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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of investment compliance"
~subject:"Derivat"
~subject:"Volatilität"
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Han, Bing
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The journal of finance : the journal of the American Finance Association
The journal of investment compliance
International journal of theoretical and applied finance
31
Applied mathematical finance
13
International review of financial analysis
11
The journal of computational finance
11
Journal of banking & finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of fixed income
9
European journal of operational research : EJOR
8
Review of derivatives research
8
The journal of futures markets
8
Journal of financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Finance and stochastics
6
Finance research letters
6
International review of economics & finance : IREF
6
Quantitative finance
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Research paper series / Swiss Finance Institute
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Computational economics
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Journal of econometrics
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Journal of economic dynamics & control
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Risks : open access journal
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Vahlens Kurzlehrbücher
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Applied economics
4
Economic modelling
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Economics letters
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Energy economics
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Finance and economics discussion series
4
Insurance / Mathematics & economics
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International journal of financial engineering
4
Journal of financial markets
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Journal of mathematical finance
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NBER working paper series
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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Staff working papers / Bank of England
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Wiley finance series
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Working paper / National Bureau of Economic Research, Inc.
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1
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
2
Proposed CFTC cybersecurity testing rules for derivatives market infrastructure
Humenik, Stephen M.
;
Kwok, James
- In:
The journal of investment compliance
17
(
2016
)
2
,
pp. 61-65
Persistent link: https://www.econbiz.de/10011523901
Saved in:
3
Life on the margin : US margin rules finalized at last
Horwitz, Marc
;
Hall, Claire
;
Phipps, Bradley
- In:
The journal of investment compliance
17
(
2016
)
2
,
pp. 70-74
Persistent link: https://www.econbiz.de/10011523921
Saved in:
4
Swap agreement safe harbors at risk in latest Lehman dispute
Enochs, Craig R.
;
Pappenfus, James
;
Pincus, Andrea
; …
- In:
The journal of investment compliance
16
(
2015
)
2
,
pp. 52-54
Persistent link: https://www.econbiz.de/10011405537
Saved in:
5
Should derivatives be privileged in bankruptcy?
Bolton, Patrick
;
Oehmke, Martin
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2353-2393
Persistent link: https://www.econbiz.de/10011411315
Saved in:
6
Portfolio margining of cleared credit default swaps
Philipp, Michael M.
;
Sandoval, Ignacio A.
- In:
The journal of investment compliance
14
(
2013
)
2
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009774464
Saved in:
7
CFTC sets the clock ticking for mandatory clearing of interest rate and credit default swaps
Koster, Evan
;
Cohn, David
;
Meade, Daniel
- In:
The journal of investment compliance
14
(
2013
)
1
,
pp. 42-46
Persistent link: https://www.econbiz.de/10009761441
Saved in:
8
Stochastic volatilities and correlations of bond yields
Han, Bing
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
Saved in:
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