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~isPartOf:"Applied mathematical finance"
~subject:"Kreditrisiko"
~subject:"Wetter"
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Kreditrisiko
Wetter
Derivat
79
Derivative
79
Option pricing theory
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32
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32
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Benth, Fred Espen
4
Sircar, Kaushik Ronnie
2
Alaton, Peter
1
Alexandridis, A.
1
Barth, Andrea
1
Becherer, Dirk
1
Chiu, Chun-Yuan
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Djehiche, Boualem
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Jain, Shashi
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1
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1
Pircalabu, Anca
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1
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1
Stillberger, David
1
Ward, Ian
1
Yamazaki, Akira
1
Zapranis, Achilleas
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Applied 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
19
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
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
Research paper series / Swiss Finance Institute
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Finance research letters
7
International journal of financial engineering
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of securities operations & custody
7
NBER Working Paper
7
Quantitative finance
7
Schriftenreihe Finanzmanagement
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ECONIS (ZBW)
14
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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
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:
4
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:
5
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:
6
On modelling and pricing rainfall derivatives with seasonality
Leobacher, Gunther
;
Ngare, Philip
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 71-91
Persistent link: https://www.econbiz.de/10009154421
Saved in:
7
Hedging of spatial temperature risk with market-traded
futures
Barth, Andrea
;
Benth, Fred Espen
;
Potthoff, Jürgen
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 93-117
Persistent link: https://www.econbiz.de/10009155488
Saved in:
8
Optimal weak static hedging of equity and credit risk using derivatives
Becherer, Dirk
;
Ward, Ian
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003975242
Saved in:
9
Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 353-383
Persistent link: https://www.econbiz.de/10003916203
Saved in:
10
Multiscale intensity models for single name credit derivatives
Papageorgiou, E.
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 73-105
Persistent link: https://www.econbiz.de/10003751113
Saved in:
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