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subject:"Risk management"
~isPartOf:"Financial stability review : FSR"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Yield curve"
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Risk management
Yield curve
Derivat
291
Derivative
291
Option pricing theory
126
Optionspreistheorie
126
Theorie
103
Theory
103
Credit risk
68
Kreditrisiko
68
Stochastic process
66
Stochastischer Prozess
66
Volatility
55
Volatilität
55
Hedging
50
Credit derivative
33
Kreditderivat
33
Portfolio selection
33
Portfolio-Management
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Zinsstruktur
33
Option trading
30
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25
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Interest rate derivative
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Markov-Kette
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Brigo, Damiano
4
Pallavicini, Andrea
2
Papatheodorou, Vasileios
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Schmidt, Thorsten
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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
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1
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Financial stability review : FSR
International journal of theoretical and applied finance
The European journal of finance
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
31
Energy economics
22
The journal of futures markets
22
Quantitative finance
15
Review of derivatives research
14
Applied mathematical finance
13
International review of financial analysis
13
SpringerLink / Bücher
13
Journal of financial economics
12
Journal of financial and quantitative analysis : JFQA
11
European journal of operational research : EJOR
10
NBER working paper series
10
The journal of fixed income
10
Finance research letters
9
International journal of financial engineering
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Applied economics
8
Insurance / Mathematics & economics
8
International review of economics & finance : IREF
8
NBER Working Paper
8
The journal of computational finance
8
Working paper / National Bureau of Economic Research, Inc.
8
Agricultural finance review
7
European financial management : the journal of the European Financial Management Association
7
Journal of empirical finance
7
Lecture notes in economics and mathematical systems : LNEMS
7
Discussion paper / Centre for Economic Policy Research
6
Finance and economics discussion series
6
Journal of financial stability
6
Journal of risk management in financial institutions
6
Review of Pacific Basin financial markets and policies
6
Risks : open access journal
6
Schriftenreihe Finanzmanagement
6
The journal of financial market infrastructures
6
Discussion paper / Center for Economic Research, Tilburg University
5
Financial derivatives : pricing and risk management
5
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ECONIS (ZBW)
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1
Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca
;
Longo, Giovanni
;
Zanotti, Giovanna
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236
Saved in:
2
A three-factor hazard rate model for single-name credit default swap pricing
Zhong, Yangfan
;
Mi, Yanhui
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 27-63
Persistent link: https://www.econbiz.de/10014546386
Saved in:
3
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
4
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:
5
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
6
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
7
Corporate financial hedging and firm value : a meta-analysis
Geyer-Klingeberg, Jerome
;
Hang, Markus
;
Rathgeber, …
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012484392
Saved in:
8
Is corporate hedging always beneficial? : a theoretical and empirical analysis
Ahmed, Hany
;
Fairchild, Richard
;
Guney, Yilmaz
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1746-1780
Persistent link: https://www.econbiz.de/10012314651
Saved in:
9
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
10
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
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