Working Paper
88
The journal of fixed income
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Journal of financial economics
54
The review of financial studies
44
Working paper
43
Discussion paper / Centre for Economic Policy Research
42
Economics letters
41
The journal of finance : the journal of the American Finance Association
41
Journal of economic dynamics & control
40
Finance and stochastics
39
Journal of empirical finance
39
Journal of international money and finance
37
Journal of money, credit and banking : JMCB
37
Finance and economics discussion series
35
Journal of financial and quantitative analysis : JFQA
33
Working paper series / European Central Bank
30
Finance research letters
29
Journal of econometrics
29
Journal of monetary economics
28
Applied mathematical finance
27
International review of economics & finance : IREF
27
Discussion paper
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Working papers series / Federal Reserve Bank of San Francisco
24
Discussion papers / CEPR
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
The European journal of finance
23
Economic modelling
22
International review of financial analysis
22
Staff reports / Federal Reserve Bank of New York
22
Applied economics
19
CESifo working papers
19
Discussion paper / Tinbergen Institute
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
57
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1
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
2
Polynomial term structure models
Cheng, Si
;
Tehranchi, Michael R.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
Saved in:
3
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
4
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
5
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
6
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:
7
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
8
Credit spread and liquidation value-based debt financing constraint
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153003
Saved in:
9
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
10
Classification of two- and three-factor time-homogeneous separable LMMs
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011686867
Saved in:
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