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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial engineering"
~subject:"Kreditrisiko"
~subject:"Option trading"
~subject:"Risiko"
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Kreditrisiko
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Derivat
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Joshi, Mark S.
2
Matsumoto, Koichi
2
Muroi, Yoshifumi
2
Suda, Shintaro
2
Takahashi, Akihiko
2
Tang, Robert
2
Arai, Takuji
1
Augustin, Patrick
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International journal of financial engineering
Journal of economic dynamics & control
Journal of financial engineering
International journal of theoretical and applied finance
63
Journal of banking & finance
50
The journal of futures markets
49
Review of derivatives research
31
Applied mathematical finance
28
International review of economics & finance : IREF
27
Quantitative finance
27
Finance research letters
24
Journal of financial economics
23
The journal of credit risk : published quarterly by Incisive Media
22
European journal of operational research : EJOR
21
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of fixed income
20
Energy economics
17
International review of financial analysis
17
Journal of mathematical finance
16
The journal of derivatives : JOD
16
Risks : open access journal
15
The European journal of finance
15
The journal of computational finance
15
Journal of risk management in financial institutions
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
NBER working paper series
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Journal of financial markets
13
SpringerLink / Bücher
13
Finance and economics discussion series
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
NBER Working Paper
12
Finance and stochastics
11
Finanzmarkt und Portfolio-Management
11
Research paper series / Swiss Finance Institute
11
Working paper / National Bureau of Economic Research, Inc.
11
The journal of financial market infrastructures
10
Applied economics letters
9
Asia-Pacific financial markets
9
Computational economics
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Economic modelling
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ECONIS (ZBW)
39
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1
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
2
Static models of central counterparty risk
Ghamami, Samim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011333478
Saved in:
3
Optimal derivative liquidation timing under path-dependent risk penalties
Leung, Tim
;
Shirai, Yoshihiro
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010528389
Saved in:
4
Pricing interest rate derivatives with model risk
Hosokawa, Satoshi
;
Matsumoto, Koichi
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010528390
Saved in:
5
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
6
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
7
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Saved in:
8
Financial innovation and bank behavior : evidence from credit markets
Norden, Lars
;
Silva Buston, Consuelo
;
Wagner, Wolf
- In:
Journal of economic dynamics & control
43
(
2014
),
pp. 130-145
Persistent link: https://www.econbiz.de/10010470135
Saved in:
9
Valuation of stock loans with jump risk
Cai, Ning
;
Sun, Lihua
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
Saved in:
10
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
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