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~person:"Wang, Xingchun"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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Search: subject:"Credit Risk"
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Credit risk
20
Kreditrisiko
20
Option pricing theory
19
Optionspreistheorie
19
Option trading
14
Optionsgeschäft
14
Derivat
12
Derivative
12
Default risk
7
Risikoprämie
7
Risk premium
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Risiko
6
Risk
6
ARCH model
5
ARCH-Modell
5
Vulnerable options
5
Liquidity
3
Liquidität
3
default risk
3
Börsenkurs
2
Collateral
2
Financial services
2
Finanzdienstleistung
2
GARCH models
2
Insolvency
2
Insolvenz
2
Jump-diffusion processes
2
Kreditsicherung
2
OTC market
2
OTC markets
2
OTC-Handel
2
Share price
2
Stochastic liquidity risk
2
Theorie
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Theory
2
credit risk
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20
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Aufsatz in Zeitschrift
Dissertation u.a. Prüfungsschriften
Article in journal
20
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English
20
Author
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Wang, Xingchun
Rösch, Daniel
36
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
22
Crook, Jonathan N.
21
Jarrow, Robert A.
21
Capponi, Agostino
20
Schulte-Mattler, Hermann
20
Gouriéroux, Christian
19
Chi, Guotai
18
Fabozzi, Frank J.
18
Jacobs, Michael <Jr.>
17
Andreeva, Galina
16
Ghosh, Saibal
16
Lucas, André
16
Norden, Lars
16
Saunders, Anthony
16
Brigo, Damiano
15
Hasan, Iftekhar
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Mayordomo, Sergio
14
Monfort, Alain
13
Turnbull, Stuart M.
13
Van Vuuren, Gary
13
Goodman, Laurie Sharon
12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
Barisitz, Stephan
11
Das, Sanjiv R.
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Gürtler, Marc
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
Parnes, Dror
11
Saurina, Jesús
11
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Review of derivatives research
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics letters
3
Finance research letters
3
The European journal of finance
2
The journal of futures markets
2
Computational Management Science : CMS
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
20
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20
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1
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
2
Pricing vulnerable options in a hybrid
credit
risk
model driven by Heston-Nandi GARCH processes
Liang, Gechun
;
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012498465
Saved in:
3
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
4
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
5
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
6
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
7
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
8
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
9
Pricing vulnerable options under correlated skew Brownian motions
Guo, Che
;
Wang, Xingchun
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013187607
Saved in:
10
Valuing fade-in options with default risk in Heston-Nandi GARCH models
Wang, Xingchun
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013191374
Saved in:
1
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