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~isPartOf:"The journal of futures markets"
~isPartOf:"Wiley finance"
~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 journal of futures markets
Wiley finance
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
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Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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The European journal of finance
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Finance and economics discussion series
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International review of economics & finance : IREF
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Energy economics
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Finance research letters
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Journal of risk management in financial institutions
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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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Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
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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
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3
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:
4
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
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5
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
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6
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
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7
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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8
The art of credit derivatives : demystifying the black swan
Garcia, João Batista C.
-
2010
Persistent link: https://www.econbiz.de/10013489988
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9
Pricing vulnerable options with correlated credit risk under jump-diffusion processes
Tian, Lihui
;
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 957-979
Persistent link: https://www.econbiz.de/10010508685
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10
Collateralized debt obligations and structured finance : new developments in cash and synthetic securitization
Tavakoli, Janet M.
-
2003
Persistent link: https://www.econbiz.de/10001773393
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