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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"CAPM"
~subject:"Derivative"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
408
Journal of banking & finance
261
International journal of theoretical and applied finance
187
Journal of financial economics
183
NBER working paper series
155
Energy economics
134
Working paper / National Bureau of Economic Research, Inc.
131
Finance research letters
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The journal of finance : the journal of the American Finance Association
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International review of financial analysis
99
International review of economics & finance : IREF
95
Applied mathematical finance
88
The review of financial studies
86
The European journal of finance
78
Applied financial economics
77
Journal of economic dynamics & control
76
Journal of financial and quantitative analysis : JFQA
76
Journal of empirical finance
73
Quantitative finance
71
Review of derivatives research
71
Applied economics
68
Economics letters
66
The North American journal of economics and finance : a journal of financial economics studies
66
Working paper
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
59
SpringerLink / Bücher
59
European journal of operational research : EJOR
58
The journal of fixed income
58
Research paper series / Swiss Finance Institute
57
Advances in futures and options research : a research annual
56
Review of quantitative finance and accounting
56
Journal of risk and financial management : JRFM
55
Economic modelling
53
Finance and stochastics
53
Journal of international financial markets, institutions & money
52
Journal of international money and finance
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Research in international business and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
2
Recent advances in default swap valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
Saved in:
3
Credit spread options valuation under GARCH
Tahani, Nabil
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10003379106
Saved in:
4
Counterparty risk minimization by the optimal netting of OTC
derivative
trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
5
Valuation of CDO and an n-th default CDS without Monte Carlo simulation
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 8-23
Persistent link: https://www.econbiz.de/10002535939
Saved in:
6
Demystifying credit risk derivatives and securitization : introducing the basic ideas to undergraduates
Cifuentes, Arturo
;
Pagnoncelli, Bernardo K.
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 110-118
Persistent link: https://www.econbiz.de/10011311414
Saved in:
7
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
8
Modeling default dependence with threshold models
Overbeck, Ludger
;
Schmidt, Wolfgang
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 10-19
Persistent link: https://www.econbiz.de/10003010718
Saved in:
9
Dynamic models of portfolio credit risk : a simplified approach
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 9-28
Persistent link: https://www.econbiz.de/10003733219
Saved in:
10
Default correlation dynamics with business cyle and credit quality changes
Kim, Mi Ae
;
Kim, Tong Suk
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 8-27
Persistent link: https://www.econbiz.de/10003159462
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