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language:"nld"
subject:"Derivative"
~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Multivariate distribution"
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Derivative
Multivariate distribution
Risikomanagement
44
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23
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Quantitative finance
Insurance / Mathematics & economics
29
Energy economics
27
Journal of banking & finance
20
International review of financial analysis
12
The journal of futures markets
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Agricultural finance review
10
Applied economics
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Finance research letters
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International journal of financial engineering
6
Journal of financial stability
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Review of Pacific Basin financial markets and policies
6
The journal of financial market infrastructures
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Discussion paper
5
European financial management : the journal of the European Financial Management Association
5
Financial derivatives : pricing and risk management
5
Financial stability review : FSR
5
International Journal of Financial Studies : open access journal
5
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Research in international business and finance
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Asia-Pacific journal of risk and insurance : APJRI
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Astin bulletin : the journal of the International Actuarial Association
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Discussion paper / Center for Economic Research, Tilburg University
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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
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:
3
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
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
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:
7
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:
8
Estimation of risk contributions with MCMC
Koike, Takaaki
;
Minami, Mihoko
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10012194808
Saved in:
9
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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