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subject:"Deutschland"
~accessRights:"restricted"
~subject:"Kreditrisiko"
~subject:"Risk"
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Search: subject_exact:"Contingent-claims approach"
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Deutschland
Kreditrisiko
Risk
Option pricing theory
2,917
Optionspreistheorie
2,917
Volatilität
1,093
Volatility
1,092
Stochastic process
1,044
Stochastischer Prozess
1,044
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837
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837
Derivat
639
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639
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304
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304
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283
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280
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260
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227
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209
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209
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203
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200
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199
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199
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184
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181
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180
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148
Kapitaleinkommen
148
Börsenkurs
138
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138
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135
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135
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135
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11
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Wang, Xingchun
18
Veronesi, Pietro
5
Fabozzi, Frank J.
4
Oosterlee, Cornelis Willebrordus
4
Culp, Christopher L.
3
Kelly, Bryan T.
3
Koussis, Nicos
3
Martzoukos, Spiros A.
3
Muhle-Karbe, Johannes
3
Nozawa, Yoshio
3
Power, Gabriel J.
3
Pástor, Ľuboš
3
Schneider, Paul
3
Seifried, Frank Thomas
3
Tang, Dan
3
Trojani, Fabio
3
Tunaru, Radu
3
Wang, Guanying
3
Xu, Wei
3
Bakshi, Gurdip S.
2
Bao, Ying
2
Bayraktar, Erhan
2
Beinker, Mark
2
Branger, Nicole
2
Budhi Arta Surya
2
Cevik, Emrah Ismail
2
Chen, Ren-Raw
2
Chen, Sonnan
2
Chiu, Chun-Yuan
2
Crosby, John
2
Dai, Tian-Shyr
2
Den Haan, Wouter J.
2
Deutsch, Hans-Peter
2
Fanelli, Viviana
2
Feng, Qian
2
Freund, Lukas
2
Gagnon, Marie-Hélène
2
Gao, Xiaohui
2
Gu, Yuchi
2
Hainaut, Donatien
2
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Peter Lang GmbH
1
Springer International Publishing
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Insurance / Mathematics & economics
13
International journal of theoretical and applied finance
12
Review of derivatives research
12
Finance research letters
11
International journal of financial engineering
11
Quantitative finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of banking & finance
10
European journal of operational research : EJOR
9
The European journal of finance
9
Applied mathematical finance
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of quantitative finance and accounting
8
SpringerLink / Bücher
8
International review of financial analysis
7
Finance and stochastics
6
The journal of computational finance
6
Applied economics letters
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
Journal of economic dynamics & control
5
Annals of finance
4
Economics letters
4
International review of economics & finance : IREF
4
Journal of empirical finance
4
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4
Journal of financial economics
4
Mathematics and financial economics
4
The journal of futures markets
4
The journal of risk model validation
4
Working paper / National Bureau of Economic Research, Inc.
4
Annals of financial economics
3
Applied economics
3
Computational economics
3
Economic modelling
3
Energy economics
3
Journal of financial markets
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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3
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ECONIS (ZBW)
370
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370
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1
Pricing and risk management of multi-assets financial instruments to natural disasters
Chang, Jui-Jane
;
Huang, Pao-Hsien
;
Wu, Ting-Pin
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 19-43
Persistent link: https://www.econbiz.de/10014444330
Saved in:
2
Analytical valuation of vulnerable chained options
Zhang, Jiayi
;
Zhou, Ke
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492006
Saved in:
3
A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang
;
Ho, Hsiao-Wei
;
Huang, Henry Hongren
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
2
,
pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
Saved in:
4
Solution method and parameter estimation of uncertain partial differential equation with application to China's population
Yang, Lu
;
Liu, Yang
- In:
Fuzzy optimization and decision making : a journal of …
23
(
2024
)
1
,
pp. 155-177
Persistent link: https://www.econbiz.de/10014500867
Saved in:
5
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
6
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
7
The international linkages of market risk perception
Serrano, Pedro
;
Vaello-Sebastià, Antoni
; …
- In:
Journal of multinational financial management
72
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014526934
Saved in:
8
Bond duration and convexity under stochastic interest rates and credit spreads
Dione, Ibrahima
;
Lai, Van Son
- In:
The journal of fixed income : JFI
33
(
2023
)
3
,
pp. 75-112
Persistent link: https://www.econbiz.de/10014533801
Saved in:
9
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
10
Valuation of mortgages by using Lévy models
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
1
,
pp. 25-54
Persistent link: https://www.econbiz.de/10014582188
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