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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
~subject:"Kreditderivat"
~subject:"Theory"
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Credit risk
Kreditderivat
Theory
Yield curve
111
Zinsstruktur
111
Theorie
71
Option pricing theory
51
Optionspreistheorie
51
Stochastic process
34
Stochastischer Prozess
34
Interest rate derivative
33
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33
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30
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30
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Rebonato, Riccardo
3
Schmidt, Thorsten
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Baaquie, Belal E.
2
Elliott, Robert J.
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Epstein, D.
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Nguyen, The Anh
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1
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1
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International journal of theoretical and applied finance
NBER working paper series
860
NBER Working Paper
783
Working paper / National Bureau of Economic Research, Inc.
536
CESifo working papers
473
Discussion paper / Centre for Economic Policy Research
387
Working paper series / European Central Bank
337
Working paper
304
IMF working papers
275
Journal of economic dynamics & control
265
Journal of monetary economics
245
Journal of banking & finance
219
Journal of macroeconomics
200
IMF working paper
193
Economics letters
192
Journal of international money and finance
185
Economic modelling
184
Journal of money, credit and banking : JMCB
183
Discussion papers / CEPR
169
European economic review : EER
149
Finance and economics discussion series
148
Macroeconomic dynamics
136
Discussion paper
126
ECB Working Paper
126
Journal of international economics
125
Discussion paper series / IZA
114
SFB 649 discussion paper
112
IMF Working Paper
111
Applied economics
103
Working papers series / Federal Reserve Bank of San Francisco
102
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
100
Staff reports / Federal Reserve Bank of New York
97
Journal of financial economics
96
Discussion paper / Tinbergen Institute
95
The journal of fixed income
89
The American economic review
88
CESifo Working Paper Series
86
International review of economics & finance : IREF
86
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
CFS working paper series
77
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ECONIS (ZBW)
78
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1
Note on the Smith-Wilson
interest
rate
curve
Gach, Florian
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011568780
Saved in:
2
Arbitrage-free valuation of bilateral counterparty risk for
interest-rate
products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
3
Utility indifference pricing of
interest-rate
guarantees
Benth, Fred Espen
;
Proske, Frank
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003847563
Saved in:
4
Analytic backward induction of option cash flows: a new application paradigm for the Markovian
interest
rate
models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
5
Public
debt
management and foreign currency denominated bonds
Ceccacci, Silvia
;
Marchesiani, Alessandro
;
Pecchi, Lorenzo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 763-770
Persistent link: https://www.econbiz.de/10003564628
Saved in:
6
A complete Yield curve description of a Markov
interest
rate
model
Elliott, Robert J.
;
Mamon, Rogemar S.
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 317-326
Persistent link: https://www.econbiz.de/10001779812
Saved in:
7
Renormalization of Black-Scholes equation for stochastically fluctuating
interest
rate
Muslimov, Alexander G.
;
Silantʹev, Nikolai A.
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10001600364
Saved in:
8
Optimal strategies for the issuance of
public
debt
securities
Adamo, Massimiliano
;
Amadori, Anna Lisa
;
Bernaschi, Massimo
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 805-822
Persistent link: https://www.econbiz.de/10002420493
Saved in:
9
Explaining the forward
interest
rate
term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 381-389
Persistent link: https://www.econbiz.de/10001522890
Saved in:
10
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
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