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subject:"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:"Finanzdienstleistung"
~subject:"Kreditderivat"
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Risk management
Finanzdienstleistung
Kreditderivat
Derivat
229
Derivative
229
Option pricing theory
106
Optionspreistheorie
106
Theorie
85
Theory
85
Credit risk
62
Kreditrisiko
62
Stochastic process
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Stochastischer Prozess
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Volatility
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Credit derivative
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Zinsstruktur
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Swap
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Portfolio selection
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Portfolio-Management
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Option trading
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OTC market
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Black-Scholes model
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Markov chain
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Interest rate derivative
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Zinsderivat
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Multivariate Verteilung
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46
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Bielecki, Tomasz R.
3
Jeanblanc, Monique
3
Brigo, Damiano
2
Cialenco, Igor
2
Crépey, S.
2
Ehrhardt, Matthias
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Barone, Gaia
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1
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1
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1
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1
Das, Satyajit
1
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1
Duquerroy, Anne
1
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1
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Fenger, Christian
1
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1
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1
Huang, Wen-Li
1
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1
Iyer, Srikanth K.
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 journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
30
Energy economics
22
International review of financial analysis
17
The journal of futures markets
16
SpringerLink / Bücher
13
International review of economics & finance : IREF
12
Finance research letters
10
Journal of financial economics
10
Journal of financial stability
10
The European journal of finance
10
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
9
Quantitative finance
9
Review of derivatives research
9
The North American journal of economics and finance : a journal of financial economics studies
9
European financial management : the journal of the European Financial Management Association
8
Journal of international financial markets, institutions & money
8
The journal of financial market infrastructures
8
Agricultural finance review
7
Applied economics
7
International journal of financial engineering
7
Journal of mathematical finance
7
Journal of risk management in financial institutions
7
Research paper series / Swiss Finance Institute
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Wiley finance
7
Finance and economics discussion series
6
Gabler Edition Wissenschaft
6
International Journal of Financial Studies : open access journal
6
Journal of financial markets
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research in international business and finance
6
Review of Pacific Basin financial markets and policies
6
Review of quantitative finance and accounting
6
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
6
The journal of fixed income
6
Wiley finance series
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ECONIS (ZBW)
46
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1
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:
2
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
3
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:
4
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
5
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
7
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
8
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
Saved in:
9
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:
10
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
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