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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
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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
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Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian - In: Journal of financial engineering 2 (2015) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
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A note on discounting and funding value adjustments for derivatives
Han, Meng; He, Yeqi; Zhang, Hu - In: Journal of financial engineering 1 (2014) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10010508101
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Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano; Pallavicini, Andrea - In: Journal of financial engineering 1 (2014) 1, pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
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Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante; Ngare, Philip; Ikpe, Dennis - In: International journal of financial engineering 7 (2020) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
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Trading VIX futures under mean reversion with regime switching
Li, Jiao - In: International journal of financial engineering 3 (2016) 3, pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
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Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.; Vavilov, Sergey A. - In: International journal of financial engineering 10 (2023) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
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Hedging rainfall risk : an illustrative analysis of rainfall index-based futures contracts
Dileep N.; Kotreshwar G. - In: International journal of financial engineering 11 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014521332