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~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~subject:"Derivat"
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A Simple Credit Risk Model wit...
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Derivat
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Swiss Finance Institute Research Paper
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
International journal of theoretical and applied finance
64
Journal of banking & finance
49
The journal of fixed income
23
European journal of operational research : EJOR
21
Review of derivatives research
21
The journal of credit risk : published quarterly by Incisive Media
19
Journal of financial economics
18
Applied mathematical finance
17
SpringerLink / Bücher
17
Finance and stochastics
16
The journal of computational finance
16
International review of financial analysis
15
Journal of economic dynamics & control
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Quantitative finance
15
The European journal of finance
15
Finance and economics discussion series
14
International review of economics & finance : IREF
14
Energy economics
13
Finance research letters
13
Journal of risk management in financial institutions
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Wiley finance
13
Wiley finance series
12
Journal of mathematical finance
11
NBER working paper series
11
The journal of financial market infrastructures
11
International journal of financial engineering
10
NBER Working Paper
10
The journal of derivatives : JOD
10
Advances in futures and options research : a research annual
9
Bank- und finanzwirtschaftliche Forschungen
9
Economic modelling
9
Gabler Edition Wissenschaft
9
Journal of empirical finance
9
Journal of financial and quantitative analysis : JFQA
9
Risks : open access journal
9
The credit derivatives handbook : global perspectives, innovations, and market drivers
9
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ECONIS (ZBW)
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Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
2
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
3
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
4
The man in the middle-liquidity provision under central clearing in the credit default
swap
market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
Saved in:
5
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
6
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
7
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
8
Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 827-867
Persistent link: https://www.econbiz.de/10009779065
Saved in:
9
Derivatives pricing on integrated diffusion processes : a general perturbation approach
Li, Minqiang
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 582-595
Persistent link: https://www.econbiz.de/10011405411
Saved in:
10
Futures prices are not stable-Paretian distributed
Gribbin, Donald W.
- In:
The journal of futures markets
12
(
1992
)
4
,
pp. 475-487
Persistent link: https://www.econbiz.de/10001128522
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