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~isPartOf:"The journal of futures markets"
~isPartOf:"Swiss Finance Institute Research Paper"
~subject:"Derivat"
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A Simple Credit Risk Model wit...
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Derivat
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The journal of futures markets
Swiss Finance Institute Research Paper
International journal of theoretical and applied finance
64
Journal of banking & finance
49
The journal of fixed income
23
European journal of operational research : EJOR
21
Review of derivatives research
21
The journal of credit risk : published quarterly by Incisive Media
19
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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11
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The journal of financial market infrastructures
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International journal of financial engineering
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Advances in futures and options research : a research annual
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Bank- und finanzwirtschaftliche Forschungen
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Economic modelling
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Gabler Edition Wissenschaft
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Risks : open access journal
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The credit derivatives handbook : global perspectives, innovations, and market drivers
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1
Special issue on credit risk and credit derivatives
Webb, Robert I.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10001850803
Saved in:
2
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
3
The man in the middle-liquidity provision under central clearing in the credit default
swap
market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
Saved in:
4
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
5
Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 827-867
Persistent link: https://www.econbiz.de/10009779065
Saved in:
6
Derivatives pricing on integrated diffusion processes : a general perturbation approach
Li, Minqiang
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 582-595
Persistent link: https://www.econbiz.de/10011405411
Saved in:
7
Futures prices are not stable-Paretian distributed
Gribbin, Donald W.
- In:
The journal of futures markets
12
(
1992
)
4
,
pp. 475-487
Persistent link: https://www.econbiz.de/10001128522
Saved in:
8
Pricing vulnerable options with correlated credit risk under jump-diffusion processes
Tian, Lihui
;
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 957-979
Persistent link: https://www.econbiz.de/10010508685
Saved in:
9
On the exit value of a forward contract
Power, Gabriel J.
;
Turvey, Calum Greig
- In:
The journal of futures markets
29
(
2009
)
2
,
pp. 179-196
Persistent link: https://www.econbiz.de/10003831072
Saved in:
10
Economic determinants of default risks and their impacts on credit derivative pricing
Liao, Szu-Lang
;
Chang, Jui-jane
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1058-1081
Persistent link: https://www.econbiz.de/10008900939
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