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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Review of derivatives research"
~subject:"Asset-backed securities"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Management science : journal of the Institute for Operations Research and the Management Sciences
Review of derivatives research
International journal of theoretical and applied finance
12
Williams College Economics Department working paper series
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Journal of banking & finance
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SpringerLink / Bücher
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The journal of structured finance
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International journal of financial engineering
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International review of financial analysis
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The definitive guide to CDOs : market, application, valuation and hedging
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The journal of credit risk : published quarterly by Incisive Media
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Credit derivatives : the definitive guide
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Die internationale politische Ökonomie der Weltfinanzkrise
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
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Securitisation of derivatives and alternative asset classes : yearbook 2005
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Springer eBook Collection / Economics and Finance
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The Oxford handbook of credit derivatives
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Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 7018-7033
Persistent link: https://www.econbiz.de/10013373168
Saved in:
2
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
3
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
4
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
5
Pricing distressed CDOs with stochastic recovery
Höcht, Stephan
;
Zagst, Rudi
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10008695890
Saved in:
6
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
Saved in:
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