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Catastrophe risk derivatives : a new approach

Abdessalem, Mehdi Bekralas; Ohnishi, Masamitsu - In: Journal of mathematical finance 4 (2014) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10010422906

Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks

Brigo, Damiano; Pallavicini, Andrea - In: Journal of financial engineering 1 (2014) 1, pp. 1-60

Persistent link: https://www.econbiz.de/10010508128

The collateral risk of ETFs

Hurlin, Christophe; Iseli, Grégoire; Pérignon, Christophe - 2014

Persistent link: https://www.econbiz.de/10010438209

Accounting-based risk measurement : an alternative to capital asset pricing model derived discount factors

Toms, Steven - In: Australian accounting review 22 (2012) 4, pp. 398-406

Persistent link: https://www.econbiz.de/10009703273

Financial derivatives and risk models : introduction

Yiu, Cedric - In: Risk and decision analysis 4 (2013) 1, pp. 1

Persistent link: https://www.econbiz.de/10009782616

Localising temperature risk

Härdle, Wolfgang; López Cabrera, Brenda; Okhrin, Ostap; … - 2010

On the temperature derivative market, modeling temperature volatility is an important issue for pricing and hedging. In … order to apply pricing tools of financial mathematics, one needs to isolate a Gaussian risk factor. A conventional model for … Gaussian variable appears. Earlier work investigated this temperature risk in dfferent locations and showed that neither …

Persistent link: https://www.econbiz.de/10008772624

Nachfrageunsicherheit und Risikopolitik im Duopol

Broll, Udo; Pelster, Matthias; Wahl, Jack E. - 2012

The paper studies an duopoly with risk averse firms exposed to demand uncertainty. A risk sharing market is introduced …

Persistent link: https://www.econbiz.de/10009567543

What's Vol got to do with it

Drechsler, Itamar; Yaron, Amir - In: The review of financial studies 24 (2011) 1, pp. 1-45

Persistent link: https://www.econbiz.de/10008909458

Optimal portfolio choices, house risk hedging and the pricing of forward house transactions

Fan, Gang-zhi; Pu, Ming; Ong, Seow-eng - In: The journal of real estate finance and economics 45 (2012) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10009581771

CVA with wrong way risk : sensitivities, volatility and hedging

El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31

Persistent link: https://www.econbiz.de/10011403747