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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
~subject:"Firm performance"
~type_genre:"Article in journal"
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Credit risk
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Insolvency
23
Insolvenz
23
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14
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14
Credit derivative
7
Financial services
7
Finanzdienstleistung
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Chellathurai, Thamayanthi
2
Jeanblanc, Monique
2
Amerio, Emanuele
1
Bielecki, Tomasz R.
1
Brigo, Damiano
1
Buffet, Emmanuel
1
Carr, Peter
1
Chang, Shiwei
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International journal of theoretical and applied finance
Journal of banking & finance
81
The journal of credit risk : published quarterly by Incisive Media
44
Finance research letters
37
The journal of fixed income
37
The journal of real estate finance and economics
36
European journal of operational research : EJOR
28
Journal of financial economics
28
The journal of corporate finance : contracting, governance and organization
25
Risks : open access journal
24
Applied economics
22
Journal of financial stability
21
Pacific-Basin finance journal
20
Economic modelling
19
International review of financial analysis
17
Journal of risk and financial management : JRFM
17
Review of finance : journal of the European Finance Association
16
Journal of economic dynamics & control
15
Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics letters
14
Journal of empirical finance
14
Journal of financial services research : JFSR
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Journal of international financial markets, institutions & money
14
International review of economics & finance : IREF
13
Review of quantitative finance and accounting
13
Economics letters
12
Insurance / Mathematics & economics
12
International journal of forecasting
12
Journal of business research : JBR
12
Journal of money, credit and banking : JMCB
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of risk management in financial institutions
11
Emerging markets, finance and trade : EMFT
10
Journal of the Operational Research Society : OR
10
The journal of finance : the journal of the American Finance Association
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Research in international business and finance
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
International journal of economics and finance
8
Journal of financial intermediation
8
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ECONIS (ZBW)
19
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1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
3
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:
4
Modeling lifetime expected credit losses on bank loans
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012887420
Saved in:
5
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:
6
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
7
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:
8
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
9
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
10
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:
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