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~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance research letters"
~subject:"Futures"
~subject:"Kreditrisiko"
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Search: subject:"Derivat <Wertpapier>"
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Futures
Kreditrisiko
Derivat
93
Derivative
93
Option pricing theory
35
Optionspreistheorie
35
Volatility
30
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30
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19
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Wang, Xingchun
2
Antonelli, Fabio
1
Berlinger, Edina
1
Chen, Haicui
1
Contessi, Silvio
1
Di Tommaso, Caterina
1
Dömötör, Barbara
1
Fanelli, Viviana
1
Fenech, Jean-Pierre
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1
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1
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1
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European journal of operational research : EJOR
Finance research letters
Journal of banking & finance
19
SpringerLink / Bücher
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of theoretical and applied finance
9
Review of derivatives research
9
The journal of financial market infrastructures
9
Journal of mathematical finance
7
Quantitative finance
7
The journal of credit risk : published quarterly by Incisive Media
7
International review of economics & finance : IREF
6
Journal of financial markets
6
Applied economics letters
5
International review of financial analysis
5
Journal of empirical finance
5
Journal of financial intermediation
5
The journal of computational finance
5
Energy economics
4
International journal of financial engineering
4
Journal of financial economics
4
Journal of international financial markets, institutions & money
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Lecture Notes in Economics and Mathematical Systems
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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Research in international business and finance
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4
Springer Texts in Business and Economics
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Springer eBook Collection
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The European journal of finance
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The journal of derivatives : JOD
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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3
Computational economics
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Discussion papers / CEPR
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Economic modelling
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Essays on the market structure and pricing of credit derivatives
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Financial markets and portfolio management
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IMA journal of management mathematics
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ECONIS (ZBW)
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1
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
2
The hedging effectiveness of electricity futures in the Spanish market
Peña Sánchez de Rivera, Juan Ignacio
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472285
Saved in:
3
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
4
Benchmarking forecast approaches for mortgage credit risk for forward periods
Luong, Thi Mai
;
Scheule, Harald
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 750-767
Persistent link: https://www.econbiz.de/10013207168
Saved in:
5
Approximate value adjustments for European claims
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1149-1161
Persistent link: https://www.econbiz.de/10013207329
Saved in:
6
CDS pricing with fractional Hawkes processes
Ketelbuters, John-John
;
Hainaut, Donatien
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
Saved in:
7
Is cross-hedging an effective strategy in equity futures market?
Jose, Nithin
;
Jose, Babu
;
Varghese, James
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014240203
Saved in:
8
Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? : evidence from GARCH-jump models
Zhang, Chuanhai
;
Chen, Haicui
;
Peng, Zhe
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013553852
Saved in:
9
Credit derivatives and bank systemic risk : risk enhancing or reducing?
Halili, Alba
;
Fenech, Jean-Pierre
;
Contessi, Silvio
- In:
Finance research letters
42
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014581326
Saved in:
10
Bitcoin futures : an effective tool for hedging cryptocurrencies
Sebastião, Helder Miguel Correia Virtuoso
;
Godinho, …
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430975
Saved in:
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