Narrow search
Showing 1 - 10 of 2,229
Cover Image
Estimating "hedge and auction" liquidation costs in central counterparties : a closeout risk approach
Vicente, Luis A. B. G.; Cerezetti, Fernando; Genaro, Alan de - In: The journal of financial market infrastructures 6 (2017) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011779047
Cover Image
FX counterparty risk and trading activity in currency forward and futures markets
Levich, Richard M. - In: Review of financial economics : RFE 21 (2012) 3, pp. 102-110
Persistent link: https://www.econbiz.de/10009703038
Cover Image
Analysis of the Iberian electricity forward market hedging efficiency
Capitán Herráiz, Álvaro; Rodríguez Monroy, Carlos - In: International journal of financial engineering and risk … 1 (2013) 1, pp. 20-34
Persistent link: https://www.econbiz.de/10010197995
Cover Image
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic - In: The journal of derivatives : the official publication … 24 (2016) 2, pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Cover Image
Mitigating counterparty risk
Gündüz, Yalın - 2018
of Depository Trust and Clearing Corporation's (DTCC) proprietary bilateral credit default swap transactions and …
Persistent link: https://www.econbiz.de/10011900709
Cover Image
The market for sharing interest rate risk: quantities behind prices
Khetan, Umang; Neamțu, Ioana; Sen, Ishita - 2023
Persistent link: https://www.econbiz.de/10014373715
Cover Image
Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Wang, Qian - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003320531
Cover Image
CDS Returns
Augustin, Patrick; Saleh, Fahad; Xu, Haohua - In: Journal of economic dynamics & control 118 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Cover Image
Credit risk hedging, deposit insurance fund protection, and default risk in retail banking during a financial crisis
Chen, Shi; Lin, Ku Jun - In: Research in world economy 6 (2015) 1, pp. 118-132
Persistent link: https://www.econbiz.de/10011415567
Cover Image
Optional defaultable markets
Abdelghani, Mohamed N.; Melʹnikov, Aleksandr V. - In: Risks : open access journal 5 (2017) 4, pp. 1-21
The paper deals with defaultable markets, one of the main research areas of mathematical finance. It proposes a new approach to the theory of such markets using techniques from the calculus of optional stochastic processes on unusual probability spaces, which was not presented before. The paper...
Persistent link: https://www.econbiz.de/10011783347