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Search: "The journal of derivatives : the official publication of the International Association of Financial Engineers."
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The journal of derivatives : the official publication of the International Association of Financial Engineers
982
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ECONIS (ZBW)
504
OLC EcoSci
478
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91
Robust risk estimation and hedging : a reverse stress testing approach
Kopeliovich, Yaacov
;
Novosyolov, Arcady
;
Satchkov, Daniel
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 10-25
Persistent link: https://www.econbiz.de/10011399737
Saved in:
92
Modeling term structure of default correlation
Suchintabandid, Sira
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 26-36
Persistent link: https://www.econbiz.de/10011399738
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93
Credit exposure and valuation of revolving credit lines
Jones, Robert
;
Wu, Yan Wendy
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 37-53
Persistent link: https://www.econbiz.de/10011399777
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94
What we can learn from pricing 139,879 individual stock options
Stentoft, Lars
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 54-78
Persistent link: https://www.econbiz.de/10011399778
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95
Mispricing and arbitrage in CDS auctions
Gupta, Sudip
;
Sundaram, Rangarajan K.
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 79-91
Persistent link: https://www.econbiz.de/10011399779
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96
Interest rates and credit spread dynamics
Neal, Robert S.
;
Rolph, Douglas
;
Dupoyet, Brice
;
Jiang, …
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 25-39
Persistent link: https://www.econbiz.de/10011399798
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97
Estimating option-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
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98
A simple model of correlated defaults with application to repo portfolios
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 8-23
Persistent link: https://www.econbiz.de/10011404518
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99
Interest rate swap credit valuation adjustment
Černý, Jakub
;
Witzany, Jiří
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011404521
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100
Pricing bounds on quanto options
Tsuzuki, Yukihiro
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10011404525
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