Narrow search
Showing 1 - 10 of 2,258
Cover Image
Worst-Case-Analysen des Ausfallrisikos von Finanzderivaten unter Berücksichtigung von Markteinflüssen
Barth, Jörn - 2000
Persistent link: https://www.econbiz.de/10013432848
Cover Image
Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772
Cover Image
Credit risk pricing models : theory and practice
Schmid, Bernd - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001786486
Cover Image
Futures, options, and swaps
Kolb, Robert W.; Overdahl, James A. - 2007 - 5th ed.
Persistent link: https://www.econbiz.de/10003301773
Cover Image
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
Cover Image
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
Cover Image
Financial derivatives : hedging with futures, forwards, options and swaps
Winstone, David - 1995 - 1. ed.
Persistent link: https://www.econbiz.de/10013487872
Cover Image
Futures, options, and swaps
Kolb, Robert W. - 1994
Persistent link: https://www.econbiz.de/10013552134
Cover Image
A Mellin transform approach to the pricing of options with default risk
Choi, Sun-Yong; Sotheara Veng; Kim, Jeong-Hoon; Yoon, Ji-Hun - In: Computational economics 59 (2022) 3, pp. 1113-1134
Persistent link: https://www.econbiz.de/10013169229
Cover Image
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Diebold, Francis X.; Yılmaz, Kamil - 2011
We propose several connectedness measures built from pieces of variance decompositions, and we argue that they provide natural and insightful measures of connectedness among financial asset returns and volatilities. We also show that variance decompositions define weighted, directed networks, so...
Persistent link: https://www.econbiz.de/10010500191