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~isPartOf:"Credit risk : models, derivatives, and management"
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Credit risk : models, derivatives, and management
Journal of banking & finance
361
European journal of operational research : EJOR
304
Insurance / Mathematics & economics
292
NBER working paper series
288
NBER Working Paper
225
Working paper / National Bureau of Economic Research, Inc.
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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168
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Risks : open access journal
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105
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CESifo working papers
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Economics letters
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International review of economics & finance : IREF
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Computational economics
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The journal of credit risk : published quarterly by Incisive Media
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Journal of risk and financial management : JRFM
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SpringerLink / Bücher
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Mathematics and financial economics
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Applied economics
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Mathematical methods of operations research
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Single name credit default swap valuation : a review
Claes, Anouk G. P.
;
De Ceuster, Marc J.
- In:
Credit risk : models, derivatives, and management
,
(pp. 3-19)
.
2008
Persistent link: https://www.econbiz.de/10003718298
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2
Credit default swaps and an application to the art market : a proposal
Campbell, Rachel
;
Wiehenkamp, Christian
- In:
Credit risk : models, derivatives, and management
,
(pp. 53-66)
.
2008
Persistent link: https://www.econbiz.de/10003718316
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3
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
Saved in:
4
Correlated default processes : a criterion-based copula approach
Das, Sanjiv R.
;
Geng, Gary
- In:
Credit risk : models, derivatives, and management
,
(pp. 347-375)
.
2008
Persistent link: https://www.econbiz.de/10003718543
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5
Systematic credit risk : CDX index correlation and extreme dependence
Aboura, Sofiane
;
Wagner, Niklas
- In:
Credit risk : models, derivatives, and management
,
(pp. 377-390)
.
2008
Persistent link: https://www.econbiz.de/10003718581
Saved in:
6
Pricing tranched credit products with generalized multifactor models
Moreno, Manuel
;
Peña, Juan I.
;
Serrano, Pedro
- In:
Credit risk : models, derivatives, and management
,
(pp. 485-526)
.
2008
Persistent link: https://www.econbiz.de/10003718595
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