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The term structure of currency hedge ratios
Korn, Olaf; Koziol, Philipp - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.; Crépey, S.; Jeanblanc, Monique; … - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
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Special issue on financial derivatives and risk management
Grasselli, Matheus (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009562521
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Pricing options from the point of view of a trader
Stoikov, Sasha F. - In: International journal of theoretical and applied finance 9 (2006) 8, pp. 1245-1266
Persistent link: https://www.econbiz.de/10003397174
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Long-term risk management for utility companies : the next challenges
Ai͏̈d, René - In: International journal of theoretical and applied finance 13 (2010) 4, pp. 517-535
Persistent link: https://www.econbiz.de/10008905032
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The VAR at risk
Galichon, Alfred - In: International journal of theoretical and applied finance 13 (2010) 4, pp. 503-506
Persistent link: https://www.econbiz.de/10008905066
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Managing corporate liquidity : strategies and pricing implications
Asvanunt, Attakrit; Broadie, Mark; Sundaresan, Suresh M. - In: International journal of theoretical and applied finance 14 (2011) 3, pp. 369-406
Persistent link: https://www.econbiz.de/10009154911
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High uncertainty financing
Georgiopoulos, Nick - In: International journal of theoretical and applied finance 20 (2017) 7, pp. 1-24
Persistent link: https://www.econbiz.de/10011763937
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A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan; Peacock, Matthew; Lee, Jacky; … - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10010364761