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~isPartOf:"International journal of theoretical and applied finance"
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Theorie
51
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51
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46
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33
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33
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27
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2
Chen, Yanhong
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Hu, Yijun
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Rosazza Gianin, Emanuela
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
335
Journal of banking & finance
204
The journal of futures markets
153
European journal of operational research : EJOR
126
Journal of risk
123
Finance research letters
121
Risks : open access journal
121
International review of financial analysis
92
SpringerLink / Bücher
91
Economic modelling
77
Energy economics
74
Discussion paper / Tinbergen Institute
72
The North American journal of economics and finance : a journal of financial economics studies
72
Quantitative finance
70
The journal of risk model validation
68
Finance and stochastics
65
Lecture notes in economics and mathematical systems : LNEMS
62
International journal of forecasting
60
Journal of empirical finance
60
Applied economics
59
Journal of risk and financial management : JRFM
58
Journal of economic dynamics & control
53
Wiley finance series
51
The European journal of finance
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
49
Working paper
49
Computational economics
48
Journal of econometrics
48
Journal of risk management in financial institutions
48
Journal of international financial markets, institutions & money
47
The journal of operational risk
47
International review of economics & finance : IREF
46
Mathematical finance : an international journal of mathematics, statistics and financial theory
46
The journal of computational finance
46
Research paper series / Swiss Finance Institute
45
Working paper / National Bureau of Economic Research, Inc.
45
Journal of forecasting
44
SFB 649 discussion paper
42
NBER working paper series
41
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ECONIS (ZBW)
93
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1
On the penalty function and on continuity properties of risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10008908375
Saved in:
2
Risk sensitivities of Bermuda swaptions
Piterbarg, Vladimir V.
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 465-509
Persistent link: https://www.econbiz.de/10002108806
Saved in:
3
A common market measure for libor and pricing caps, floors and swaps in a field theory of forward interest rates
Baaquie, Belal E.
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 999-1018
Persistent link: https://www.econbiz.de/10003280030
Saved in:
4
Bond market model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 577-596
Persistent link: https://www.econbiz.de/10003347391
Saved in:
5
PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
Saved in:
6
Modern LIBOR market models : using different curves for projecting rates and for discounting
Mercurio, Fabio
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10008860420
Saved in:
7
Pricing CMS spread options in a Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10008860424
Saved in:
8
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
9
Counterparty risk and funding : the four wings of the TVA
Crépey, Stéphane
;
Gerboud, Rémi
;
Grbac, Zorana
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009748728
Saved in:
10
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
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