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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:"Stochastic process"
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Search: subject_exact:"Futures"
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Risk management
Stochastic process
Derivat
229
Derivative
229
Option pricing theory
106
Optionspreistheorie
106
Theorie
85
Theory
85
Credit risk
62
Kreditrisiko
62
Stochastischer Prozess
61
Volatility
41
Volatilität
41
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36
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29
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29
Yield curve
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Jeanblanc, Monique
4
Capriotti, Luca
3
Hess, Markus
3
Antonelli, Fabio
2
Benth, Fred Espen
2
Brigo, Damiano
2
Chiarella, Carl
2
Crépey, S.
2
Fouque, Jean-Pierre
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Gapeev, Pavel V.
2
Mijatovi´c, Aleksandar
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Taddei, Stefano
2
Albanese, Claudio
1
Alòs, Elisa
1
Avellaneda, Marco
1
Barbachan, José Santiago Fajardo
1
Barone, Gaia
1
Ben-Abdallah, Ramzi
1
Benedetti, Giuseppe
1
Bennati, Eleonora
1
Biagini, Francesca
1
Bielecki, Tomasz R.
1
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1
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1
Brodén, Mats
1
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1
Carmona, René
1
Centanni, Silvia
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Cheang, Gerald H. L.
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Chege Maina, Samuel
1
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1
Crépey, Stéphane
1
C̆erný, Jakub
1
D'Ippoliti, Fernanda
1
Daniluk, Andrzej
1
Dempster, Michael A. H.
1
Dia, Baye M.
1
Dimitroff, Georgi
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
Energy economics
30
Applied mathematical finance
27
Journal of banking & finance
27
Quantitative finance
26
International journal of financial engineering
19
European journal of operational research : EJOR
18
Review of derivatives research
18
Journal of mathematical finance
16
The journal of futures markets
15
Finance research letters
13
Journal of economic dynamics & control
13
Annals of finance
12
Insurance / Mathematics & economics
12
Journal of econometrics
12
SpringerLink / Bücher
12
The journal of computational finance
12
Finance and stochastics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The European journal of finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
International review of financial analysis
10
Applied economics
9
Risks : open access journal
9
Agricultural finance review
8
International review of economics & finance : IREF
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The journal of derivatives : JOD
8
Computational economics
7
European financial management : the journal of the European Financial Management Association
6
International Journal of Financial Studies : open access journal
6
Journal of financial economics
6
Journal of financial stability
6
Journal of risk and financial management : JRFM
6
Journal of risk management in financial institutions
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Review of Pacific Basin financial markets and policies
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The journal of financial market infrastructures
6
Financial derivatives : pricing and risk management
5
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ECONIS (ZBW)
78
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1
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:
2
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:
3
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
4
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:
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
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
7
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:
8
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:
9
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:
10
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
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