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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of mathematical finance"
~subject:"Kreditrisiko"
~subject:"Wetter"
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Kreditrisiko
Wetter
Derivat
118
Derivative
118
Option pricing theory
104
Optionspreistheorie
104
Stochastic process
46
Stochastischer Prozess
46
Theorie
40
Theory
40
Volatility
38
Volatilität
38
Option trading
26
Optionsgeschäft
26
Yield curve
25
Zinsstruktur
25
Hedging
23
Interest rate derivative
23
Zinsderivat
23
Black-Scholes model
16
Black-Scholes-Modell
16
Credit risk
14
Portfolio selection
14
Portfolio-Management
14
Swap
14
CAPM
11
Simulation
10
Interest rate
9
Zins
9
Commodity derivative
8
Estimation
8
Risiko
8
Risk
8
Rohstoffderivat
8
Schätzung
8
Weather
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Credit derivative
7
Currency derivative
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7
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Benth, Fred Espen
4
Hao, Ruili
2
Sircar, Kaushik Ronnie
2
Alaton, Peter
1
Alexandridis, A.
1
Barth, Andrea
1
Becherer, Dirk
1
Chiu, Chun-Yuan
1
Cui, Kaijie
1
Djehiche, Boualem
1
Gu, Wenjing
1
Huang, Jhe-Jheng
1
Jain, Shashi
1
Karlsson, Patrik
1
Kercheval, Alec
1
Leobacher, Gunther
1
Liu, Allen
1
Liu, Yinglin
1
Liu, Yonghui
1
Maboulou, Alma P. Bimbabou
1
Mai, Jan-Frederik
1
Mashele, Hopolang P.
1
Ngare, Philip
1
Olivares, Pablo
1
Oosterlee, Cornelis Willebrordus
1
Papageorgiou, E.
1
Papageorgiou, Evan
1
Pircalabu, Anca
1
Potthoff, Jürgen
1
Sayah, Mabelle
1
Schenk, Steffen
1
Scherer, Matthias
1
So, Leh-Chyan
1
Stillberger, David
1
Sviščuk, Anatolij
1
Tong, Zhigang
1
Wang, Shoubai
1
Ward, Ian
1
Yamazaki, Akira
1
Zapranis, Achilleas
1
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Applied mathematical finance
Journal of mathematical finance
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
International journal of financial engineering
8
Journal of empirical finance
8
Journal of financial intermediation
8
Journal of international financial markets, institutions & money
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 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:
2
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:
3
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
4
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
5
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:
6
A stochastic correlation model with time change for pricing credit spread options
Tong, Zhigang
;
Liu, Allen
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 445-466
Persistent link: https://www.econbiz.de/10011673996
Saved in:
7
Counterparty credit risk in OTC derivatives under Basel III
Sayah, Mabelle
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011658201
Saved in:
8
Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing
;
Liu, Yinglin
;
Hao, Ruili
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
Saved in:
9
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
10
Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
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