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~subject:"Derivative"
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Managing Price Risk in Volatil...
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Derivative
Agribusiness
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Lien, Da-hsiang Donald
39
Broll, Udo
27
Hull, John
27
Kit, Pong Wong
22
Fabozzi, Frank J.
17
Kolb, Robert W.
11
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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8
Bartram, Söhnke M.
7
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7
Gündüz, Yalın
7
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7
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7
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7
Rossi Júnior, José Luiz
7
Yamada, Yuji
7
Yang, Zhaojun
7
Adam-Müller, Axel F. A.
6
Batten, Jonathan A.
6
Brigo, Damiano
6
Brown, Gregory W.
6
Conlon, Thomas
6
Deng, Jun
6
Hess, Markus
6
Härdle, Wolfgang
6
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6
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6
Kogan, Leonid
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National Bureau of Economic Research
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Institute of Chartered Financial Analysts of India
2
International Accounting Standards Board
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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New York Institute of Finance
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OECD
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Bank für Internationalen Zahlungsausgleich
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Birmingham Business School
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Canadian International Futures Conference and Research Seminar <4, 1988, Toronto>
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Canadian Securities Institute <Toronto>
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Centro di Economia Monetaria e Finanziaria Paolo Baffi
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Colwell, David, Banking & Finance, Australian School of Business, UNSW
1
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Erasmus Research Institute of Management
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Group of Thirty
1
Institute of Finance and Accounting <London>
1
International Bar Association / Italian Regional Subcommittee
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Monetary Fund
1
Internationaler Währungsfonds
1
Judge Institute of Management Studies
1
Lee, Michael Shou-Cheng, Banking & Finance, Australian School of Business, UNSW
1
Pearson Studium
1
Rodney L. White Center for Financial Research
1
School of Finance and Business Economics <Perth, Western Australia>
1
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The journal of futures markets
101
International journal of theoretical and applied finance
49
Energy economics
44
Journal of banking & finance
33
International review of financial analysis
26
International review of economics & finance : IREF
23
Applied mathematical finance
20
Quantitative finance
20
Finance research letters
19
Journal of financial economics
18
Review of derivatives research
16
Journal of multinational financial management
15
The European journal of finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Applied economics
13
Journal of risk and financial management : JRFM
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The journal of fixed income
12
European journal of operational research : EJOR
11
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Working paper
11
European financial management : the journal of the European Financial Management Association
10
Insurance / Mathematics & economics
10
Journal of mathematical finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of finance : the journal of the American Finance Association
10
Applied financial economics
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
9
Computational economics
9
Economic modelling
9
International journal of financial engineering
9
Journal of financial markets
9
NBER working paper series
9
Review of quantitative finance and accounting
9
The journal of computational finance
9
Wiley finance series
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Finance and economics discussion series
8
Global finance journal
8
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ECONIS (ZBW)
2,546
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2
RePEc
1
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1
Regulatory reforms and price heterogeneity in an OTC derivative market
Miyakawa, Daisuke
;
Oda, Takemasa
;
Sone, Taihei
-
2023
Persistent link: https://www.econbiz.de/10014430501
Saved in:
2
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
3
Implications for
hedging
of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
4
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
5
The anatomy of the euro area interest rate
swap
market
Fontana, Silvia Dalla
;
Holz auf der Heide, Marco
; …
-
2019
-
This version: June 2019
comprehensive analysis of the structure of the euro area interest rate
swap
(IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10012040065
Saved in:
6
The anatomy of the euro area interest rate
swap
market
Fontana, Silvia Dalla
;
Holz auf der Heide, Marco
; …
-
2019
comprehensive analysis of the structure of the euro area interest rate
swap
(IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10011975602
Saved in:
7
Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum
;
Yameen, Mohammad
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
Saved in:
8
Managerial tone and investors'
hedging
activities : evidence from credit default swaps
Liang, Peng
;
Hu, Nan
;
Liu, Ling
;
Zhang, Ting
- In:
Accounting and finance
63
(
2023
)
4
,
pp. 3971-3998
Persistent link: https://www.econbiz.de/10014476935
Saved in:
9
Hedging
, market concentration and monetary policy : a joint analysis of gilt and derivatives exposures
Pinter, Gabor
;
Walker, Danny
-
2023
Persistent link: https://www.econbiz.de/10014373716
Saved in:
10
Understanding and managing interest rate risks
Chen, Ren-Raw
-
1996
Persistent link: https://www.econbiz.de/10000620475
Saved in:
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