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~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Wiley trading series"
~subject:"Credit risk"
~subject:"Optionsgeschäft"
~subject:"Zinsstruktur"
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Credit risk
Optionsgeschäft
Zinsstruktur
Derivat
250
Derivative
250
Option pricing theory
77
Optionspreistheorie
77
Theorie
70
Theory
70
Volatility
56
Volatilität
56
Hedging
48
Kreditrisiko
40
USA
34
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33
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32
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Bo, Lijun
2
Glasserman, Paul
2
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Wagner, Wolf
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1
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1
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Journal of banking & finance
Quantitative finance
Wiley trading series
International journal of theoretical and applied finance
79
The journal of futures markets
48
Review of derivatives research
34
Applied mathematical finance
31
Journal of financial economics
26
The journal of fixed income
25
The journal of computational finance
22
European journal of operational research : EJOR
20
Finance research letters
20
International review of economics & finance : IREF
20
The journal of credit risk : published quarterly by Incisive Media
20
International journal of financial engineering
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of mathematical finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
International review of financial analysis
16
NBER working paper series
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
The European journal of finance
15
The journal of derivatives : JOD
15
Finance and economics discussion series
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Journal of financial markets
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NBER Working Paper
13
Risks : open access journal
13
Finance and stochastics
12
Journal of economic dynamics & control
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of risk management in financial institutions
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied economics letters
10
Journal of empirical finance
10
Research paper series / Swiss Finance Institute
10
SpringerLink / Bücher
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The journal of financial market infrastructures
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Applied financial economics
9
Asia-Pacific financial markets
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Economic modelling
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Global finance journal
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ECONIS (ZBW)
85
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1
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85
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date (oldest first)
1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
4
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
5
Valuation and hedging of cryptocurrency inverse options
Lucic, V.
;
Sepp, A.
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 851-869
Persistent link: https://www.econbiz.de/10015050801
Saved in:
6
Pricing airbag option via first passage time approach
Liu, Zheng
;
Qian, Xiaosong
;
Yao, Jing
;
Dong, Yinghui
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 955-974
Persistent link: https://www.econbiz.de/10015050807
Saved in:
7
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
8
Shareholder litigation and bank risk
Degl'Innocenti, Marta
;
Fiordelisi, Franco
;
Song, Wei
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248202
Saved in:
9
Bank loan renegotiation and credit default swaps
Clark, Brian
;
Donato, James
;
Francis, Bill B.
;
Shohfi, …
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463074
Saved in:
10
Decomposing LIBOR in transition : evidence from the futures markets
Skov, Jacob Bjerre
;
Skovmand, David
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10014304406
Saved in:
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