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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
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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
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772
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Credit risk pricing models : theory and practice
Schmid, Bernd - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001786486
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Credit risk pricing models : theory and practice ; with 65 tables
Schmid, Bernd - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10004466350
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10004706581
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Credit risk modelling and credit derivatives
Schönbucher, Philipp J. - 2000
Persistent link: https://www.econbiz.de/10009602143
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Futures, options, and swaps
Kolb, Robert W.; Overdahl, James A. - 2007 - 5th ed.
Persistent link: https://www.econbiz.de/10003301773
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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
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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