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subject:"Derivative"
subject:"Risk measure"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit derivative"
~subject:"Measurement"
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Derivative
Risk measure
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Risikomanagement
38
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20
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17
Kreditrisiko
17
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
104
Journal of banking & finance
72
Risks : open access journal
57
European journal of operational research : EJOR
47
Journal of risk
43
Energy economics
40
The journal of operational risk
38
Finance research letters
35
Journal of risk management in financial institutions
31
The North American journal of economics and finance : a journal of financial economics studies
29
Economic modelling
28
SpringerLink / Bücher
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Quantitative finance
23
International review of financial analysis
22
International review of economics & finance : IREF
21
Journal of risk and financial management : JRFM
21
The journal of risk model validation
21
Applied economics
20
The European journal of finance
19
Discussion paper / Tinbergen Institute
15
Journal of empirical finance
15
Research paper series / Swiss Finance Institute
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Journal of financial stability
14
Schriftenreihe Finanzmanagement
14
The journal of credit risk : published quarterly by Incisive Media
14
Agricultural finance review
13
Finance and stochastics
13
Journal of econometrics
13
Research in international business and finance
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
International journal of forecasting
12
International journal of risk assessment and management : IJRAM
12
The journal of futures markets
12
Working papers
12
Journal of international financial markets, institutions & money
11
Journal of mathematical finance
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Computational economics
10
International journal of financial engineering
10
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
23
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
4
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
5
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
6
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
7
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
8
Theoretical sensitivity analysis for quantitative operational risk management
Kato, Takashi
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011733962
Saved in:
9
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
10
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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