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~isPartOf:"Applied mathematical finance"
~subject:"Interest rate"
~subject:"Kreditrisiko"
~subject:"Wetter"
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Interest rate
Kreditrisiko
Wetter
Derivat
79
Derivative
79
Option pricing theory
67
Optionspreistheorie
67
Theorie
32
Theory
32
Stochastic process
30
Stochastischer Prozess
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Interest rate derivative
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Benth, Fred Espen
4
Sircar, Kaushik Ronnie
2
Alaton, Peter
1
Alexandridis, A.
1
Barth, Andrea
1
Becherer, Dirk
1
Bouchaud, Jean-Philippe
1
Chiu, Chun-Yuan
1
Djehiche, Boualem
1
Hoencamp, J. H.
1
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1
Kandhai, B. D.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Potthoff, Jürgen
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1
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1
Vázquez, Carlos
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Ward, Ian
1
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1
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Applied mathematical finance
International journal of theoretical and applied finance
54
Journal of banking & finance
48
The journal of futures markets
29
The journal of credit risk : published quarterly by Incisive Media
20
The journal of fixed income
20
Review of derivatives research
18
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of computational finance
17
Journal of financial economics
16
SFB 649 discussion paper
15
Agricultural finance review
13
Applied financial economics
13
European journal of operational research : EJOR
13
Finance and economics discussion series
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
International journal of financial engineering
12
NBER working paper series
12
Quantitative finance
12
The European journal of finance
12
Journal of mathematical finance
11
Journal of risk management in financial institutions
11
Research paper series / Swiss Finance Institute
11
SpringerLink / Bücher
11
Finance research letters
10
International review of economics & finance : IREF
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
NBER Working Paper
10
The journal of financial market infrastructures
10
Wiley finance
10
Applied economics
9
Asia-Pacific financial markets
9
Energy economics
9
International review of financial analysis
9
Journal of empirical finance
9
Journal of international financial markets, institutions & money
9
Journal of risk finance : the convergence of financial products and insurance
9
Journal of securities operations & custody
9
Schriftenreihe Finanzmanagement
9
Credit derivatives : the definitive guide
8
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ECONIS (ZBW)
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Eurodollar
futures
pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
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
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:
5
Real-world scenarios with negative interest rates based on the LIBOR market model
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 466-482
Persistent link: https://www.econbiz.de/10012129176
Saved in:
6
A parametric n-dimensional Markov-functional model in the terminal measure
Kaisajuntti, Linus
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 327-358
Persistent link: https://www.econbiz.de/10010187661
Saved in:
7
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:
8
Closed form equilibrium evaluation of interest rate caps and related derivatives in a real business cycle setting
Tvedt, Jostein
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 261-277
Persistent link: https://www.econbiz.de/10011704235
Saved in:
9
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
10
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
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