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isPartOf:"International journal of theoretical and applied finance"
~subject:"Counterparty credit risk"
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Counterparty credit risk
Credit derivative
30
Kreditderivat
30
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27
Kreditrisiko
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Theorie
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Theory
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Derivat
16
Derivative
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Optionspreistheorie
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Finanzdienstleistung
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Insolvency
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counterparty risk
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credit default swap
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credit default swaps
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Bielecki, Tomasz R.
1
Crépey, S.
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Frey, Rüdiger
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Jeanblanc, Monique
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Li, Hui
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International journal of theoretical and applied finance
Journal of financial economics
1
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ECONIS (ZBW)
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1
Contagion effects and collateralized credit value adjustments for credit default swaps
Frey, Rüdiger
;
Rösler, Lars
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498864
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2
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
Saved in:
3
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
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