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~subject:"Volatilität"
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Volatilität
Credit derivative
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Kreditderivat
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Credit risk
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Theorie
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Theory
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counterparty risk
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credit default swap
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credit default swaps
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Brigo, Damiano
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Chourdakis, Kyriakos
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Heider, Pascal
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Hellmich, Martin
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International journal of theoretical and applied finance
International review of financial analysis
9
Energy economics
7
Finance research letters
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The journal of futures markets
6
Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / Department of Economics, Lund University
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Journal of international money and finance
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Research paper series / Swiss Finance Institute
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The journal of corporate finance : contracting, governance and organization
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Working paper
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Comparative economic research : Central and Eastern Europe
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Finance a úvěr
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of East Asian economic integration
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Swiss Finance Institute Research Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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50 years of money and finance : lessons and challenges ; SUERF 50th anniversary volume
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Applied economics letters
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Argumenta oeconomica
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Asia-Pacific journal of financial studies
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Borradores de economía
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Borsa Istanbul Review
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Credit risk : models, derivatives, and management
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ECONIS (ZBW)
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1
Credit modeling under jump diffusions with exponentially distributed jumps : stable calibration, dynamics and GAP risk
Hellmich, Martin
;
Kassberger, Stefan
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009779752
Saved in:
2
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
3
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
4
Counterparty risk for credit default swaps : impact of spread volatility and default correlation
Brigo, Damiano
;
Chourdakis, Kyriakos
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1007-1026
Persistent link: https://www.econbiz.de/10003928780
Saved in:
5
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
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