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subject:"Risk management"
~isPartOf:"Financial stability review : FSR"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Search: subject_exact:"Futures"
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Risk management
Derivat
286
Derivative
286
Theorie
118
Theory
118
Option pricing theory
109
Optionspreistheorie
109
Credit risk
61
Kreditrisiko
61
Stochastic process
61
Stochastischer Prozess
61
Hedging
42
Volatility
41
Volatilität
41
Yield curve
34
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34
Portfolio selection
31
Portfolio-Management
31
CAPM
28
Credit derivative
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Kreditderivat
28
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25
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25
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25
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22
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21
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19
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Interest rate derivative
14
Markov chain
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Zinsderivat
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Markov-Kette
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21
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Brigo, Damiano
2
Albanese, Claudio
1
Bartram, Söhnke M.
1
Ben-Abdallah, Ramzi
1
Benedetti, Giuseppe
1
Bielecki, Tomasz R.
1
Breton, Michèle
1
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1
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1
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1
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1
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1
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1
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1
El Hajjaji, Omar
1
Gauthier, Nicolas
1
Gex, Mathieu
1
Grasselli, Matheus
1
Hentschel, Ludger
1
Hughston, Lane P.
1
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1
Kothari, S. P.
1
Kratochwill, Michael
1
Kumar, Praveen
1
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1
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1
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1
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1
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1
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1
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1
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1
Stulz, René M.
1
Subbotin, Alexander
1
Wellink, Arnout H. E. M.
1
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1
Zargari, B.
1
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Financial stability review : FSR
International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
The journal of credit risk : published quarterly by Incisive Media
Energy economics
21
Journal of banking & finance
15
The journal of futures markets
11
SpringerLink / Bücher
9
Insurance / Mathematics & economics
8
Agricultural finance review
7
European journal of operational research : EJOR
7
Quantitative finance
7
Applied economics
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of financial stability
6
Journal of risk management in financial institutions
6
Review of Pacific Basin financial markets and policies
6
The European journal of finance
6
The journal of financial market infrastructures
6
European financial management : the journal of the European Financial Management Association
5
Finance research letters
5
Financial derivatives : pricing and risk management
5
International Journal of Financial Studies : open access journal
5
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
5
Risiko-Manager
5
The North American journal of economics and finance : a journal of financial economics studies
5
Theoretical and applied economics : GAER review
5
Economic review
4
Finance and capital markets series
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of risk and financial management : JRFM
4
Review of derivatives research
4
Schmalenbach business review : sbr
4
Schriftenreihe Finanzmanagement
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Wiley finance series
4
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
4
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ECONIS (ZBW)
21
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1
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
2
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
3
A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
4
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:
5
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:
6
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:
7
CEO entrenchment and corporate hedging : evidence from the oil and gas industry
Kumar, Praveen
;
Rabinovitch, Ramón
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
3
,
pp. 887-917
Persistent link: https://www.econbiz.de/10010201779
Saved in:
8
OTC derivatives : new rules, new actors, new risks
2013
Persistent link: https://www.econbiz.de/10010202225
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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