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~subject:"Kreditrisiko"
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Kreditrisiko
Option pricing theory
77
Optionspreistheorie
77
Theorie
68
Theory
68
Stochastic process
55
Stochastischer Prozess
55
Portfolio selection
40
Portfolio-Management
40
Volatility
33
Volatilität
33
Yield curve
22
Zinsstruktur
22
Asymptotic expansion
21
Credit risk
16
Malliavin calculus
16
Agent-based modeling
15
Agentenbasierte Modellierung
15
Monte Carlo simulation
14
CAPM
13
Derivat
13
Derivative
13
Incomplete market
13
Unvollkommener Markt
13
Monte-Carlo-Simulation
12
Option trading
12
Optionsgeschäft
12
Risk management
12
Estimation theory
11
Game theory
11
Hedging
11
Probability theory
11
Risikomanagement
11
Schätztheorie
11
Spieltheorie
11
Wahrscheinlichkeitsrechnung
11
Allgemeines Gleichgewicht
10
Analysis
10
Currency option
10
General equilibrium
10
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8
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7
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7
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7
Arbeitspapier
3
Graue Literatur
3
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3
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English
16
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Takahashi, Akihiko
10
Yamazaki, Akira
6
Fujii, Masaaki
4
Okawara, Makoto
3
Fuji, Masaaki
1
Kobayashi, Takao
1
Nakagawa, Naruhisa
1
Ohsaki, Shuichi
1
Shimada, Yasufumi
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Shiraya, Kenichiro
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International journal of financial engineering
3
Applied mathematical finance
1
CARF working paper
1
CIRJE discussion papers / F series
1
IMES discussion paper series
1
International journal of theoretical and applied finance
1
Quantitative finance
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The journal of fixed income
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ECONIS (ZBW)
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1
Foreign exchange netting and systemic risk
Yamazaki, Akira
-
1996
Persistent link: https://www.econbiz.de/10000950755
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2
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
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3
Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
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4
Static hedging of defaultable contingent claims : a simple hedging scheme across equity and credit markets
Ohsaki, Shuichi
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 239-264
Persistent link: https://www.econbiz.de/10008992168
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5
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
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6
Pricing convertible bonds with default risk
Takahashi, Akihiko
;
Kobayashi, Takao
;
Nakagawa, Naruhisa
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 20-29
Persistent link: https://www.econbiz.de/10001706057
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7
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
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8
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
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9
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014289142
Saved in:
10
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014266283
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