//--> //--> //--> //-->
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:"Finanzdienstleistung"
~subject:"Markov-Kette"
~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
Finanzdienstleistung
Markov-Kette
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
Insolvency
7
Insolvenz
7
Kreditversicherung
7
Yield curve
6
Zinsstruktur
6
Multivariate Verteilung
5
Multivariate distribution
5
Volatility
5
Hedging
4
Markov chain
4
counterparty risk
4
credit default swap
4
credit default swaps
4
Asset-Backed Securities
3
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
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Bielecki, Tomasz R.
2
Brigo, Damiano
2
Banerjee, Tamal
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Cialenco, Igor
1
Cousot, Laurent
1
Crépey, S.
1
Ehrhardt, Matthias
1
Feng, Shibi
1
Frey, Rüdiger
1
Ghosh, Mrinal K.
1
Günther, Michael
1
Heider, Pascal
1
Hellmich, Martin
1
Iyer, Srikanth K.
1
Jeanblanc, Monique
1
Kassberger, Stefan
1
Li, Hui
1
Ng, Leslie
1
Nikitopoulos, Christina Sklibosios
1
Rösler, Lars
1
Schmidt, Wolfgang M.
1
Tang, Dan
1
Teng, Long
1
Wang, Yongjin
1
Zargari, B.
1
Zhou, Yuzhen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of banking & finance
13
International review of financial analysis
11
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Economic modelling
7
Energy economics
7
Quantitative finance
6
The journal of credit risk : published quarterly by Incisive Media
6
The journal of futures markets
6
Applied economics
5
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
Journal of empirical finance
4
Journal of international money and finance
4
Research paper series / Swiss Finance Institute
4
The journal of corporate finance : contracting, governance and organization
4
Working paper / Department of Economics, Lund University
4
Finance and economics discussion series
3
IMF working papers
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Journal of financial stability
3
Mathematics and financial economics
3
Review of derivatives research
3
Review of finance : journal of the European Finance Association
3
SFB 649 discussion paper
3
Working paper
3
Working papers in economics
3
Applied mathematical finance
2
Comparative economic research : Central and Eastern Europe
2
Computational economics
2
DNB working paper
2
Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Tinbergen Institute
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
FEDS Working Paper
2
Finance a úvěr
2
Finance and stochastics
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
Pricing credit derivatives in a Markov-modulated reduced-form model
Banerjee, Tamal
;
Ghosh, Mrinal K.
;
Iyer, Srikanth K.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-43
Persistent link: https://www.econbiz.de/10009779788
Saved in:
7
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
Saved in:
8
Numerical procedures for a wrong way risk model with lognormal Hazard rates and Gaussian interest rates
Ng, Leslie
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010243617
Saved in:
9
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
10
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->