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~isPartOf:"International journal of theoretical and applied finance"
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Credit risk
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Brigo, Damiano
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International journal of theoretical and applied finance
Journal of banking & finance
158
Finance research letters
130
NBER working paper series
125
Journal of financial economics
118
Working paper / National Bureau of Economic Research, Inc.
117
International review of financial analysis
111
The journal of corporate finance : contracting, governance and organization
104
NBER Working Paper
101
IMF Staff Country Reports
99
International review of economics & finance : IREF
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The review of financial studies
72
Discussion paper / Centre for Economic Policy Research
68
Journal of international financial markets, institutions & money
64
Pacific-Basin finance journal
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58
Journal of financial stability
55
Review of quantitative finance and accounting
54
Applied economics
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The journal of structured finance
52
Journal of empirical finance
50
Research in international business and finance
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The journal of fixed income
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Research paper series / Swiss Finance Institute
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Economic modelling
44
Applied economics letters
43
Discussion papers / CEPR
41
Journal of international money and finance
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
The European journal of finance
40
ECB Working Paper
39
The North American journal of economics and finance : a journal of financial economics studies
38
Review of finance : journal of the European Finance Association
36
Economics letters
35
The journal of credit risk : published quarterly by Incisive Media
35
Journal of corporate treasury management : the official publication of the Finance and Treasury Association
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1
Managing corporate liquidity : strategies and pricing implications
Asvanunt, Attakrit
;
Broadie, Mark
;
Sundaresan, Suresh M.
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 369-406
Persistent link: https://www.econbiz.de/10009154911
Saved in:
2
Counterparty risk for credit default swaps : impact of spread volatility and default correlation
Brigo, Damiano
;
Chourdakis, Kyriakos
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1007-1026
Persistent link: https://www.econbiz.de/10003928780
Saved in:
3
Valuation of credit default swaptions and credit default index swaptions
Rutkowski, Marek
;
Armstrong, Anthony
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1027-1053
Persistent link: https://www.econbiz.de/10003928782
Saved in:
4
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
Saved in:
5
Numerical procedures for a wrong way risk model with lognormal Hazard rates and Gaussian interest rates
Ng, Leslie
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010243617
Saved in:
6
Credit modeling under jump diffusions with exponentially distributed jumps : stable calibration, dynamics and GAP risk
Hellmich, Martin
;
Kassberger, Stefan
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009779752
Saved in:
7
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
8
Pricing credit derivatives in a Markov-modulated reduced-form model
Banerjee, Tamal
;
Ghosh, Mrinal K.
;
Iyer, Srikanth K.
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-43
Persistent link: https://www.econbiz.de/10009779788
Saved in:
9
Collateralized CVA valuation with rating triggers and credit migrations
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009748715
Saved in:
10
Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
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