//--> //--> //--> //-->
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:"Risikomanagement"
~subject:"Volatilität"
~subject:"credit default swaps"
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
Risikomanagement
Volatilität
credit default swaps
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
Insolvency
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
Asset-Backed Securities
3
Asset-backed securities
3
CAPM
3
CVA
3
Collateral
3
Counterparty credit risk
3
Kreditsicherung
3
Risk management
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Brigo, Damiano
2
Jeanblanc, Monique
2
Bielecki, Tomasz R.
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Chourdakis, Kyriakos
1
Consiglio, Andrea
1
Cousot, Laurent
1
Crépey, S.
1
Gapeev, Pavel V.
1
Heider, Pascal
1
Hellmich, Martin
1
Kassberger, Stefan
1
Lee, Jacky
1
Levendorskij, Sergej Z.
1
Li, Hui
1
Ng, Leslie
1
Nikitopoulos, Christina Sklibosios
1
O'Donoghue, Brendan
1
Peacock, Matthew
1
Schmidt, Wolfgang M.
1
Tumminello, Michele
1
Zargari, B.
1
Zenios, Stauros Andrea
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
International review of financial analysis
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Finance research letters
8
Energy economics
7
IWH-Diskussionspapiere
7
The journal of futures markets
7
Journal of banking & finance
6
Applied economics
5
Quantitative finance
5
Research paper series / Swiss Finance Institute
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of credit risk : published quarterly by Incisive Media
5
Discussion paper
4
Economic modelling
4
Finance and economics discussion series
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
SFB 649 discussion paper
4
Working paper / Department of Economics, Lund University
4
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Tinbergen Institute
3
Discussion papers / CEPR
3
International Journal of Financial Studies : open access journal
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial intermediation
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Research in international business and finance
3
Staff reports / Federal Reserve Bank of New York
3
Swiss Finance Institute Research Paper
3
The European journal of finance
3
The journal of corporate finance : contracting, governance and organization
3
The quarterly journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Williams College Economics Department working paper series
3
Working paper
3
Accounting horizons : a quarterly publication of the American Accounting Association
2
Applied mathematical finance
2
CESifo working papers
2
Comparative economic research : Central and Eastern Europe
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Pricing sovereign contingent convertible debt
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011970916
Saved in:
3
Ultra-fast pricing barrier options and CDSs
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734044
Saved in:
4
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
5
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:
6
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:
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...
//-->