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~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Share price"
~subject:"Theory"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Share price
Theory
Derivat
167
Derivative
167
Theorie
83
Option pricing theory
47
Optionspreistheorie
47
Kreditrisiko
39
Credit risk
38
USA
25
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25
Portfolio selection
24
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24
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Jarrow, Robert A.
3
Brigo, Damiano
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Christie-David, Rohan
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2
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2
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Veith, Jochen
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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
Bansal, Matulya
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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Cifuentes, Arturo
1
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1
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1
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1
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Gabler Edition Wissenschaft
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of credit risk : published quarterly by Incisive Media
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
154
Journal of banking & finance
73
International journal of theoretical and applied finance
67
The journal of finance : the journal of the American Finance Association
41
Advances in futures and options research : a research annual
37
Journal of financial and quantitative analysis : JFQA
36
The review of financial studies
30
Finance and stochastics
29
Economics letters
27
Energy economics
27
NBER working paper series
27
International review of financial analysis
24
Applied mathematical finance
23
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
23
Journal of financial economics
23
NBER Working Paper
23
International review of economics & finance : IREF
21
The journal of fixed income
21
Journal of economic dynamics & control
20
Review of derivatives research
20
SpringerLink / Bücher
20
Working paper / National Bureau of Economic Research, Inc.
20
The European journal of finance
19
Applied financial economics
18
European journal of operational research : EJOR
17
Finance research letters
17
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Finance : revue de l'Association Française de Finance
15
Review of quantitative finance and accounting
15
The journal of business : B
15
Discussion paper / B
14
Europäische Hochschulschriften / 5
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
The financial review : the official publication of the Eastern Finance Association
13
The journal of computational finance
13
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ECONIS (ZBW)
88
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1
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
2
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
3
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
4
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
5
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
6
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
7
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
8
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
9
Directional trading across stock limit order book and options markets
Wang, Qin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
Saved in:
10
A bond consistent derivative fair value
Gunnesson, C. Johan
;
Fernández Muñoz de Morales, Alberto
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 113-133
Persistent link: https://www.econbiz.de/10011597899
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