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isPartOf:"Issues in derivative instruments"
subject:"Derivat"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Bankenliquidität"
~subject:"Cash-flow hedging"
~subject:"Simulation"
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Derivat
Bankenliquidität
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Risikomanagement
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Risk management
22
Derivative
10
Risikomaß
6
Risk measure
6
Theorie
6
Theory
6
Hedging
5
Option pricing theory
4
Optionspreistheorie
4
Credit risk
3
Kreditrisiko
3
OTC market
3
OTC-Handel
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Option trading
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Optionsgeschäft
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Beisland, Leif Atle
1
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1
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Dale, Richard
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Frestad, Dennis
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Golts, Maxim
1
Jahel, Lina el
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Klein, Peter
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Kratochwil, Michael
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Kritzman, Mark
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Martínez Salgueiro, Andrea
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Issues in derivative instruments
Review of derivatives research
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of production research
28
Journal of banking & finance
27
Risiko-Manager
23
Energy economics
22
SpringerLink / Bücher
20
Journal of risk management in financial institutions
19
Insurance / Mathematics & economics
18
European journal of operational research : EJOR
16
Risks : open access journal
14
IMF economic review
12
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
12
International journal of production economics
11
The European journal of finance
11
Journal of financial stability
10
The journal of futures markets
10
International review of financial analysis
9
Finance research letters
8
IMF working papers
8
International journal of theoretical and applied finance
8
Journal of risk and financial management : JRFM
8
The journal of financial market infrastructures
8
Agricultural finance review
7
NBER working paper series
7
Quantitative finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
Discussion paper
6
European financial management : the journal of the European Financial Management Association
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
NBER Working Paper
6
Review of Pacific Basin financial markets and policies
6
Schriftenreihe Finanzmanagement
6
Bank- und finanzwirtschaftliche Forschungen
5
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
5
Die Bank
5
Financial derivatives : pricing and risk management
5
Financial stability review : FSR
5
Gabler Edition Wissenschaft
5
Handbuch Liquiditätsrisiko : Identifikation, Messung und Steuerung
5
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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
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
4
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:
5
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:
6
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
7
Liquidity options
Golts, Maxim
;
Kritzman, Mark
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 80-89
Persistent link: https://www.econbiz.de/10008655516
Saved in:
8
Risk-management Bermudan swaptions in a LIBOR model
Pietersz, Raoul
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
11
(
2003
)
3
,
pp. 51-62
Persistent link: https://www.econbiz.de/10002007139
Saved in:
9
Derivatives and directors
Swan, Edward J.
- In:
Issues in derivative instruments
,
(pp. 75-82)
.
1999
Persistent link: https://www.econbiz.de/10001497419
Saved in:
10
Risk management in US derivatives clearing houses
Dale, Richard
- In:
Issues in derivative instruments
,
(pp. 101-129)
.
1999
Persistent link: https://www.econbiz.de/10001497425
Saved in:
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