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Option pricing theory
Risikomanagement
35,143
Risk management
34,079
Derivat
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Derivative
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Theorie
10,650
Theory
10,570
Risk
6,657
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3,318
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Germany
3,058
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Optionspreistheorie
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Volatilität
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2,153
Finanzdienstleistung
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Financial services
2,099
Schätzung
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Hull, John
27
Schoutens, Wim
20
Madan, Dilip B.
19
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17
Wang, Xingchun
17
Benth, Fred Espen
16
Chiarella, Carl
16
Schlögl, Erik
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Carr, Peter
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Härdle, Wolfgang
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Joshi, Mark S.
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Prokopczuk, Marcel
13
Cui, Zhenyu
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Hess, Markus
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Lee, Cheng F.
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Deutsch, Hans-Peter
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Jarrow, Robert A.
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10
Gouriéroux, Christian
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Howison, Sam
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Lo, Andrew W.
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Nikitopoulos, Christina Sklibosios
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Korn, Olaf
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Kyriakou, Ioannis
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Siu, Tak Kuen
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Steiner, Manfred
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Universität Ulm
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Deutsche Forschungsgemeinschaft
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Eberhard Karls Universität Tübingen
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Erasmus Research Institute of Management
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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International Conference on Numerical Methods for Finance <2006, Dublin>
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Melbourne / Department of Finance
1
Verlag Dr. Kovač
1
Verlag Franz Vahlen
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International journal of theoretical and applied finance
111
Applied mathematical finance
65
Quantitative finance
46
Review of derivatives research
46
European journal of operational research : EJOR
36
Journal of banking & finance
36
The journal of computational finance
35
The journal of futures markets
35
Journal of mathematical finance
31
International journal of financial engineering
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Energy economics
24
Insurance / Mathematics & economics
24
Journal of economic dynamics & control
24
Finance research letters
23
Risks : open access journal
23
Finance and stochastics
22
The European journal of finance
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
20
International review of financial analysis
19
SpringerLink / Bücher
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Applied economics letters
15
Computational economics
15
Journal of econometrics
15
International review of economics & finance : IREF
13
Journal of risk and financial management : JRFM
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Wiley finance series
13
Annals of finance
12
Research paper series / Swiss Finance Institute
12
SFB 649 discussion paper
11
Applied economics
10
Mathematical finance
10
Asia-Pacific financial markets
9
Economic modelling
9
Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Mathematics and financial economics
9
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ECONIS (ZBW)
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1
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
2
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
3
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
4
Valuation of credit default swaptions and credit default index swaptions
Rutkowski, Marek
;
Armstrong, Anthony
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1027-1053
Persistent link: https://www.econbiz.de/10003928782
Saved in:
5
Fast valuation and calibration of credit default swaps under Lévy dynamics
Fang, Fang
;
Jönsson, Henrik
;
Oosterlee, Cornelis W.
; …
- In:
The journal of computational finance
14
(
2010/11
)
2
,
pp. 57-86
Persistent link: https://www.econbiz.de/10008810136
Saved in:
6
Essays on credit risk and credit derivatives
Bajlum, Claus
-
2008
Persistent link: https://www.econbiz.de/10003761742
Saved in:
7
Estimating actual probability of default from structural models
Zou, Lin
;
Li, Weiping
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013188686
Saved in:
8
Credit
derivative
valuation and parameter estimation for multi-factor affine CIR-type hazard rate model
Maboulou, Alma P. Bimbabou
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 273-285
Persistent link: https://www.econbiz.de/10011438513
Saved in:
9
A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks
Chang, Chuang-chang
;
Yu, Jih-Chieh
- In:
Research in finance
23
(
2006
),
pp. 193-220
Persistent link: https://www.econbiz.de/10003753454
Saved in:
10
Pricing and hedging of structured credit derivatives
Hellmich, Martin
;
Steinkamp, Oliver
- In:
CreditRisk+ in the banking industry
,
(pp. 325-362)
.
2004
Persistent link: https://www.econbiz.de/10002108709
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