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Quantitative finance
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ECONIS (ZBW)
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1
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
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2
Bond
flotation with exotic commodity collateral
Dempster, Michael A. H.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
Saved in:
3
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
4
Bond
indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
Saved in:
5
An agent-based model of corporate
bond
trading
Braun-Munzinger, K.
;
Liu, Zijun
;
Turrell, Arthur Edward
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 591-608
Persistent link: https://www.econbiz.de/10011906441
Saved in:
6
Chinese write-down bonds : issuance and bank capital structure
Li, P.
;
Han, Y.
;
Lin, S.
;
Qiao, T.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2055-2065
Persistent link: https://www.econbiz.de/10012313553
Saved in:
7
"Too central to fail" firms in bi-layered financial networks : linkages in the US corporate
bond
and stock markets
Mishra, Abinash
;
Srivastava, Pranjal
;
Chakrabarti, …
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 943-971
Persistent link: https://www.econbiz.de/10013367873
Saved in:
8
Transaction cost analytics for corporate bonds
Guo, Xin
;
Lehalle, Charles-Albert
;
Xu, Renyuan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1295-1319
Persistent link: https://www.econbiz.de/10013367900
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9
A variation of Merton's corporate
bond
valuation model for firms with illiquid but observable assets
Dong, Juan
;
Korobenko, Lyudmila
;
Sezer, A. Deniz
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 483-497
Persistent link: https://www.econbiz.de/10012194903
Saved in:
10
GDP-linked bonds as a new asset class
Papavassiliou, Ellie
;
Topaloglou, Nikolas
;
Zenios, …
- In:
Quantitative finance
24
(
2024
)
8
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10015196876
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