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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:"OTC market"
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Risk management
OTC market
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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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
21
Journal of banking & finance
18
The journal of financial market infrastructures
14
The journal of futures markets
14
Journal of securities operations & custody
13
Journal of risk management in financial institutions
10
SpringerLink / Bücher
10
Journal of financial stability
9
Insurance / Mathematics & economics
8
International review of economics & finance : IREF
8
Quantitative finance
8
Agricultural finance review
7
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7
European journal of operational research : EJOR
7
International review of financial analysis
7
Journal of financial economics
7
Journal of risk and financial management : JRFM
7
Finance research letters
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IMF working papers
6
International journal of financial engineering
6
Journal of financial intermediation
6
Review of Pacific Basin financial markets and policies
6
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
6
Risiko-Manager
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper series
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Economic review
5
European financial management : the journal of the European Financial Management Association
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International Journal of Financial Studies : open access journal
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NBER Working Paper
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NBER working paper series
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Review of derivatives research
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Staff working papers / Bank of England
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Theoretical and applied economics : GAER review
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
7
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
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
OTC derivatives : new rules, new actors, new risks
2013
Persistent link: https://www.econbiz.de/10010202225
Saved in:
10
Overview of international work towards OTC derivatives markets reform and remaining challenges
Kono, Masamichi
- In:
Financial stability review : FSR
17
(
2013
),
pp. 29-38
Persistent link: https://www.econbiz.de/10010202537
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