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~isPartOf:"International journal of theoretical and applied finance"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Collateral"
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Collateral
12
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Brigo, Damiano
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International journal of theoretical and applied finance
The review of financial studies
40
Journal of financial economics
39
Journal of banking & finance
36
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
30
Journal of securities operations & custody
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Journal of money, credit and banking : JMCB
24
The journal of finance : the journal of the American Finance Association
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Journal of economic theory
19
Journal of economic dynamics & control
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Review of economic dynamics
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Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
Die Bank
15
The journal of structured finance
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Economic theory : official journal of the Society for the Advancement of Economic Theory
14
Journal of financial stability
14
Journal of monetary economics
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The journal of credit risk : published quarterly by Incisive Media
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International review of economics & finance : IREF
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European economic review : EER
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Journal of financial intermediation
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American economic journal : a journal of the American Economic Association
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Economics letters
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Macroeconomic dynamics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of financial market infrastructures
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The journal of real estate finance and economics
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9
Financial stability review : FSR
8
Journal of financial and quantitative analysis : JFQA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Wirtschaft und Recht in Osteuropa : WiRO ; Zeitschrift zur Rechts- und Wirtschaftsentwicklung in den Staaten Mittel- und Osteuropas
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Economic modelling
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Finance research letters
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International review of financial analysis
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The journal of fixed income
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International economic review
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
12
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1
Derivative pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
2
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:
3
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
4
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
5
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
6
Fair bilateral prices in Bergman’s model with exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404379
Saved in:
7
On the credit risk of secured loans with maximum loan-to-value covenants
Astic, Fabian
;
Tourin, Agnès
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
Saved in:
8
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:
9
Collateralized CVA valuation with rating triggers and credit migrations
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009748715
Saved in:
10
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
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