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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
52
Theory
52
Credit risk
36
Kreditrisiko
34
Portfolio selection
32
Portfolio-Management
32
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
Insolvency
7
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
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Undetermined
4
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Article
20
Book / Working Paper
7
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Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Collection of articles of several authors
1
Graue Literatur
1
Non-commercial literature
1
Sammelwerk
1
Systematic review
1
Working Paper
1
Übersichtsarbeit
1
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Language
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English
26
French
2
Author
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Jeanblanc, Monique
23
Bielecki, Tomasz R.
7
Chesney, Marc
4
Gapeev, Pavel V.
4
Dana, Rose-Anne
3
Rutkowski, Marek
3
Yor, Marc
3
Crépey, Stéphane
2
El Karoui, Nicole
2
Aksamit, Anna
1
Bellamy, N.
1
Choulli, Tahir
1
Cialenco, Igor
1
Crépey, S.
1
Deng, Jun
1
Iyigunler, Ismail
1
Jin, Hanqing
1
Kennedy, Anna
1
Leniec, Marta
1
Li, Libo
1
Mastrolia, Thibaut
1
Pliska, Stanley R.
1
Possamai͏̈, Dylan
1
Rodriguez, Rodrigo
1
Réveillac, Anthony
1
Song, Shiqi
1
Valchev, Stoyan
1
Zargari, B.
1
Zhou, Xun Yu
1
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Chambre de commerce et d'industrie de Paris
1
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International journal of theoretical and applied finance
8
Finance : revue de l'Association Française de Finance
3
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Springer finance
2
Springer finance / Textbook
2
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Indifference pricing : theory and applications
1
Les cahiers de recherche / HEC Paris
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
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ECONIS (ZBW)
26
USB Cologne (EcoSocSci)
1
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1
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
Saved in:
2
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
3
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
4
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:
5
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
Saved in:
6
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
Saved in:
7
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.
;
Rutkowski, Marek
-
2002
Persistent link: https://www.econbiz.de/10001621020
Saved in:
8
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:
9
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
10
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10004775738
Saved in:
1
2
3
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