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A new proposal for collection and generation of information on financial institutions' risk : the case of derivatives
Vivan, Gilneu Francisco Astolfi (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003443271
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On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
Krätschmer, Volker (contributor) - 2007
Persistent link: https://www.econbiz.de/10003422987
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Ergodic failure : the key vulnerability in derivatives modelling
Wise, Richard - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 336-339
Persistent link: https://www.econbiz.de/10003907734
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Credit derivatives : systemic risks and policy options
Kiff, John; Elliott, Jennifer; Kazarian, Elias; … - 2009
Persistent link: https://www.econbiz.de/10003920467
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Pursuit of complete markets : the missing perspectives
Gopinath, Shyamala - In: Macroeconomics and finance in emerging market economies 3 (2010) 2, pp. 285-297
Persistent link: https://www.econbiz.de/10008696050
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No more replicating portfolios : a simple convex combination to understand the risk-neutral valuation method for the multi-step binomial valuation of a call option
Mercken, Roger; Motmans, Lisette; Houben, Ghislain - In: EuroEconomica (2010) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10008697872
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Cash subadditive risk measures and interest rate ambiguity
El Karoui, Nicole; Ravanelli, Claudia - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 561-590
Persistent link: https://www.econbiz.de/10003937131
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Securitization of catastrophe risk : new developments in insurance-linked securities and derivatives
Bouriaux, Sylvie; MacMinn, Richard D. - In: The journal of insurance issues : official journal of … 32 (2009) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10003937761
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What's vol got to do with it
Drechsler, Itamar; Yaron, Amir - 2010 - Current draft: December 2009
Persistent link: https://www.econbiz.de/10003971762
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Derivatives and default risk
Scholz, Sebastian - 2010
Upstream producers that possess market power, sell forwards with a lengthy duration to regional electricity companies (REC). As part of the liberalization of the electricity market, RECs have been privatized and exposed to a possible bankruptcy threat if spot prices have fallen below their...
Persistent link: https://www.econbiz.de/10003951795