//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Credit risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Credit derivatives in banking...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Theorie
37
Theory
37
Zinsstruktur
23
Yield curve
22
Capital income
16
Kapitaleinkommen
16
USA
16
United States
15
Börsenkurs
12
Government securities
12
Share price
12
CAPM
10
China
10
Forecasting model
10
Prognoseverfahren
10
Risikoprämie
10
Stock market
10
Kreditrisiko
9
Risk premium
9
Staatspapier
8
Container terminal
7
Containerterminal
7
Estimation
7
Risk
7
Schätzung
7
Anleihe
6
Portfolio selection
6
Portfolio-Management
6
Ankündigungseffekt
5
Announcement effect
5
Bond
5
Corporate bond
5
Estimation theory
5
Insolvency
5
Insolvenz
5
Scheduling problem
5
Scheduling-Verfahren
5
Schätztheorie
5
Simulation
5
more ...
less ...
Type of publication
All
Article
4
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Article in journal
4
Aufsatz in Zeitschrift
4
Working Paper
4
Graue Literatur
1
Non-commercial literature
1
Language
All
English
8
Author
All
Zhou, Chunsheng
5
Duffee, Greg
3
Duffee, Gregory R.
1
Institution
All
Federal Reserve System / Division of Research and Statistics
2
Published in...
All
Finance and economics discussion series
4
Journal of banking & finance
2
The journal of fixed income
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg
-
1997
Persistent link: https://www.econbiz.de/10000962036
Saved in:
2
The term structure of credit spreads with jump risk
Zhou, Chunsheng
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10001617906
Saved in:
3
A jump-diffusion approach to modeling credit risk and valuing defaultable securities
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633270
Saved in:
4
Credit rating and corporate defaults
Zhou, Chunsheng
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 30-40
Persistent link: https://www.econbiz.de/10001706059
Saved in:
5
Estimating the price of default risk
Duffee, Greg
-
1996
Persistent link: https://www.econbiz.de/10000946480
Saved in:
6
On measuring credit risks of derivative instruments
Duffee, Greg
- In:
Journal of banking & finance
20
(
1996
)
5
,
pp. 805-833
Persistent link: https://www.econbiz.de/10001203315
Saved in:
7
Default correlation : an analytical result
Zhou, Chunsheng
-
1997
Persistent link: https://www.econbiz.de/10000633274
Saved in:
8
Estimating the price of default risk
Duffee, Gregory R.
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 197-226
Persistent link: https://www.econbiz.de/10001353481
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->