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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Insolvency"
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Hull, John
3
White, Alan
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
19
International journal of theoretical and applied finance
12
The journal of credit risk : published quarterly by Incisive Media
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of fixed income
9
The journal of real estate finance and economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
IWH-Diskussionspapiere
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International review of financial analysis
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Review of finance : journal of the European Finance Association
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European journal of operational research : EJOR
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Finance research letters
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Review of derivatives research
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Discussion paper / Centre for Economic Policy Research
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Journal of derivatives & hedge funds
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Journal of financial stability
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Journal of money, credit and banking : JMCB
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1
Contingent claims valuation when capital structure includes options liability
Episcopos, Athanasios
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 21-32
Persistent link: https://www.econbiz.de/10002108832
Saved in:
2
Understanding the default-implied volatility for credit spreads
Zheng, C. K.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 67-77
Persistent link: https://www.econbiz.de/10001500091
Saved in:
3
Bankruptcy probabilities inferred from
option
prices
Taylor, Stephen
;
Tzeng, Chi-Feng
;
Widdicks, Martin
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 8-31
Persistent link: https://www.econbiz.de/10011311421
Saved in:
4
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
5
A Markov chain model with stochastic default rate for valuation of credit spreads
Kodera, Eiji
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 8-18
Persistent link: https://www.econbiz.de/10001613575
Saved in:
6
Valuation of European options subject to financial distress and interest rate risk
Klein, Peter
;
Inglis, Michael
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 44-56
Persistent link: https://www.econbiz.de/10001432493
Saved in:
7
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
8
Valuing credit default swaps [Part] 2 : modeling default correlations
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 12-21
Persistent link: https://www.econbiz.de/10001581190
Saved in:
9
Valuing credit default swaps I : no counterparty default risk
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001522317
Saved in:
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