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~isPartOf:"Finance and stochastics"
~subject:"Germany"
~subject:"OTC market"
~subject:"Theorie"
~subject:"Theory"
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Search: subject:"Derivat <Wertpapier>"
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OTC market
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Derivat
45
Derivative
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20
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20
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10
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9
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Brigo, Damiano
2
Carr, Peter
2
Fouque, Jean-Pierre
2
Frey, Rüdiger
2
Hobson, David G.
2
Sircar, Ronnie
2
Alfonsi, Aurélien
1
Benth, Fred Espen
1
Bo, Lijun
1
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Finance and stochastics
The journal of futures markets
135
International journal of theoretical and applied finance
65
Journal of banking & finance
65
Die Bank
34
Advances in futures and options research : a research annual
33
The journal of finance : the journal of the American Finance Association
33
Journal of financial and quantitative analysis : JFQA
32
SpringerLink / Bücher
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Energy economics
30
The review of financial studies
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
NBER working paper series
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Economics letters
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Europäische Hochschulschriften / 5
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The journal of fixed income
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International review of financial analysis
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17
International review of economics & finance : IREF
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Finance research letters
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Journal of securities operations & custody
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Discussion paper / B
14
Kredit und Kapital
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The journal of financial market infrastructures
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Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
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1
Bilateral credit valuation adjustment for large credit derivatives portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 431-482
Persistent link: https://www.econbiz.de/10010340674
Saved in:
2
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
3
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
4
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
5
Stein's method and zero bias transformation for CDO tranche pricing
El Karoui, Nicole
;
Jiao, Y.
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10003939500
Saved in:
6
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
7
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
8
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
Saved in:
9
Generic market models
Pietersz, Raoul
;
Regenmortel, Marcel van
- In:
Finance and stochastics
10
(
2006
)
4
,
pp. 507-528
Persistent link: https://www.econbiz.de/10003405645
Saved in:
10
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
Brigo, Damiano
;
Alfonsi, Aurélien
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10002497060
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