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Market and counterparty credit risk : selected computational and managerial aspects
Schwake, Daniel - 2016
Persistent link: https://www.econbiz.de/10012384955
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Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693182
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Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo; Welzel, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 9, pp. 506-510
Persistent link: https://www.econbiz.de/10001784069
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Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Glau, Kathrin (ed.); Grbac, Zorana (ed.);  … - Conference Innovations in Derivatives Markets - Fixed … - 2016
valuation adjustment, and wrong way risk"; Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling …
Persistent link: https://www.econbiz.de/10011588323
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Hedging interest rate risk using a structural model of credit risk
Huang, Jing-Zhi; Shi, Zhan - 2016
corporate bond returns to the entire yield curve, thereby providing a solution to the puzzle. In addition, hedging effectiveness … improvement in hedging effectiveness …
Persistent link: https://www.econbiz.de/10011810957
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Evaluating the credit exposure of interest rate derivatives under the real-world measure
Yasuoka, Takashi - In: The journal of risk model validation 12 (2018) 4, pp. 69-95
Persistent link: https://www.econbiz.de/10011992271
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The market for sharing interest rate risk: quantities behind prices
Khetan, Umang; Neamțu, Ioana; Sen, Ishita - 2023
Persistent link: https://www.econbiz.de/10014373715
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Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation
Glau, Kathrin (contributor); Grbac, Zorana (contributor);  … - Conference Innovations in Derivatives Markets - Fixed … - 2016
Persistent link: https://www.econbiz.de/10014013649
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Interest risk and default risk : a conditional volatility study
Escribano Sotos, Francisco - In: International advances in economic research : IAER ; an … 9 (2003) 1, pp. 56-62
Persistent link: https://www.econbiz.de/10001772379
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A view inside corporate risk management
Bodnar, Gordon M.; Giambona, Erasmo; Graham, John R.; … - In: Management science : journal of the Institute for … 65 (2019) 11, pp. 5001-5026
Persistent link: https://www.econbiz.de/10012125860