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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Review of futures markets"
~subject:"Credit derivative"
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Credit derivative
Derivat
140
Derivative
140
Option pricing theory
38
Optionspreistheorie
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USA
33
United States
33
Theorie
29
Theory
29
Option trading
20
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Stochastischer Prozess
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Credit risk
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Kreditrisiko
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Zinsstruktur
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Kreditderivat
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Swap
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Index futures
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Hao, Ruili
2
Aragon, George O.
1
Arora, Navneet
1
Chen, Yangyang
1
Choi, Yong Seok
1
Doshi, Hitesh
1
Duffie, Darrell
1
Gandhi, Priyank
1
Gu, Wenjing
1
Huang, Jhe-Jheng
1
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1
Li, Lei
1
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1
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1
Onur, Esen
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Qian, Jun
1
Reiffen, David A.
1
Riggs, Lynn
1
Scheicher, Martin
1
So, Leh-Chyan
1
Turnbull, Stuart M.
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Vuillemey, Guillaume
1
Wang, Sarah Qian
1
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1
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1
Zhang, Kuo
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Zhang, Wenrui
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1
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Journal of financial economics
Journal of mathematical finance
Review of futures markets
International journal of theoretical and applied finance
16
Journal of banking & finance
13
International review of financial analysis
9
The journal of credit risk : published quarterly by Incisive Media
9
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
7
International review of economics & finance : IREF
6
Journal of financial markets
6
The journal of futures markets
6
Finance and stochastics
5
The journal of fixed income
5
Williams College Economics Department working paper series
5
Department of Economics discussion paper series / University of Oxford
4
Discussion paper
4
Finance research letters
4
Journal of empirical finance
4
Journal of financial intermediation
4
Journal of financial services research : JFSR
4
Quantitative finance
4
Review of derivatives research
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The Oxford handbook of credit derivatives
4
Credit derivatives : the definitive guide
3
Economic modelling
3
Essays on the market structure and pricing of credit derivatives
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Financial stability review : FSR
3
Global finance journal
3
Journal of economics and finance
3
Journal of financial stability
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research in international business and finance
3
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
3
SFB 649 discussion paper
3
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
12
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1
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
2
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
Saved in:
3
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
4
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
5
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
6
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
7
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
8
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
9
Central clearing and collateral demand
Duffie, Darrell
;
Scheicher, Martin
;
Vuillemey, Guillaume
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
Saved in:
10
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
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