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source:"econis"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivative"
~subject:"Measurement"
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United States
Derivative
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Risikomanagement
38
Risk management
38
Theorie
20
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20
Credit risk
17
Kreditrisiko
17
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15
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15
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credit risk
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Brigo, Damiano
2
Albanese, Claudio
1
Ararat, Çağin
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Benedetti, Giuseppe
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Bielecki, Tomasz R.
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Capponi, Agostino
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Carmona, René
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Centrone, Francesca
1
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1
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1
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1
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1
Kwok, Yue-Kuen
1
Lépinette, Emmanuel
1
Oertel, Frank
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
1
Rosazza Gianin, Emanuela
1
Rudloff, Birgit
1
Schmidt, Wolfgang M.
1
Stein, Harvey J.
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Subbotin, Alexander
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1
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
56
Journal of banking & finance
44
Working paper / National Bureau of Economic Research, Inc.
34
Energy economics
28
Agricultural finance review
27
Journal of risk management in financial institutions
27
European journal of operational research : EJOR
26
SpringerLink / Bücher
20
The journal of operational risk
19
The review of financial studies
18
Risks : open access journal
17
International review of financial analysis
16
The journal of risk and insurance : the journal of the American Risk and Insurance Association
16
Working papers / Financial Institutions Center
16
Finance research letters
15
Journal of risk and financial management : JRFM
15
Journal of risk
13
NBER working paper series
13
The journal of finance : the journal of the American Finance Association
13
The journal of structured finance
13
Quantitative finance
12
The journal of futures markets
12
American journal of agricultural economics
11
International review of economics & finance : IREF
11
Journal of financial and quantitative analysis : JFQA
11
Journal of financial economics
11
The journal of corporate accounting & finance
11
Applied economics
10
International journal of risk assessment and management : IJRAM
10
Journal of agricultural and applied economics
10
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Review of Pacific Basin financial markets and policies
10
The journal of investing
10
Discussion paper / Centre for Economic Policy Research
9
Economic modelling
9
Economic review
9
European financial management : the journal of the European Financial Management Association
8
Journal of risk finance : the convergence of financial products and insurance
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ECONIS (ZBW)
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1
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
2
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:
3
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
4
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
5
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
6
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:
7
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:
8
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
9
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:
10
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:
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