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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"
~type_genre:"Aufsatz in Zeitschrift"
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Risk management
Derivat
228
Derivative
228
Option pricing theory
106
Optionspreistheorie
106
Theorie
85
Theory
85
Credit risk
62
Kreditrisiko
62
Stochastic process
61
Stochastischer Prozess
61
Volatility
41
Volatilität
41
Hedging
36
Credit derivative
29
Kreditderivat
29
Yield curve
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Zinsstruktur
28
Swap
24
Portfolio selection
23
Portfolio-Management
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22
Optionsgeschäft
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OTC market
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Black-Scholes model
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Interest rate derivative
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Zinsderivat
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Multivariate Verteilung
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12
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15
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Aufsatz in Zeitschrift
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16
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1
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16
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Brigo, Damiano
2
Albanese, Claudio
1
Ben-Abdallah, Ramzi
1
Benedetti, Giuseppe
1
Bielecki, Tomasz R.
1
Breton, Michèle
1
Capponi, Agostino
1
Carmona, René
1
Crépey, S.
1
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1
C̆erný, Jakub
1
Duquerroy, Anne
1
El Hajjaji, Omar
1
Gauthier, Nicolas
1
Gex, Mathieu
1
Grasselli, Matheus
1
Hughston, Lane P.
1
Jeanblanc, Monique
1
Kratochwill, Michael
1
Marzouk, Oussama
1
Oertel, Frank
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
1
Prato, Olivier
1
Pykhtin, Michael
1
Russo, Daniela
1
Stein, Harvey J.
1
Subbotin, Alexander
1
Wellink, Arnout H. E. M.
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
Energy economics
22
Journal of banking & finance
15
The journal of futures markets
11
Insurance / Mathematics & economics
8
International review of financial analysis
8
Agricultural finance review
7
European journal of operational research : EJOR
7
Quantitative finance
7
Applied economics
6
European financial management : the journal of the European Financial Management Association
6
Finance research letters
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
Journal of financial stability
6
Journal of risk management in financial institutions
6
Review of Pacific Basin financial markets and policies
6
The European journal of finance
6
The journal of financial market infrastructures
6
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
Theoretical and applied economics : GAER review
5
Economic review
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of financial and quantitative analysis : JFQA
4
Journal of risk and financial management : JRFM
4
Review of derivatives research
4
Schmalenbach business review : sbr
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Applied mathematical finance
3
Asia-Pacific journal of risk and insurance : APJRI
3
Journal of financial economics
3
Journal of financial intermediation
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ECONIS (ZBW)
16
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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
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:
7
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
8
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
9
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
10
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
Saved in:
1
2
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