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A new approach for an integrated credit and market risk measurement of interest rate swap portfolios

Hatgioannides, John; Petropoulos, George - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 107-112

Persistent link: https://www.econbiz.de/10003905883

Portfolio-aspects in real options management

Brosch, Rainer - 2001

option models in practice will mostly be concerned with a portfolio of real options, so the analysis of portfolio aspects is … financial options remains great if compound option models are applied. As a result, a portfolio of real options, and therefore … the firm as such, generally is to be understood as one single compound, real option. …

Persistent link: https://www.econbiz.de/10005840286

Credit risk modelling and credit derivatives

Schönbucher, Philipp J. - 2000

Persistent link: https://www.econbiz.de/10009602143

Pricing credit linked financial instruments : theory and empirical evidence

Schmid, Bernd - 2002

Persistent link: https://www.econbiz.de/10004706581

Credit risk pricing models : theory and practice ; with 65 tables

Schmid, Bernd - 2004 - 2. ed.

Persistent link: https://www.econbiz.de/10004466350

Credit risk pricing models : theory and practice

Schmid, Bernd - 2004 - 2. ed.

Persistent link: https://www.econbiz.de/10001786486

Pricing credit linked financial instruments : theory and empirical evidence

Schmid, Bernd - 2002

Persistent link: https://www.econbiz.de/10001632772

Bank lending and interest-rate derivatives

Zhao, Fang; Moser, James T. - In: International journal of financial research 8 (2017) 4, pp. 23-37

Persistent link: https://www.econbiz.de/10011781357

Valuation, hedging, and bounds of swaps under multi-factor BNS-type stochastic volatility models

Issaka, Aziz - In: Annals of financial economics 15 (2020) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10012642967

Intervention strategies in foreign exchange market

Martin, Vesna - In: Ekonomske teme 58 (2020) 3, pp. 381-399

The goal of the paper is to present the intervention strategies used by central banks in order to influence the value of the domestic currency, transparency versus discretion when it comes to publishing data about FX intervention and the cost and effectiveness of intervention. It is rarely that...

Persistent link: https://www.econbiz.de/10012522647