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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Swap"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Brigo, Damiano
2
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1
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Cheng, Wai-yan
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
20
International review of financial analysis
8
Applied mathematical finance
7
Review of derivatives research
7
International review of economics & finance : IREF
6
The journal of computational finance
6
The journal of fixed income
6
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5
Journal of financial economics
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The journal of futures markets
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The journal of investment compliance
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Vahlens Kurzlehrbücher
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Wiley finance series
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Economics letters
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European journal of operational research : EJOR
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Finance research letters
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Insurance / Mathematics & economics
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Journal of mathematical finance
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Staff working papers / Bank of England
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Bank of England Working Paper
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Department of Economics discussion paper series / University of Oxford
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ERIM report series research in management
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Energy economics
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Essays on the market structure and pricing of credit derivatives
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Finance and economics discussion series
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Finance and stochastics
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Global finance journal
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HKIMR working paper
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / National Bureau of Economic Research, Inc.
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Accounting horizons : a quarterly publication of the American Accounting Association
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1
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
2
Interest rate swaps and corporate default
Jermann, Urban J.
;
Yue, Vivian Z.
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 104-120
Persistent link: https://www.econbiz.de/10011973928
Saved in:
3
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
4
Volatility swaps and volatility options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
Saved in:
5
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
6
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
7
An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model
Brigo, Damiano
;
El-Bachir, Naoufel
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10008665084
Saved in:
8
Recent advances in default swap valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
Saved in:
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