//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio selection"
~accessRights:"restricted"
~person:"Brigo, Damiano"
~person:"Meyer-Bullerdiek, Frieder"
~subject:"Repo transactions"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Derivative"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Repo transactions
Derivat
3
Derivative
3
Collateral
2
Credit risk
2
Funding costs
2
Kreditrisiko
2
Kreditsicherung
2
Option pricing theory
2
Optionspreistheorie
2
Basis swaps
1
Black-Scholes model
1
Black-Scholes-Modell
1
Collateral modeling
1
Counterparty credit risk
1
Counterparty risk
1
HJM framework
1
Hedging
1
Historical volatility
1
Interest rate derivative
1
Interest rate derivatives
1
Liquidity risk
1
Multiple curve framework
1
Option trading
1
Optionsgeschäft
1
Overnight rates
1
Repo market
1
Repo-Geschäft
1
Swap
1
Theorie
1
Theory
1
Valuation adjustments
1
Volatility
1
Volatilität
1
Yield curve
1
Yield curve dynamics
1
Zinsderivat
1
Zinsstruktur
1
implied volatility
1
option pricing
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Brigo, Damiano
Meyer-Bullerdiek, Frieder
Larcher, Gerhard
4
Leung, Tim
4
Bloss, Michael
3
Poncet, Patrice
3
Baldeaux, Jan
2
Barro, Diana
2
Bossert, Thomas
2
Consigli, Giorgio
2
Crépey, Stéphane
2
Ernst, Dietmar
2
Escobar, Marcos
2
Fan, Ying
2
Ferrando, Sebastian
2
Geng, Peixuan
2
Gülpınar, Nalân
2
Hu, Yuan
2
Häcker, Joachim
2
Kandhai, Drona
2
Kleinknecht, Manuel
2
Kremer, Jürgen
2
Li, Danping
2
Lindquist, W. Brent
2
Ma, Chaoqun
2
Matsumoto, Koichi
2
Melʹnikov, Aleksandr V.
2
Platen, Eckhard
2
Portait, Roland
2
Prigent, Jean-Luc
2
Pu, Jiang
2
Račev, Svetlozar T.
2
Rohleder, Martin
2
Rubtsov, Alexey
2
Shirvani, Abootaleb
2
Sokołowska, Ewelina
2
Sörensen, Daniel
2
Toder, Igor
2
Wilkens, Marco
2
Yang, Baochen
2
Zeng, Yan
2
Zhou, Yang
2
more ...
less ...
Published in...
All
Operations research letters
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Funding, repo and credit inclusive valuation as modified option pricing
Brigo, Damiano
;
Buescu, C.
;
Rutkowski, Marek
- In:
Operations research letters
45
(
2017
)
6
,
pp. 665-670
Persistent link: https://www.econbiz.de/10011783094
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->