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~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of financial engineering"
~subject:"Kreditrisiko"
~subject:"Wetter"
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Kreditrisiko
Wetter
Derivat
110
Derivative
110
Option pricing theory
101
Optionspreistheorie
101
Stochastic process
47
Stochastischer Prozess
47
Volatility
45
Volatilität
45
Theorie
40
Theory
40
Option trading
32
Optionsgeschäft
32
Yield curve
28
Zinsstruktur
28
Interest rate derivative
25
Zinsderivat
25
Hedging
23
Black-Scholes model
17
Black-Scholes-Modell
17
Portfolio selection
16
Portfolio-Management
16
Swap
14
Credit risk
13
Commodity derivative
11
Rohstoffderivat
11
Interest rate
10
Zins
10
Incomplete market
9
Risikomanagement
9
Risk management
9
Unvollkommener Markt
9
Weather
9
Risiko
8
Risk
8
Simulation
8
CAPM
7
Currency derivative
7
Estimation
7
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22
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English
22
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Benth, Fred Espen
4
Ngare, Philip
2
Sircar, Kaushik Ronnie
2
Takahashi, Akihiko
2
Alaton, Peter
1
Alexandridis, A.
1
Barth, Andrea
1
Becherer, Dirk
1
Chiu, Chun-Yuan
1
Dileep N.
1
Djehiche, Boualem
1
Engelmann, Bernd
1
Fuji, Masaaki
1
Ghamami, Samim
1
Gyamerah, Samuel Asante
1
Ikpe, Dennis
1
Jain, Shashi
1
Karlsson, Patrik
1
Kercheval, Alec
1
Kotreshwar G.
1
Leobacher, Gunther
1
Mai, Jan-Frederik
1
Mi, Yanhui
1
Olivares, Pablo
1
Oosterlee, Cornelis Willebrordus
1
Papageorgiou, E.
1
Papageorgiou, Evan
1
Pircalabu, Anca
1
Potthoff, Jürgen
1
Schenk, Steffen
1
Scherer, Matthias
1
Shiraya, Kenichiro
1
Simozar, Saied
1
Stillberger, David
1
Ward, Ian
1
Yamazaki, Akira
1
Zapranis, Achilleas
1
Šaltyté-Benth, Jūraté
1
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Applied mathematical finance
International journal of financial engineering
International journal of theoretical and applied finance
45
Journal of banking & finance
39
The journal of credit risk : published quarterly by Incisive Media
20
The journal of fixed income
19
Review of derivatives research
16
SFB 649 discussion paper
15
The journal of futures markets
15
Journal of financial economics
14
Agricultural finance review
13
European journal of operational research : EJOR
12
Finance and economics discussion series
12
The North American journal of economics and finance : a journal of financial economics studies
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Journal of risk management in financial institutions
11
The journal of computational finance
11
SpringerLink / Bücher
10
The journal of financial market infrastructures
10
Asia-Pacific financial markets
9
Energy economics
9
NBER working paper series
9
The European journal of finance
9
Wiley finance
9
Credit derivatives : the definitive guide
8
Finance research letters
8
Journal of empirical finance
8
Journal of financial intermediation
8
Journal of international financial markets, institutions & money
8
Journal of mathematical finance
8
Journal of risk finance : the convergence of financial products and insurance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Quantitative finance
8
Research paper series / Swiss Finance Institute
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of securities operations & custody
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER Working Paper
7
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ECONIS (ZBW)
22
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1
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
2
Hedging rainfall risk : an illustrative analysis of rainfall index-based
futures
contracts
Dileep N.
;
Kotreshwar G.
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014521332
Saved in:
3
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
4
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
5
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
6
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
7
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
8
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
Saved in:
9
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
10
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Saved in:
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