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Replicating bond indices with liquid derivatives
Dynkin, Lev; Gould, Anthony; Konstantinovsky, Vadim - In: The journal of fixed income 15 (2006) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10003339347
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Pricing, hedging, and designing derivatives with risk measures
Barrieu, Pauline; El Karoui, Nicole - In: Indifference pricing : theory and applications, (pp. 77-146). 2009
Persistent link: https://www.econbiz.de/10003807579
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An equilibrium pricing model for weather derivatives in a multi-commodity setting
Lee, Yongheon; Oren, Shmuel S. - In: Energy economics 31 (2009) 5, pp. 702-712
Persistent link: https://www.econbiz.de/10003880188
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On banks and credit : re-reading Schumpeter after september 2008
Müller, Camillo von - In: Auswirkungen von Krisen auf Wirtschaft, Recht und …, (pp. 297-316). 2009
Persistent link: https://www.econbiz.de/10003881568
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The dependency of the banks' assets and liabilities : evidence from Germany
Memmel, Christoph; Schertler, Andrea - 2009
Developments in risk-transfer instruments and risk management techniques in the last two decades have fundamentally …
Persistent link: https://www.econbiz.de/10003891984
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Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René; Fouque, Jean-Pierre; Vestal, Douglas - In: Finance and stochastics 13 (2009) 4, pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
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'Noise-trader risk' and Bayesian market making in FX derivates : rolling loaded dice?
Ulibarrí, Carlos A.; Anselmo, Peter C.; Hovsepian, Karen; … - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 268-279
Persistent link: https://www.econbiz.de/10003901064
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Real estate portfolio allocation : the European consumers' perspective
Quigley, John M. - In: Journal of housing economics 15 (2006) 3, pp. 169-188
Persistent link: https://www.econbiz.de/10003416078
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Macroeconomic derivatives : an initial analysis of market-based macro forecasts, uncertainty, and risk
Gürkaynak, Refet S. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003416295
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Handling weather related risks through the financial markets : considerations of credit risk, basis risk, and hedging
Golden, Linda L.; Wang, Mulong; Yang, Chuanhou - In: The journal of risk and insurance : the journal of the … 74 (2007) 2, pp. 319-346
Persistent link: https://www.econbiz.de/10003483845