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subject:"Risk management"
~isPartOf:"Financial derivatives : pricing and risk management"
~isPartOf:"Financial stability review : FSR"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Markov chain"
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Risk management
Markov chain
Derivat
247
Derivative
247
Option pricing theory
107
Optionspreistheorie
107
Theorie
85
Theory
85
Credit risk
61
Kreditrisiko
61
Stochastic process
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61
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Bielecki, Tomasz R.
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1
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1
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1
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1
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1
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1
Lo, Chia Chun
1
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Financial derivatives : pricing and risk management
Financial stability review : FSR
International journal of theoretical and applied finance
The journal of credit risk : published quarterly by Incisive Media
Energy economics
22
Journal of banking & finance
16
The journal of futures markets
13
Insurance / Mathematics & economics
11
European journal of operational research : EJOR
10
International review of economics & finance : IREF
9
International review of financial analysis
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Quantitative finance
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SpringerLink / Bücher
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International journal of financial engineering
8
The European journal of finance
8
Agricultural finance review
7
Review of derivatives research
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Applied economics
6
Finance and stochastics
6
Journal of financial stability
6
Journal of risk management in financial institutions
6
Review of Pacific Basin financial markets and policies
6
The journal of financial market infrastructures
6
European financial management : the journal of the European Financial Management Association
5
Finance research letters
5
International Journal of Financial Studies : open access journal
5
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
5
Risiko-Manager
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of derivatives : JOD
5
Theoretical and applied economics : GAER review
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Annals of finance
4
Economic review
4
Finance and capital markets series
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of mathematical finance
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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ECONIS (ZBW)
35
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1
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
2
Robust bounds for derivative prices in markovian models
Sester, Julian
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012271014
Saved in:
3
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
4
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
5
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
6
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:
7
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:
8
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
Saved in:
9
An improved Markov chain approximation methodology : derivatives pricing and model calibration
Lo, Chia Chun
;
Skindilias, Konstantinos
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010498837
Saved in:
10
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
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