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isPartOf:"Issues in derivative instruments"
subject:"Derivat"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations"
~subject:"Credit derivative"
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Derivat
Credit derivative
Risikomanagement
62
Risk management
62
Theorie
22
Theory
22
Credit risk
18
Kreditrisiko
18
Derivative
15
Portfolio selection
15
Portfolio-Management
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Risk measure
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Financial services
11
Finanzdienstleistung
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Risiko
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Risk
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Basel Accord
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Measurement
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Messung
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Option pricing theory
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Kreditderivat
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risk management
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Bank risk
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credit risk
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wrong-way risk
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Brigo, Damiano
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Albanese, Claudio
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Bielecki, Tomasz R.
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Capriotti, Luca
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Chanel-Reynaud, Gisèle
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1
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1
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Grasselli, Matheus
1
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1
Jeanblanc, Monique
1
Lautier, Delphine
1
Lee, Jacky
1
Li, Hui
1
O'Donoghue, Brendan
1
Oertel, Frank
1
Pallavicini, Andrea
1
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Peacock, Matthew
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Issues in derivative instruments
International journal of theoretical and applied finance
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
Energy economics
21
Journal of banking & finance
16
SpringerLink / Bücher
12
The journal of futures markets
10
Insurance / Mathematics & economics
9
Quantitative finance
8
Agricultural finance review
7
European journal of operational research : EJOR
7
Finance research letters
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
Financial stability review : FSR
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of financial stability
6
Journal of risk management in financial institutions
6
Review of Pacific Basin financial markets and policies
6
Schriftenreihe Finanzmanagement
6
The journal of financial market infrastructures
6
Bank- und finanzwirtschaftliche Forschungen
5
European financial management : the journal of the European Financial Management Association
5
Financial derivatives : pricing and risk management
5
Gabler Edition Wissenschaft
5
International Journal of Financial Studies : open access journal
5
Journal of financial and quantitative analysis : JFQA
5
The journal of credit risk : published quarterly by Incisive Media
5
Theoretical and applied economics : GAER review
5
Economic modelling
4
Economic review
4
Finance and capital markets series
4
Finance and economics discussion series
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of financial intermediation
4
Journal of risk and financial management : JRFM
4
Research in international business and finance
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Review of derivatives research
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ECONIS (ZBW)
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1
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
2
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
3
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
4
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
Saved in:
5
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
6
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
7
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
Saved in:
8
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
9
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
Saved in:
10
Les marchés de produits dérivés de gré à gré et la question de l'accès aux banques centrales des contreparties centrales
Russo, Daniela
;
Tumpel-Gugerell, Gertrude
- In:
Revue d'économie financière : revue trimestrielle de …
101
(
2011
),
pp. 37-52
Persistent link: https://www.econbiz.de/10008989310
Saved in:
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