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~subject:"Kreditrisiko"
~subject:"Insolvenz"
~isPartOf:"International journal of theoretical and applied finance"
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Kreditrisiko
Insolvenz
Credit
16
Kredit
16
Theorie
13
Theory
13
Credit risk
8
Derivat
7
Derivative
7
Portfolio selection
6
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6
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Zinsstruktur
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Statistische Verteilung
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Insolvency
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Option pricing theory
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Bankenliquidität
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Finanzmathematik
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Abid, Fathi
1
Astic, Fabian
1
Chapovsky, Alexander
1
Chellathurai, Thamayanthi
1
Fabozzi, Frank J.
1
Lipton, Alexander
1
Naifar, Nader
1
Nishihara, Michi
1
Rennie, Andrew
1
Rutkowski, Marek
1
Shibata, Takashi
1
Tavares, Pedro
1
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1
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1
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1
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International journal of theoretical and applied finance
Journal of banking & finance
48
Discussion papers / CEPR
23
Journal of financial economics
19
The journal of corporate finance : contracting, governance and organization
18
Working paper series / European Central Bank
17
International review of financial analysis
15
Research paper series / Swiss Finance Institute
15
NBER working paper series
14
Working papers / Federal Reserve Bank of Philadelphia, Research Department
14
Journal of financial intermediation
13
NBER Working Paper
13
Finance and economics discussion series
11
Finance research letters
10
Nepalese journal of finance : a publication of Uniglobe College
10
Review of quantitative finance and accounting
10
Working paper / National Bureau of Economic Research, Inc.
10
Applied economics letters
9
Economic modelling
9
Journal of accounting & economics
9
Journal of financial stability
9
Working papers / Bank for International Settlements
9
International review of economics & finance : IREF
8
Journal of international financial markets, institutions & money
8
Pacific-Basin finance journal
8
Research in international business and finance
8
The review of financial studies
8
Applied economics
7
CESifo working papers
7
CFS working paper series
7
Financial innovation : FIN
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial services research : JFSR
7
The European journal of finance
7
The accounting review : a publication of the American Accounting Association
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
Bank of Finland research discussion papers
6
Economics letters
6
Economics of education review
6
FRB of Philadelphia Working Paper
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1
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
2
Modeling lifetime expected credit losses on bank loans
Chellathurai, Thamayanthi
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012887420
Saved in:
3
On the credit risk of secured loans with maximum loan-to-value covenants
Astic, Fabian
;
Tourin, Agnès
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010498789
Saved in:
4
Dangerous knowledge : credit value adjustment with credit triggers
Yi, Chuang
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 839-865
Persistent link: https://www.econbiz.de/10009381002
Saved in:
5
Special issue on credit correlation : life after copulas
Lipton, Alexander
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003503331
Saved in:
6
Stochastic intensity modeling for structured credit exotics
Chapovsky, Alexander
;
Rennie, Andrew
;
Tavares, Pedro
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 633-652
Persistent link: https://www.econbiz.de/10003503353
Saved in:
7
PDE approach to the valuation and hedging of basket credit derivatives
Rutkowski, Marek
;
Yousiph, Khan
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1261-1285
Persistent link: https://www.econbiz.de/10003632076
Saved in:
8
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
9
The impact of stock returns volatility on credit default swap rates: A copula study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1135-1155
Persistent link: https://www.econbiz.de/10003280048
Saved in:
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