Narrow search
Showing 1 - 10 of 201
Cover Image
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica; Ranković, Vladimir; Ivanković, Miloš; … - In: European journal of operational research : EJOR 257 (2017) 3, pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
Cover Image
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana - In: European journal of operational research : EJOR 249 (2016) 1, pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Cover Image
Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642
Cover Image
Enhancing credit default swap valuation with meshfree methods
Guarin, Alexander; Liu, Xiaoquan; Wing Lon Ng - In: European journal of operational research : EJOR 214 (2011) 3, pp. 805-813
Persistent link: https://www.econbiz.de/10009316165
Cover Image
Liquidity tail risk and credit default swap spreads
Irresberger, Felix; Weiß, Gregor; Gabrysch, Janet; … - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Cover Image
Optimal retirement benefit guarantees
Panageas, Stauros - 2010
Persistent link: https://www.econbiz.de/10003950872
Cover Image
Liability investment with downside risk
Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013
Persistent link: https://www.econbiz.de/10009748525
Cover Image
Pricing and risk management of interest rate swaps
Mitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-chieh - In: European journal of operational research : EJOR 228 (2013) 1, pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Cover Image
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Cover Image
Asset allocation and risk allocation : can social security improve its future solvency problem by investing in private securities?
MaCurdy, Thomas E.; Shoven, John B. - 1999
Persistent link: https://www.econbiz.de/10001376928