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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe; Zubelli, Jorge P. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
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Effect of the time to maturity on the risk of the covered call strategy
Dziawgo, Ewa - In: Eurasian economic perspectives : proceedings of the …, (pp. 67-75). 2020
values of the ratios delta, gamma, vega, theta, and rho. These ratios are the risk measures and are very important in risk … management of the option transactions. They determine the influence of changes in the risk factor on the price of the option. The … aim of this study is to present an analysis of the effect of the time to expiration on the value and the risk of the …
Persistent link: https://www.econbiz.de/10012793374
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The new financial landscape : forces shaping the revolution in banking, risk management and capital markets
Blommestein, Hans J. - 1995
Persistent link: https://www.econbiz.de/10014272695
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Wandel im Finanzdienstleistungssektor
Britzelmaier, Bernd (ed.) - 2001
Persistent link: https://www.econbiz.de/10001508034
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Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
Costantino, M. (contributor); Larran, M. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003659662
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Special issue on measuring and managing risk in the new normal : (based on the International Risk Management Conference, Krakow, 2020)
International Risk Management Conference <2020, Online> - 2022
Persistent link: https://www.econbiz.de/10013174955
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Monitoring bank performance in the presence of risk
Epure, Mircea; Lafuente, Esteban - In: Journal of productivity analysis 44 (2015) 3, pp. 265-281
Persistent link: https://www.econbiz.de/10011578882
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Rating und Kapitalanlage in schwierigen Zeiten
Kürble, Gunter (ed.) - 2006
Persistent link: https://www.econbiz.de/10003306092