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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivative"
~subject:"Optionspreistheorie"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
426
International journal of theoretical and applied finance
239
Journal of banking & finance
226
Energy economics
124
Applied mathematical finance
109
Journal of financial economics
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
Review of derivatives research
88
The journal of finance : the journal of the American Finance Association
85
Quantitative finance
83
Finance and stochastics
78
Finance research letters
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International review of financial analysis
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Working paper / National Bureau of Economic Research, Inc.
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The European journal of finance
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NBER working paper series
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International review of economics & finance : IREF
67
European journal of operational research : EJOR
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Applied financial economics
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SpringerLink / Bücher
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Journal of economic dynamics & control
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Advances in futures and options research : a research annual
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The journal of computational finance
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NBER Working Paper
54
The North American journal of economics and finance : a journal of financial economics studies
52
Applied economics
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Die Bank
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Insurance / Mathematics & economics
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The journal of fixed income
49
The review of financial studies
49
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
46
Risks : open access journal
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Journal of risk and financial management : JRFM
44
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International journal of financial engineering
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ECONIS (ZBW)
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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
A Markov chain model with stochastic default rate for valuation of credit spreads
Kodera, Eiji
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 8-18
Persistent link: https://www.econbiz.de/10001613575
Saved in:
7
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:
8
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:
9
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:
10
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
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