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isPartOf:"Issues in derivative instruments"
subject:"Derivat"
~isPartOf:"Review of derivatives research"
~isPartOf:"Risiko-Manager"
~language:"eng"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
Credit risk
Risikomanagement
7
Risk management
7
Derivative
4
Hedging
3
Option pricing theory
3
Optionspreistheorie
3
Option trading
2
Optionsgeschäft
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Volatility
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Volatilität
2
Calibration
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Calibration risk
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Cash-flow hedging
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Counterparty credit risk
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Credit exposure
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Credit valuation adjustments (CVA)
1
Currency option
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Devisenoption
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Elementarschadenversicherung
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Estimation
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Exotic options
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Fair value accounting
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Fair-Value-Bilanzierung
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Forecasting model
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Geographical basis risk
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Hedgeable risk
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Heston model
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IFRS
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Index value simulation technique
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Kreditrisiko
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Market making
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Martingal
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Martingale
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Beisland, Leif Atle
1
Boyd, Naomi E.
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Büchel, Patrick
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Frestad, Dennis
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Kratochwil, Michael
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Martínez Salgueiro, Andrea
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Rösch, Daniel
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Issues in derivative instruments
Review of derivatives research
Risiko-Manager
Journal of banking & finance
52
Journal of risk management in financial institutions
49
European journal of operational research : EJOR
26
Energy economics
22
Risks : open access journal
22
The journal of credit risk : published quarterly by Incisive Media
22
Finance research letters
20
Insurance / Mathematics & economics
20
International journal of theoretical and applied finance
20
Journal of financial stability
20
International review of financial analysis
18
Journal of risk
18
The European journal of finance
16
Agricultural finance review
15
The journal of risk model validation
15
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
Journal of risk and financial management : JRFM
13
The journal of financial market infrastructures
13
Quantitative finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of futures markets
12
Review of quantitative finance and accounting
11
International Journal of Financial Studies : open access journal
9
International review of economics & finance : IREF
9
Journal of banking regulation
9
Journal of securities operations & custody
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Theoretical and applied economics : GAER review
9
Applied economics
8
Economic modelling
8
International journal of financial engineering
8
Journal of financial economics
8
Journal of financial intermediation
8
Journal of financial services research : JFSR
8
Journal of risk finance : the convergence of financial products and insurance
8
The journal of corporate finance : contracting, governance and organization
8
Cogent economics & finance
7
European financial management : the journal of the European Financial Management Association
7
International journal of finance & banking studies : JJFBS
7
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ECONIS (ZBW)
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1
Approaching rainfall-based weather derivatives pricing and operational challenges
Martínez Salgueiro, Andrea
;
Tarrazón Rodón, …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012229790
Saved in:
2
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
3
Market making and risk management in options markets
Boyd, Naomi E.
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
Saved in:
4
How fair-value accounting can influence firm hedging
Beisland, Leif Atle
;
Frestad, Dennis
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 193-217
Persistent link: https://www.econbiz.de/10009774393
Saved in:
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