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language:"nld"
subject:"Derivative"
~isPartOf:"Quantitative finance"
~isPartOf:"Research in international business and finance"
~language:"eng"
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Afro-Asian Journal of Finance and Accounting : AAJFA
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ECONIS (ZBW)
11
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1
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
2
International evidence for the substitution effect of FX derivatives usage on bank capital buffer
Hao, Xiangchao
;
Sun, Qinru
;
Xie, Fang
- In:
Research in international business and finance
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247284
Saved in:
3
Valuing real options with endogenous payoff
Choi, Kyoung Jin
;
Kwak, Minsuk
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2109-2123
Persistent link: https://www.econbiz.de/10013490929
Saved in:
4
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
5
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
6
Policy uncertainty, the use of derivatives : evidence from US bank holdingcompanies (BHCs)
Tran, Dung Viet
;
Hassan, M. Kabir
;
AlTalafha, Sarah H.
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013286534
Saved in:
7
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
Saved in:
8
Accounting standards and banking regulation : some effects of divergence
Downing, Jeff
- In:
Research in international business and finance
47
(
2019
),
pp. 386-397
Persistent link: https://www.econbiz.de/10012135756
Saved in:
9
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
10
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
Saved in:
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