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Derivative
Theorie
91
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89
Kreditrisiko
58
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56
Kreditderivat
52
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51
Liquidity
42
China
39
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34
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Impact assessment
17
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16
Interest rate derivative
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15
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English
31
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Subrahmanyam, Marti G.
23
Brenner, Menachem
9
Tang, Dragon Yongjun
6
Stapleton, Richard C.
5
Augustin, Patrick
4
Uno, Jun
4
Yan, Hong
4
Acharya, Viral V.
2
Courtadon, Georges Robert
2
Engle, Robert F.
2
Figlewski, Stephen
2
Gao, Bin
2
Grass, Gunnar
2
Gupta, Anurag
2
Huang, Jing-Zhi
2
Lynch, Anthony W.
2
Orłowski, Piotr
2
Pelizzon, Loriana
2
Shan, Chenyu
2
Tomio, Davide
2
Wang, Sarah Qian
2
Cao, Jie
1
Chen, Yangyang
1
Deuskar, Prachi
1
Jin, Yong
1
Pearson, Neil D.
1
Peterson, Sandra
1
Richmond, Anastasia
1
Tian, Feng
1
Wang, Qian
1
Xin, Chang
1
Zhang, Kuo
1
Zhang, Wenrui
1
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Journal of financial economics
3
Journal of financial markets
3
Journal of banking & finance
2
SAFE working paper
2
Accounting horizons : a quarterly publication of the American Accounting Association
1
Annual review of financial economics
1
Equity markets
1
Financial analysts' journal : FAJ
1
Financial markets, institutions & instruments
1
HKIMR working paper
1
International finance and accounting handbook
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic dynamics & control
1
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1
LawFin working paper
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers
1
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1
Reihe: Finanzierung, Kapitalmarkt und Banken
1
Restoring financial stability : how to repair a failed system
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
1
Working paper / European Institute for Advanced Studies in Management
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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1
Credit default swaps and corporate innovation
Xin, Chang
;
Chen, Yangyang
;
Wang, Sarah Qian
;
Zhang, Kuo
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 474-500
Persistent link: https://www.econbiz.de/10012166854
Saved in:
2
The analysis and valuation of interest rate options
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1992
Persistent link: https://www.econbiz.de/10000838715
Saved in:
3
The valuation of options on portfolios
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1987
Persistent link: https://www.econbiz.de/10000739174
Saved in:
4
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
5
Centralized clearing for credit derivatives : executive summary
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Financial markets, institutions & instruments
18
(
2009
)
2
,
pp. 168-170
Persistent link: https://www.econbiz.de/10009519957
Saved in:
6
Centralized clearing for credit derivatives
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 251-268)
.
2009
Persistent link: https://www.econbiz.de/10003827517
Saved in:
7
Credit risk and credit derivatives : special issue
Brenner, Menachem
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001497906
Saved in:
8
A multifactor spot rate model for the pricing of interest rate derivatives
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 847-880
Persistent link: https://www.econbiz.de/10001859311
Saved in:
9
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
10
The analysis and valuation of interest rate options
Stapleton, Richard C.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
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