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isPartOf:"International journal of theoretical and applied finance"
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closeout
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simplified bilateral CVA
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Mataix-Pastor, Vicente
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
Finance and stochastics
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Die Bank
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Applied Mathematical Finance
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Finance research letters
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IMF Staff Country Reports
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International Journal of Theoretical and Applied Finance (IJTAF)
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International review of economics & finance : IREF
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Journal of business economics : JBE
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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Kredit und Kapital
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Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Counterparty risk pricing : impact of closeout and first-to-default times
Brigo, Damiano
;
Buescu, Cristin
;
Morini, Massimo
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009672601
Saved in:
2
The wishart short rate model
Gnoatto, Alessandro
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706330
Saved in:
3
Arbitrage-free interpolation of the swap curve
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 969-1005
Persistent link: https://www.econbiz.de/10003928772
Saved in:
4
Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001251045
Saved in:
5
Collapse of detail
Pan, Enlin
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 247-282
Persistent link: https://www.econbiz.de/10001240154
Saved in:
6
A new model for interest rates
Epstein, D.
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
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