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Ausfallbasiertes Hedging von Finanzderivaten
Schulmerich, Marco - 2002 - 1. Aufl
Persistent link: https://www.econbiz.de/10001658270
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Pricing and Liquidity of Complex and Structured Derivatives : Deviation of a Risk Benchmark Based on Credit and Option Market Data
Schmidt, Mathias - 2016
This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both...
Persistent link: https://www.econbiz.de/10012397112
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Die Behandlung von Gegenparteiausfallrisiken aus Derivaten
Klement, Jochen; Schöche, Linda - In: Handbuch Solvabilität : aufsichtliche …, (pp. 245-267). 2014
Persistent link: https://www.econbiz.de/10010355260
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Risikopositionswerte für Derivate
Reitz, Stefan - In: Handbuch Solvabilität : aufsichtliche …, (pp. 225-243). 2014
Persistent link: https://www.econbiz.de/10010355263
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Risikopositionswert einer derivativen Adressen-Risikoposition : Darstellung der bisherigen sowie der neuen Berechnungsmethoden
Waschbusch, Gerd; Reinstädtler, Gabriela Isabell; … - 2023 - 1. Auflage
Persistent link: https://www.econbiz.de/10014427197
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Die Krise im Bankensektor
Kück, Marlene (ed.) - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002011698
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The options market reaction to bank loan announcements
Anagnostopoulou, Seraina C.; Ferentinou, Aikaterini C.; … - In: Journal of financial services research : JFSR 53 (2018) 1, pp. 99-139
Persistent link: https://www.econbiz.de/10012023932
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An analysis of the covered warrants listed on the Athens Exchange
Siriopoulos, Costas; Fassas, Athanasios P. - In: Journal of risk & control 1 (2014) 1, pp. 13-30
Persistent link: https://www.econbiz.de/10010509213
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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
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Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks
Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405
Persistent link: https://www.econbiz.de/10011595294