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~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
~subject:"Option trading"
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Search: subject:"Derivat <Wertpapier>"
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Credit risk
Option trading
Derivat
234
Derivative
234
Option pricing theory
118
Optionspreistheorie
118
Theorie
79
Theory
79
Stochastic process
66
Stochastischer Prozess
66
Volatility
59
Volatilität
59
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49
Kreditrisiko
48
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35
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27
Zinsstruktur
27
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25
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25
Swap
24
Credit derivative
20
Kreditderivat
20
Black-Scholes model
17
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17
CAPM
15
Risikomanagement
14
Risk management
14
Markov chain
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Commodity derivative
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Rohstoffderivat
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Zinsderivat
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10
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10
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10
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Brigo, Damiano
4
Bielecki, Tomasz R.
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Jeanblanc, Monique
3
Cialenco, Igor
2
Crépey, S.
2
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Di Graziano, Giuseppe
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Michielon, Matteo
2
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Schmidt, Thorsten
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Walker, Michael B.
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Wang, Xingchun
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1
Alòs, Elisa
1
Anderluh, J. H. M.
1
Andersen, Leif B. G.
1
Antonelli, Fabio
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1
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1
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Finance research letters
International journal of theoretical and applied finance
Journal of banking & finance
45
The journal of futures markets
34
Review of derivatives research
27
Applied mathematical finance
23
Journal of financial economics
21
The journal of credit risk : published quarterly by Incisive Media
20
International review of economics & finance : IREF
19
Quantitative finance
19
European journal of operational research : EJOR
18
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of fixed income
18
International journal of financial engineering
17
Journal of mathematical finance
15
The journal of computational finance
15
The journal of derivatives : JOD
15
International review of financial analysis
14
Journal of financial markets
13
The European journal of finance
13
Journal of economic dynamics & control
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Finance and economics discussion series
11
Journal of risk management in financial institutions
11
Risks : open access journal
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of financial market infrastructures
10
Economic modelling
9
Finance and stochastics
9
Review of quantitative finance and accounting
9
Applied economics letters
8
Asia-Pacific financial markets
8
Computational economics
8
Credit derivatives : the definitive guide
8
Journal of financial intermediation
8
NBER working paper series
8
Research paper series / Swiss Finance Institute
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Applied financial economics
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ECONIS (ZBW)
80
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1
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
2
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
3
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
4
Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets
Bae, Kwangil
;
Lee, Soonhee
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581630
Saved in:
5
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
6
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
7
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
8
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
9
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
10
Price discovery and its determinants for the Chinese soybean options and futures markets
Hao, Jing
;
He, Feng
;
Liu-Chen, Baiao
;
Li, Zihe
- In:
Finance research letters
40
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012819235
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