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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~source:"econis"
~subject:"Kreditversicherung"
~subject:"Theory"
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Kreditversicherung
Theory
Credit derivative
30
Kreditderivat
30
Credit risk
22
Kreditrisiko
22
Theorie
16
Derivat
9
Derivative
9
Insolvency
9
Insolvenz
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Credit rating
6
Kreditwürdigkeit
6
EU countries
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EU-Staaten
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Finanzdienstleistung
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Portfolio selection
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Portfolio-Management
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Risikoprämie
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Risk premium
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credit default swap (CDS)
4
credit default swaps
4
Asset-Backed Securities
3
Asset-backed securities
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Collateral
3
Country risk
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Credit insurance
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Financial analysis
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Finanzanalyse
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Kreditsicherung
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Länderrisiko
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Multivariate Verteilung
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Multivariate distribution
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Stochastic process
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Stochastischer Prozess
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Swap
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Anagnostou, Ioannis
1
Andersson, Andreas
1
Bansal, Matulya
1
Ehrhardt, Matthias
1
Eifert, Márton
1
Fenger, Christian
1
Gatarek, Dariusz
1
Harju, Antti J.
1
Jabłecki, Juliusz
1
Jönsson, Henrik
1
Kandhai, Drona
1
Koziol, Christian
1
Lehnert, Thorsten
1
Lipton, Alexander
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Mahfoudhi, Ridha
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Mai, Jan-Frederik
1
Mashele, Phillip
1
McLeish, Don L.
1
Metzler, Adam
1
Neske, Frederick
1
Sanchez Rivero, Javier
1
Scherer, Matthias
1
Schoutens, Wim
1
Schön, Thomas
1
Sepp, Artur
1
Sourabh, Sumit
1
Umeorah, Nneka
1
Vanini, Paolo
1
Vrins, Frédéric D.
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Yeh, Andy Jia-yuh
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The journal of credit risk : published quarterly by Incisive Media
International journal of theoretical and applied finance
23
Journal of banking & finance
21
The journal of fixed income
12
Journal of financial economics
9
NBER Working Paper
9
NBER working paper series
9
Discussion paper / Centre for Economic Policy Research
8
Finance and economics discussion series
8
Working paper / National Bureau of Economic Research, Inc.
8
Economic modelling
7
Finance research letters
7
Journal of international financial markets, institutions & money
7
The Oxford handbook of credit derivatives
7
The review of financial studies
7
Time for a visible hand : lessons from the 2008 world financial crisis
7
Working paper series / European Central Bank
7
ECB Working Paper
6
FEDS Working Paper
6
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
International review of financial analysis
5
Journal of empirical finance
5
Research paper series / Swiss Finance Institute
5
The European journal of finance
5
The journal of futures markets
5
Working papers in economics
5
Annals of finance
4
Bundesbank Discussion Paper
4
Computational economics
4
Discussion paper
4
Discussion paper / Deutsche Bundesbank
4
European financial management : the journal of the European Financial Management Association
4
Financial stability review : FSR
4
Ifo-Schnelldienst
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Journal of financial markets
4
Journal of financial services research : JFSR
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ECONIS (ZBW)
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1
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
2
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
3
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Saved in:
4
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
5
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
6
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
7
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
8
Time series models for credit default swap premiums
Eifert, Márton
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
Saved in:
9
Credit default swap spreads, fair-value spreads and interest rate dynamics
Yeh, Andy Jia-yuh
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 53-129
Persistent link: https://www.econbiz.de/10009700464
Saved in:
10
A multiname first-passage model for credit risk
McLeish, Don L.
;
Metzler, Adam
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 35-64
Persistent link: https://www.econbiz.de/10009010630
Saved in:
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