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~subject:"Derivative"
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Derivative
Derivat
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Fabozzi, Frank J.
66
Lien, Da-hsiang Donald
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Hull, John
47
Benth, Fred Espen
41
Broll, Udo
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Jarrow, Robert A.
40
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Kit, Pong Wong
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Härdle, Wolfgang
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Carr, Peter
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McAleer, Michael
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Kavussanos, Manolis G.
21
Rudolph, Bernd
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Brooks, Robert
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Leung, Tim
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Prokopczuk, Marcel
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Whaley, Robert E.
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Duffie, Darrell
19
Choudhry, Moorad
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García, Philip
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Perrakis, Stylianos
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Puttonen, Vesa
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Ryu, Doojin
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Schoutens, Wim
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Till, Hilary
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Chiarella, Carl
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Figlewski, Stephen
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Bangladesch / Parisaṅkhyāna Byuro
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Basel Committee on Banking Supervision
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International Organization of Securities Commissions
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Devlet İstatistik Enstitüsü
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Indien / Registrar General
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Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
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Bank für Internationalen Zahlungsausgleich
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
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International Accounting Standards Board
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OECD
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Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
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Chambre de commerce et d'industrie de Paris
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Deutsche Forschungsgemeinschaft
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Universität Augsburg / Institut für Volkswirtschaftslehre
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Universität Zürich / Institut für Schweizerisches Bankwesen
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Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
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International Options Market Association
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
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School of Accounting, Economics and Finance <Geelong>
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School of Finance and Business Economics <Perth, Western Australia>
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The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
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Österreichische Termin- und Optionenbörse <Wien>
4
Australien / Bureau of Mineral Resources, Geology and Geophysics
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
79
Journal of financial economics
73
International review of financial analysis
70
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
The European journal of finance
62
Finance research letters
61
International review of economics & finance : IREF
61
Quantitative finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
56
SpringerLink / Bücher
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
42
Applied economics letters
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Wiley finance series
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ECONIS (ZBW)
13,838
RePEc
13
BASE
2
Showing
1
-
10
of
13,853
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date (newest first)
date (oldest first)
1
Financial Markets Uncertainty and the Rawlsian Argument for Central Counterparty Clearing of OTC Derivatives
McNamara, Steven R.
-
2014
Persistent link: https://www.econbiz.de/10013064621
Saved in:
2
An Integrated OTC Derivatives Risk Capital Framework
Lou, Wujiang
-
2019
Bilateral derivatives valuation is subject to counterparty credit risk (CCR) in that a counterparty could jump to default or its credit spread could vary over time. In the nomenclature of risk management, the former is called CCR exposure and the later leads to credit valuation adjustment (CVA)....
Persistent link: https://www.econbiz.de/10012898160
Saved in:
3
How and Why Congress Helped OTC Dealer Banks Create Derivatives’ Systemic Risk
Dew, James Kurt
-
2016
bankruptcy code, are unnecessary. If the dealer community were to modify the structure of OTC
derivative
instruments, derivatives …
Persistent link: https://www.econbiz.de/10013004067
Saved in:
4
Does OTC Derivatives Reform Incentivize Central Clearing?
Ghamami, Samim
-
2016
The reform program for the over-the-counter (OTC) derivatives market launched by the G-20 nations in 2009 seeks to reduce systemic risk from OTC derivatives. The reforms require that standardized OTC derivatives be cleared through central counterparties (CCPs), and they set higher capital and...
Persistent link: https://www.econbiz.de/10012984534
Saved in:
5
Does OTC Derivatives Reform Incentivize Central Clearing?
Ghamami, Samim
-
2016
The reform program for the over-the-counter (OTC) derivatives market launched by the G-20 nations in 2009 seeks to reduce systemic risk from OTC derivatives. The reforms require that standardized OTC derivatives be cleared through central counterparties (CCPs), and they set higher capital and...
Persistent link: https://www.econbiz.de/10012985611
Saved in:
6
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
-
2018
traded over the counter. We find substantial and persistent heterogeneity in
derivative
prices consistent with a pass …
Persistent link: https://www.econbiz.de/10011906506
Saved in:
7
A New Model for Pricing Collateralized OTC Derivatives
Xiao, Tim
-
2018
This paper presents a new model for pricing OTC derivatives subject to collateralization. It allows for collateral posting adhering to bankruptcy laws. As such, the model can back out the market price of a collateralized contract. This framework is very useful for valuing outstanding...
Persistent link: https://www.econbiz.de/10012936706
Saved in:
8
Central Clearing of OTC Derivatives : Bilateral vs Multilateral Netting
Cont, Rama
-
2013
We study the impact of central clearing of over-the-counter (OTC) transactions on counterparty exposures in a market with OTC transactions across several asset classes with heterogeneous characteristics. The impact of introducing a central counterparty (CCP) on expected interdealer exposure is...
Persistent link: https://www.econbiz.de/10013085146
Saved in:
9
Credit Default Swaps and the Credit Crisis
Stulz, René M.
-
2010
Many observers have argued that credit default swaps contributed significantly to the credit crisis. Of particular concern to these observers are that credit default swaps trade in the largely unregulated over-the-counter market as bilateral contracts involving counter-party risk and that they...
Persistent link: https://www.econbiz.de/10013150917
Saved in:
10
Federal Reserve Bank of New York Staff Reports Policy Perspectives on OTC Derivatives Market Infrastructure Staff Report No. 424
Duffie, Darrell
-
2010
In the wake of the recent financial crisis, over-the-counter (OTC) derivatives have been blamed for increasing systemic risk. Although OTC derivatives were not a central cause of the crisis, the complexity and limited transparency of the market reinforced the potential for excessive risk-taking,...
Persistent link: https://www.econbiz.de/10013149182
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