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~subject:"Credit risk"
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Credit risk
Option pricing theory
77
Optionspreistheorie
77
Theorie
68
Theory
68
Stochastic process
55
Stochastischer Prozess
55
Portfolio selection
40
Portfolio-Management
40
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33
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33
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22
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22
Asymptotic expansion
21
Kreditrisiko
16
Malliavin calculus
16
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15
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Monte Carlo simulation
14
CAPM
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Derivat
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Incomplete market
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Unvollkommener Markt
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Option trading
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Optionsgeschäft
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Risk management
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Estimation theory
11
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Hedging
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Probability theory
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Schätztheorie
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Spieltheorie
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Wahrscheinlichkeitsrechnung
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Takahashi, Akihiko
10
Yamazaki, Akira
6
Fujii, Masaaki
4
Okawara, Makoto
3
Fuji, Masaaki
1
Kobayashi, Takao
1
Nakagawa, Naruhisa
1
Ohsaki, Shuichi
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Shimada, Yasufumi
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Shiraya, Kenichiro
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International journal of financial engineering
3
Applied mathematical finance
1
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1
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1
International journal of theoretical and applied finance
1
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ECONIS (ZBW)
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1
Foreign exchange netting and systemic risk
Yamazaki, Akira
-
1996
Persistent link: https://www.econbiz.de/10000950755
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2
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
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3
Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
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4
Static hedging of defaultable contingent claims : a simple hedging scheme across equity and credit markets
Ohsaki, Shuichi
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 239-264
Persistent link: https://www.econbiz.de/10008992168
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5
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
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6
Pricing convertible bonds with default risk
Takahashi, Akihiko
;
Kobayashi, Takao
;
Nakagawa, Naruhisa
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 20-29
Persistent link: https://www.econbiz.de/10001706057
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7
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
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8
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
Saved in:
9
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014289142
Saved in:
10
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014266283
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