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Risikosteuerung im derivativen Geschäft

Krumnow, Jürgen - Institut für Bankwirtschaft und Bankrecht an der … - 1995

Persistent link: https://www.econbiz.de/10005844832

Calibration Risk for Exotic Options

Detlefsen, Kai; Härdle, W. K. - Sonderforschungsbereich Ökonomisches Risiko <Berlin>

Option pricing models are calibrated to market data of plain vanillas by minimization of an error functional. From the economic viewpoint, there are several possibilities to measure the error between the market and the model. These different specifications of the error give rise to different...

Persistent link: https://www.econbiz.de/10005854720

Using a three stage Super-SBM model to analyze the influence of bank's internationalization and risk on the operational efficiency

Liu, Hsiang-Hsi; Huang, Chin Wei; Chiu, Yung-ho; Huang, … - In: Hitotsubashi journal of economics 56 (2015) 2, pp. 213-229

Persistent link: https://www.econbiz.de/10011447381

Balance between risk and profit in the context of strategic management : the example of Ukrainian banks

Goncharenko, Tatiana; Lopa, Liliana - In: SocioEconomic challenges : SEC 4 (2020) 1, pp. 111-121

Persistent link: https://www.econbiz.de/10012295255

Credit risk measurement : new approaches to value at risk and other paradigms

Saunders, Anthony - 1999

Persistent link: https://www.econbiz.de/10000682884

Risikomanagement-Beratung für Derivate : ein Modellansatz zur Quantifizierung des Bonitätsrisikos

Heuser-Greipl, Ulrike - 1999

Persistent link: https://www.econbiz.de/10000684091

Restrukturierung des Kreditgeschäfts : moderne Ansätze und Entwicklungstendenzen im Kreditgeschäft der Banken

Haumüller, Stefan - 1997

Persistent link: https://www.econbiz.de/10000635058

Computational methods in financial engineering : essays in honour of Manfred Gilli

Kontoghiorghes, Erricos John (ed.); Gilli, Manfred (honouree) - 2008

Persistent link: https://www.econbiz.de/10003635732

Das Liquiditätsrisiko in Banken : Ansätze zur Messung und ertragsorientierten Steuerung

Pohl, Michael - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003752807

Quantification of operational risk under Basel II : the good, bad and ugly

Moosa, Imad A. - 2008

Persistent link: https://www.econbiz.de/10003741953

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