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~isPartOf:"Review of derivatives research"
~isPartOf:"Wiley finance series"
~subject:"Credit derivative"
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Credit derivative
Derivat
103
Derivative
103
Option pricing theory
54
Optionspreistheorie
54
Theorie
28
Theory
28
Volatility
21
Volatilität
21
Derivat <Wertpapier>
19
Optionsgeschäft
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Option trading
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Kreditrisiko
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Credit risk
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Stochastic process
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Stochastischer Prozess
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Yield curve
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Collateral
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Option pricing
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Cousin, Areski
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Green, Andrew
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Jönsson, Henrik
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Kan, Yu Hang
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Kim, Sung Ik
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Kim, Young Shin
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Review of derivatives research
Wiley finance series
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 financial economics
7
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
Journal of mathematical finance
5
The journal of fixed income
5
Williams College Economics Department working paper series
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Department of Economics discussion paper series / University of Oxford
4
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Finance research letters
4
Journal of empirical finance
4
Journal of financial intermediation
4
Journal of financial services research : JFSR
4
Quantitative finance
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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
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SFB 649 discussion paper
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Staff reports / Federal Reserve Bank of New York
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1
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:
2
XVA : credit, funding and capital valuation adjustments
Green, Andrew
-
2016
Persistent link: https://www.econbiz.de/10011381463
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
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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