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~subject:"Kreditrisiko"
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Kreditrisiko
Optionspreistheorie
15,661
Option pricing theory
15,200
Monte Carlo simulation
7,314
Theorie
7,184
Theory
7,017
Monte-Carlo-Simulation
6,715
Optionsgeschäft
6,641
Option trading
6,435
Volatilität
5,212
Volatility
5,141
Stochastischer Prozess
4,425
Stochastic process
4,368
Derivat
3,418
Derivative
3,412
Schätztheorie
1,954
Estimation theory
1,935
Schätzung
1,885
Estimation
1,860
Portfolio-Management
1,807
Portfolio selection
1,790
Hedging
1,630
CAPM
1,468
Black-Scholes-Modell
1,465
Markov-Kette
1,454
Markov chain
1,451
Black-Scholes model
1,404
Börsenkurs
1,313
Share price
1,298
USA
1,292
Simulation
1,290
United States
1,263
Risk
1,248
Risiko
1,245
Zinsstruktur
1,202
Yield curve
1,192
Prognoseverfahren
1,097
Forecasting model
1,089
Bayesian inference
974
Bayes-Statistik
972
Zeitreihenanalyse
956
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Free
261
Undetermined
252
CC license
15
Type of publication
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Article
557
Book / Working Paper
330
Type of publication (narrower categories)
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Article in journal
515
Aufsatz in Zeitschrift
515
Graue Literatur
109
Non-commercial literature
109
Working Paper
98
Arbeitspapier
92
Hochschulschrift
47
Thesis
39
Aufsatz im Buch
33
Book section
33
Collection of articles of several authors
6
Collection of articles written by one author
6
Sammelwerk
6
Sammlung
6
Aufsatzsammlung
5
Conference paper
4
Konferenzbeitrag
4
Bibliografie enthalten
2
Bibliography included
2
Case study
2
Fallstudie
2
Lehrbuch
2
Systematic review
2
Textbook
2
Übersichtsarbeit
2
Bibliografie
1
Dissertation u.a. Prüfungsschriften
1
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Language
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English
852
German
33
French
1
Polish
1
Spanish
1
Author
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Wang, Xingchun
22
Karmann, Alexander
10
Brigo, Damiano
9
Ghamami, Samim
8
Jarrow, Robert A.
8
Maltritz, Dominik
8
Xiao, Tim
8
Gersbach, Hans
7
Kandhai, Drona
7
Schoutens, Wim
7
Schönbucher, Philipp J.
7
Ammann, Manuel
6
Culp, Christopher L.
6
Erlenmaier, Ulrich
6
Giesecke, Kay
6
Jeanblanc, Monique
6
Nozawa, Yoshio
6
Orosi, Greg
6
Rutkowski, Marek
6
Veronesi, Pietro
6
Yang, Zhaojun
6
Carr, Peter
5
Gray, Dale
5
Hainaut, Donatien
5
Jönsson, Henrik
5
Bielecki, Tomasz R.
4
Capponi, Agostino
4
Collin-Dufresne, Pierre
4
Das, Sanjiv R.
4
Eichler, Stefan
4
End, Jan-Willem van den
4
Feng, Qian
4
Grundke, Peter
4
Härdle, Wolfgang
4
Klein, Peter
4
Lai, Van Son
4
Lando, David
4
Madan, Dilip B.
4
Oosterlee, Cornelis W.
4
Oosterlee, Cornelis Willebrordus
4
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National Bureau of Economic Research
2
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
1
Eberhard Karls Universität Tübingen
1
Institut für Schweizerisches Bankwesen <Zürich>
1
International Center for Financial Asset Management and Engineering
1
Lunds Universitet / Nationalekonomiska Institutionen
1
Otto-Friedrich-Universität Bamberg
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universität Augsburg / Institut für Volkswirtschaftslehre
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Konstanz
1
Verlag Dr. Kovač
1
World Bank
1
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Published in...
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International journal of theoretical and applied finance
37
Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
17
Review of derivatives research
16
The North American journal of economics and finance : a journal of financial economics studies
14
European journal of operational research : EJOR
13
Finance research letters
13
International journal of financial engineering
13
International review of financial analysis
13
The journal of computational finance
12
The journal of futures markets
12
Applied mathematical finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Applied economics letters
9
Insurance / Mathematics & economics
8
Journal of mathematical finance
8
Quantitative finance
8
Risks : open access journal
8
Asia-Pacific financial markets
7
Journal of risk
7
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
International review of economics & finance : IREF
6
Journal of economic dynamics & control
6
Computational economics
5
Economic modelling
5
Finance and stochastics
5
Journal of empirical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Research paper series / Swiss Finance Institute
5
Review of quantitative finance and accounting
5
The journal of fixed income
5
IMF working papers
4
Journal of financial economics
4
Journal of financial engineering
4
Research in finance
4
SpringerLink / Bücher
4
The journal of risk model validation
4
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Source
All
ECONIS (ZBW)
877
EconStor
6
USB Cologne (business full texts)
2
BASE
1
USB Cologne (EcoSocSci)
1
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1
New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo
;
Zhong, Shouming
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
Saved in:
2
Algorithmic counterparty credit exposure for multi-asset Bermudan options
Shen, Yanbin
;
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403163
Saved in:
3
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
4
Pricing of vulnerable options with early counterparty credit risk
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 645-656
Persistent link: https://www.econbiz.de/10012120148
Saved in:
5
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
6
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
Saved in:
7
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
8
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
9
Pricing derivative credit risk
Ammann, Manuel
-
1998
Persistent link: https://www.econbiz.de/10000674017
Saved in:
10
Pricing derivative credit risk
Ammann, Manuel
-
1998
Persistent link: https://www.econbiz.de/10000994013
Saved in:
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