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subject:"Derivat"
~accessRights:"restricted"
~isPartOf:"Review of derivatives research"
~subject:"Financial crisis"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Derivat
Financial crisis
Derivative
3
Risikomanagement
3
Risk management
3
Counterparty credit risk
1
Credit exposure
1
Credit risk
1
Credit valuation adjustments (CVA)
1
Elementarschadenversicherung
1
Geographical basis risk
1
Hedging
1
Index value simulation technique
1
Kreditrisiko
1
Market making
1
Measurement
1
Messung
1
Natural disaster insurance
1
OTC market
1
OTC-Handel
1
Option pricing theory
1
Option trading
1
Options
1
Optionsgeschäft
1
Optionspreistheorie
1
Rainfall modeling
1
Risk
1
Simulation
1
Standardized approach for measuring counterparty credit risk exposures (SA-CCR)
1
Weather
1
Weather derivatives
1
Wetter
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Amtsdruckschrift
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Case study
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3
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English
3
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Boyd, Naomi E.
1
Büchel, Patrick
1
Kratochwil, Michael
1
Martínez Salgueiro, Andrea
1
Rösch, Daniel
1
Tarrazón Rodón, María-Antonia
1
Published in...
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Review of derivatives research
Energy economics
20
Journal of banking & finance
20
Journal of financial stability
14
Finance research letters
11
International review of economics & finance : IREF
11
International review of financial analysis
11
European journal of operational research : EJOR
9
Quantitative finance
9
The journal of financial market infrastructures
9
Insurance / Mathematics & economics
8
Review of quantitative finance and accounting
8
The European journal of finance
8
Applied economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Economic modelling
6
International journal of financial engineering
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Journal of economic dynamics & control
5
The journal of credit risk : published quarterly by Incisive Media
5
Applied economics letters
4
Review of Pacific Basin financial markets and policies
4
The journal of portfolio management : JPM
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Asia-Pacific journal of risk and insurance : APJRI
3
Computational economics
3
Emerging markets review
3
European financial management : the journal of the European Financial Management Association
3
International journal of economics and finance
3
Journal of banking regulation
3
Journal of empirical finance
3
Journal of mathematical finance
3
Journal of risk finance : the convergence of financial products and insurance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Modern economy
3
Pacific-Basin finance journal
3
The journal of corporate finance : contracting, governance and organization
3
The journal of derivatives : JOD
3
The journal of risk model validation
3
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ECONIS (ZBW)
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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:
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