//--> //--> //-->
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:"Insolvency"
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
Up and down credit risk
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Insolvency
Theorie
52
Theory
52
Credit risk
36
Kreditrisiko
34
Portfolio selection
32
Portfolio-Management
32
Optionspreistheorie
27
Option pricing theory
26
Stochastischer Prozess
21
Stochastic process
20
Hedging
16
Derivat
15
Derivative
15
Markov chain
14
Markov-Kette
14
Martingal
14
Martingale
14
Credit derivative
12
Kreditderivat
12
Risikomanagement
10
Risk management
10
Arbitrage
9
CAPM
9
Insolvenz
7
Arbitrage Pricing
6
Arbitrage pricing
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Asset-Backed Securities
5
Asset-backed securities
5
Black-Scholes model
5
Black-Scholes-Modell
5
Kreditgeschäft
5
Dividend
4
Dividende
4
Dynamic programming
4
Financial economics
4
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
1
Book section
1
Language
All
English
7
Author
All
Jeanblanc, Monique
5
Bielecki, Tomasz R.
4
Cialenco, Igor
1
Elliott, Robert J. R.
1
Feng, Shibi
1
Gapeev, Pavel V.
1
Jin, Hanqing
1
Pliska, Stanley R.
1
Rutkowski, Marek
1
Valchev, Stoyan
1
Yor, Marc
1
Zhou, Xun Yu
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Indifference pricing : theory and applications
1
Paris Princeton lectures on mathematical finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Paris Princeton lectures on mathematical finance
2
(
2003
),
pp. 1-132
Persistent link: https://www.econbiz.de/10009357101
Saved in:
2
Indifference pricing of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
- In:
Indifference pricing : theory and applications
,
(pp. 211-240)
.
2009
Persistent link: https://www.econbiz.de/10003807588
Saved in:
3
Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
Saved in:
4
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
5
Partial information and hazard process
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 807-838
Persistent link: https://www.econbiz.de/10003133887
Saved in:
6
On models of default risk
Elliott, Robert J. R.
;
Jeanblanc, Monique
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
Saved in:
7
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->