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isPartOf:"CoFE Discussion Paper"
subject:"Hedging"
~isPartOf:"Quantitative finance"
~source:"econis"
~subject:"Credit risk"
~subject:"Prognoseverfahren"
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Hedging
Credit risk
Prognoseverfahren
Risikomanagement
50
Risk management
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30
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30
Theorie
27
Theory
27
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2
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CoFE Discussion Paper
Quantitative finance
Journal of banking & finance
68
Journal of risk management in financial institutions
58
Finance research letters
43
European journal of operational research : EJOR
41
Insurance / Mathematics & economics
40
Risks : open access journal
37
SpringerLink / Bücher
33
Energy economics
30
Journal of risk
27
Wiley finance series
27
International review of financial analysis
26
Risiko-Manager
24
The journal of credit risk : published quarterly by Incisive Media
22
The journal of risk model validation
22
Journal of risk and financial management : JRFM
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
21
International journal of theoretical and applied finance
20
Journal of financial stability
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper
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NBER working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of forecasting
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Review of quantitative finance and accounting
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Die Bank
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International journal of economics and finance
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International review of economics & finance : IREF
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Working paper series / European Central Bank
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Europäische Hochschulschriften / 5
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Gabler Edition Wissenschaft
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International journal of economics and financial issues : IJEFI
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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EconStor
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11
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
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12
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
Saved in:
13
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
14
A new mixture cure model under competing risks to score online consumer loans
Zhang, Nailong
;
Yang, Qingyu
;
Kelleher, Aidan
;
Si, Wujun
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1243-1253
Persistent link: https://www.econbiz.de/10012194760
Saved in:
15
Deep hedging
Buehler, Hans
;
Gonon, Lukas
;
Teichmann, Josef
;
Wood, Ben
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1271-1291
Persistent link: https://www.econbiz.de/10012194788
Saved in:
16
Dynamic credit default swap curves in a network topology
Xu, Xiu
;
Chen, Yi-Hsuan
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1705-1726
Persistent link: https://www.econbiz.de/10012194818
Saved in:
17
Learning minimum variance discrete hedging directly from the market
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1115-1128
Persistent link: https://www.econbiz.de/10011911526
Saved in:
18
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
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