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~isPartOf:"International journal of theoretical and applied finance"
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Credit risk
108
Kreditrisiko
108
Theorie
67
Theory
67
Derivat
40
Derivative
40
Option pricing theory
29
Optionspreistheorie
29
Credit derivative
27
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27
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24
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21
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credit risk
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107
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108
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108
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108
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Brigo, Damiano
8
Jeanblanc, Monique
5
Rutkowski, Marek
5
Bielecki, Tomasz R.
3
Schmidt, Thorsten
3
Capponi, Agostino
2
Chellathurai, Thamayanthi
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
Feng, Qian
2
Hainaut, Donatien
2
Korn, Ralf
2
Lim, Kian-Guan
2
Mai, Jan-Frederik
2
Muliere, Pietro
2
Nishihara, Michi
2
Pallavicini, Andrea
2
Papatheodorou, Vasileios
2
Pede, Nicola
2
Scherer, Matthias
2
Shibata, Takashi
2
Walker, Michael B.
2
Abid, Fathi
1
Albanese, Claudio
1
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1
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1
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1
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1
Buffet, Emmanuel
1
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1
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International journal of theoretical and applied finance
Journal of banking & finance
476
IMF Staff Country Reports
261
IMF Working Papers
202
Finance research letters
197
The journal of credit risk : published quarterly by Incisive Media
168
Journal of financial stability
163
NBER working paper series
131
The journal of fixed income
122
International review of financial analysis
119
Journal of risk management in financial institutions
119
Journal of financial economics
116
Working paper series / European Central Bank
114
Discussion papers / CEPR
106
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
101
Finance and economics discussion series
96
ECB Working Paper
94
IMF working papers
94
International review of economics & finance : IREF
94
The journal of risk model validation
93
European journal of operational research : EJOR
91
MPRA Paper
91
Journal of international financial markets, institutions & money
90
Discussion paper / Centre for Economic Policy Research
86
Research in international business and finance
86
Discussion paper
82
Risks : open access journal
82
Economic modelling
80
Review of quantitative finance and accounting
77
Research paper series / Swiss Finance Institute
76
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
Management science : journal of the Institute for Operations Research and the Management Sciences
73
The European journal of finance
70
Journal of financial intermediation
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
The North American journal of economics and finance : a journal of financial economics studies
67
Applied economics letters
66
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ECONIS (ZBW)
108
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1
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
4
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
5
Factor copula model for portfolio
credit
risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
7
Modeling lifetime expected credit losses on bank loans
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012887420
Saved in:
8
Probability density of recovery rate given default of a firm's debt and its constituent tranches
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687002
Saved in:
9
Behavioral value adjustements
Bissiri, Matteo
;
Cogo, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
Saved in:
10
Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011763941
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