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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Working paper"
~subject:"Swap"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Review of quantitative finance and accounting
Working paper
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
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Global finance journal
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Journal of economic dynamics & control
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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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The journal of financial market infrastructures
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Accounting horizons : a quarterly publication of the American Accounting Association
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Annual review of financial economics
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European financial management : the journal of the European Financial Management Association
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Financial stability review : FSR
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International journal of financial engineering
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International journal of financial research
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Journal of corporate treasury management : the official publication of the Finance and Treasury Association
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Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
Saved in:
2
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:
3
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:
4
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
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