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~person:"McAleer, Michael"
~person:"Rösch, Daniel"
~subject:"Derivative"
~type_genre:"Aufsatz in Zeitschrift"
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Rösch, Daniel
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Review of derivatives research
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
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2
Valuation of systematic risk in the cross-section of credit default swap spreads
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
; …
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011792305
Saved in:
3
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
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