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Search: subject_exact:"CDS (Credit Default Swap)"
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Credit derivative
7
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Kreditrisiko
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Credit default swap
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Credit default swaps
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Ackerer, Damien
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Alfonsi, Aurélien
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Bielecki, Tomasz R.
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Bo, Lijun
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Brigo, Damiano
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Capponi, Agostino
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Crépey, Stéphane
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Filipović, Damir
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Jamshidian, Farshid
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Finance and stochastics
Journal of banking & finance
65
The journal of structured finance
51
The journal of fixed income
40
International review of financial analysis
38
Finance research letters
37
Journal of financial stability
35
Journal of international financial markets, institutions & money
34
The journal of credit risk : published quarterly by Incisive Media
31
International journal of theoretical and applied finance
30
Journal of financial economics
30
NBER working paper series
30
Journal of international money and finance
27
NBER Working Paper
26
The journal of futures markets
26
The review of financial studies
26
Working paper / National Bureau of Economic Research, Inc.
26
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
23
IMF working papers
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Journal of empirical finance
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Discussion paper / Centre for Economic Policy Research
20
Applied economics
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Economic modelling
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper series / European Central Bank
18
Discussion paper
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Finance and economics discussion series
16
Swiss Finance Institute Research Paper
16
ECB Working Paper
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Research in international business and finance
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The European journal of finance
14
Review of derivatives research
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Staff reports / Federal Reserve Bank of New York
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Discussion paper / Tinbergen Institute
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Economics letters
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ECONIS (ZBW)
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1
Linear credit risk models
Ackerer, Damien
;
Filipović, Damir
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 169-214
Persistent link: https://www.econbiz.de/10012253344
Saved in:
2
Counterparty risk and funding : immersion and beyond
Crépey, Stéphane
;
Song, Shiqi
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 901-930
Persistent link: https://www.econbiz.de/10011569906
Saved in:
3
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
4
Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
Saved in:
5
Basket CDS pricing with interacting intensities
Zheng, Harry
;
Jiang, Lishang
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 445-469
Persistent link: https://www.econbiz.de/10003899327
Saved in:
6
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
Brigo, Damiano
;
Alfonsi, Aurélien
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10002497060
Saved in:
7
Valuation of credit default swaps and swaptions
Jamshidian, Farshid
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 343-371
Persistent link: https://www.econbiz.de/10002130315
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