//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Market Risk Analysis : Pricing...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Yield curve
2
Zinsstruktur
2
ARCH model
1
ARCH-Modell
1
Black-Scholes model
1
Black-Scholes-Modell
1
Credit risk
1
Estimation theory
1
Exchange rate risk
1
Index-linked bond
1
Indexanleihe
1
Interest rate derivative
1
Investment Fund
1
Investmentfonds
1
Kreditrisiko
1
Market risk
1
Markov chain
1
Markov-Kette
1
Marktrisiko
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
USA
1
United States
1
Währungsrisiko
1
Zinsderivat
1
more ...
less ...
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
Undetermined
7
English
6
Author
All
Alexander, Carol
13
Kaeck, Andreas
5
Nogueira, Leonardo M.
2
Sheedy, Elizabeth
2
Barbosa, A.
1
Sheedy, Elizabeth A.
1
Published in...
All
Journal of banking & finance
ICMA Centre Discussion Papers in Finance
45
Discussion paper / ICMA Centre, Henley Business School, University of Reading
17
The journal of futures markets
6
Journal of Banking & Finance
5
Discussion Papers in Economics
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of Futures Markets
4
Market risk analysis / Carol Alexander
4
Oxford bulletin of economics and statistics
4
Applied mathematical finance
3
McGraw-Hill finance & investing
3
PRMIA risk management series
3
Quantitative Finance
3
Quantitative finance
3
Wiley series in financial engineering
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Energy economics
2
European financial management : the journal of the European Financial Management Association
2
ICMA Centre Discussion Paper in Finance
2
ICMA Centre Discussion Papers in Finance DP
2
International Review of Financial Analysis
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Journal of applied econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The Wiley Finance Ser
2
The journal of portfolio management : a publication of Institutional Investor
2
Valuation, financial modeling, and quantitative tools
2
Applied Mathematical Finance
1
Applied financial economics
1
British journal of management
1
Computational Statistics & Data Analysis
1
Discussion papers in economics
1
Econometric reviews
1
Economic Notes
1
Economics letters
1
Energy Economics
1
Financial markets, institutions & instruments
1
more ...
less ...
Source
All
OLC EcoSci
7
ECONIS (ZBW)
6
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Normal mixture diffusion with uncertain volatility : modelling short- and long-term smile effects
Alexander, Carol
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2957-2980
Persistent link: https://www.econbiz.de/10002410726
Saved in:
2
Hedging index exchange traded funds
Alexander, Carol
;
Barbosa, A.
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 326-337
Persistent link: https://www.econbiz.de/10003647317
Saved in:
3
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
Saved in:
4
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
Saved in:
5
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
6
Regime dependent determinants of credit dafault swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003733793
Saved in:
7
Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects
Alexander, Carol
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2957-2980
Persistent link: https://www.econbiz.de/10005882382
Saved in:
8
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1862
Persistent link: https://www.econbiz.de/10007727807
Saved in:
9
Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3122
Persistent link: https://www.econbiz.de/10010015366
Saved in:
10
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10008099621
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->