//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Derivative"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
33
Derivative
33
Credit risk
20
Kreditrisiko
20
Theorie
18
Theory
18
Credit derivative
10
Kreditderivat
10
Financial analysis
6
Finanzanalyse
6
Collateral
5
Insolvency
5
Insolvenz
5
Kreditsicherung
5
Multivariate Verteilung
5
Multivariate distribution
5
Option pricing theory
5
Optionspreistheorie
5
Asset-Backed Securities
4
Asset-backed securities
4
Financial services
4
Finanzdienstleistung
4
Risikomanagement
4
Risk management
4
Securitization
4
Verbriefung
4
counterparty credit risk
4
Interest rate
3
Interest rate derivative
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risk
3
Volatility
3
Volatilität
3
Yield curve
3
Zins
3
Zinsderivat
3
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Hull, John
2
Kjaer, Mats
2
Pykhtin, Michael
2
Rosen, Dan
2
Andersson, Andreas
1
Bansal, Matulya
1
Barone, Gaia
1
Ben-Abdallah, Ramzi
1
Benzschawel, Terry
1
Bernis, Guillaume
1
Bielecki, Tomasz R.
1
Breton, Michèle
1
Burgard, Christoph
1
C̆erný, Jakub
1
DaGraca, Julio
1
Ehrhardt, Matthias
1
Fenger, Christian
1
Fernández Muñoz de Morales, Alberto
1
Gatarek, Dariusz
1
Gouriéroux, Christian
1
Gunnesson, C. Johan
1
Harris, Geoffrey R.
1
Herbertsson, Alexander
1
Jabłecki, Juliusz
1
Kamra, Abhinav
1
Koziol, Christian
1
Kratochwill, Michael
1
Mahfoudhi, Ridha
1
Marzouk, Oussama
1
Mashele, Phillip
1
Mi, Yanhui
1
Monfort, Alain
1
Parnes, Dror
1
Rathgeber, Andreas W.
1
Saunders, David M.
1
Schön, Thomas
1
Turnbull, Stuart M.
1
Umeorah, Nneka
1
Vanini, Paolo
1
Vidozzi, Andrea
1
more ...
less ...
Published in...
All
The journal of credit risk : published quarterly by Incisive Media
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
IMF Working Papers
151
Energy economics
123
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
73
International review of financial analysis
70
IMF Staff Country Reports
69
Finance research letters
68
Review of derivatives research
68
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
40
Wiley finance series
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Derivatives & financial instruments
36
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
33
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A three-factor hazard rate model for single-name credit default swap pricing
Zhong, Yangfan
;
Mi, Yanhui
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 27-63
Persistent link: https://www.econbiz.de/10014546386
Saved in:
2
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
3
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
4
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
5
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
6
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
7
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
8
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
9
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
10
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
11
A bond consistent derivative fair value
Gunnesson, C. Johan
;
Fernández Muñoz de Morales, Alberto
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 113-133
Persistent link: https://www.econbiz.de/10011597899
Saved in:
12
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Saved in:
13
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
14
Collateral and credit issues in derivatives pricing
Hull, John
;
White, Alan
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010426470
Saved in:
15
Credit default swap spreads, fair-value spreads and interest rate dynamics
Yeh, Andy Jia-yuh
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 53-129
Persistent link: https://www.econbiz.de/10009700464
Saved in:
16
A generalized credit value adjustment
Kjaer, Mats
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 65-92
Persistent link: https://www.econbiz.de/10009010628
Saved in:
17
Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs
Burgard, Christoph
;
Kjaer, Mats
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
3
,
pp. 75-93
Persistent link: https://www.econbiz.de/10009375162
Saved in:
18
Credit default swap trees
Mahfoudhi, Ridha
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
3
,
pp. 3-37
Persistent link: https://www.econbiz.de/10009375166
Saved in:
19
Market pricing of credit-linked notes : the case of structured products in Germany
Rathgeber, Andreas W.
;
Wang, Yun
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
4
,
pp. 73-101
Persistent link: https://www.econbiz.de/10009424788
Saved in:
20
Pricing counterparty risk at the trade level and credit valuation adjustment allocations
Pykhtin, Michael
;
Rosen, Dan
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
4
,
pp. 3-38
Persistent link: https://www.econbiz.de/10008807742
Saved in:
21
Credit-migration risk modeling
Andersson, Andreas
;
Vanini, Paolo
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10003965004
Saved in:
22
The systematic and idiosyncratic modules of bankruptcy risk
Parnes, Dror
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10003853282
Saved in:
23
An introduction to pricing correlation products using a pair-wise correlation matrix
Whitehill, Sam
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10003853302
Saved in:
24
Valuing CDOs of bespoke portfolios with implied multi-factor models
Rosen, Dan
;
Saunders, David M.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 3-36
Persistent link: https://www.econbiz.de/10003903232
Saved in:
25
CDO pricing with expected loss parametric interpolation
Bernis, Guillaume
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 71-87
Persistent link: https://www.econbiz.de/10003903244
Saved in:
26
Double-t copula pricing structured credit products : practical aspects of a trustworthy implementation
Vrins, Frédéric D.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 91-109
Persistent link: https://www.econbiz.de/10003903249
Saved in:
27
The credit crunch of 2007 : what went wrong? ; why? ; what lessons can be learned?
Hull, John
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
2
,
pp. 3-18
Persistent link: https://www.econbiz.de/10003874101
Saved in:
28
Measuring and managing risk in innovative financial instruments
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
2
,
pp. 87-114
Persistent link: https://www.econbiz.de/10003874111
Saved in:
29
Modeling credit exposure for collateralized counterparties
Pykhtin, Michael
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003927491
Saved in:
30
Selecting credit portfolios for collateralized loan obligation transactions : a heuristic algorithm
Westerfeld, Simone
;
Weber, Frithjof
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 65-82
Persistent link: https://www.econbiz.de/10003927494
Saved in:
31
A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds
Bielecki, Tomasz R.
;
Vidozzi, Andrea
;
Vidozzi, Luca
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10003745400
Saved in:
32
Pricing synthetic CDO tranches in a model with default contagion using the matrix analytic approach
Herbertsson, Alexander
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
4
,
pp. 2-35
Persistent link: https://www.econbiz.de/10003806412
Saved in:
33
Valuing loan credit default swap cancellability
Benzschawel, Terry
;
DaGraca, Julio
;
Kamra, Abhinav
;
Yu, Joe
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10003782234
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->