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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
46
Optionspreistheorie
46
Swap
43
Theorie
43
Theory
43
Derivat
37
Derivative
37
Yield curve
37
Zinsstruktur
37
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33
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33
Credit derivative
30
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Brigo, Damiano
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Bielecki, Tomasz R.
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Jeanblanc, Monique
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Rebonato, Riccardo
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2
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Biagini, Francesca
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Crépey, S.
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Pede, Nicola
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International journal of theoretical and applied finance
The journal of futures markets
279
Journal of banking & finance
137
NBER working paper series
132
Journal of international money and finance
129
Working paper / National Bureau of Economic Research, Inc.
111
NBER Working Paper
108
Journal of international financial markets, institutions & money
86
The journal of fixed income
82
International review of financial analysis
75
IMF working papers
73
Discussion paper / Centre for Economic Policy Research
69
The journal of derivatives : the official publication of the International Association of Financial Engineers
68
Journal of financial economics
64
The journal of structured finance
56
The review of financial studies
56
Finance research letters
51
International review of economics & finance : IREF
51
Journal of financial and quantitative analysis : JFQA
51
The journal of finance : the journal of the American Finance Association
49
Applied economics
47
Applied financial economics
47
Discussion paper
47
Economics letters
47
Advances in futures and options research : a research annual
45
Economic modelling
43
Journal of empirical finance
42
Research paper series / Swiss Finance Institute
42
The North American journal of economics and finance : a journal of financial economics studies
42
Working paper
42
Applied mathematical finance
40
The European journal of finance
39
The journal of computational finance
39
Global finance journal
38
IMF working paper
38
Review of derivatives research
38
Journal of financial stability
37
The journal of credit risk : published quarterly by Incisive Media
36
Finance and stochastics
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
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ECONIS (ZBW)
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1
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:
2
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
3
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
4
New model for pricing quanto credit default swaps
Itkin, A.
;
Shcherbakov, V.
;
Veygman, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012019847
Saved in:
5
Multi-currency credit default swaps
Brigo, Damiano
;
Pede, Nicola
;
Petrelli, Andrea
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012030890
Saved in:
6
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
7
Pricing sovereign contingent convertible debt
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011970916
Saved in:
8
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
9
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:
10
General analysis of long-term interest rates
Biagini, Francesca
;
Gnoatto, Alessandro
;
Härtel, Maximilian
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270881
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