//--> //--> //--> //-->
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:"Risk management"
~isPartOf:"Financial stability review : FSR"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Kreditderivat"
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:"Futures"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Kreditderivat
Derivat
228
Derivative
228
Option pricing theory
105
Optionspreistheorie
105
Theorie
85
Theory
85
Credit risk
61
Kreditrisiko
61
Stochastic process
61
Stochastischer Prozess
61
Volatility
41
Volatilität
41
Hedging
35
Credit derivative
28
Yield curve
27
Zinsstruktur
27
Swap
24
Portfolio selection
23
Portfolio-Management
23
Option trading
22
Optionsgeschäft
22
Collateral
18
Kreditsicherung
18
OTC market
17
OTC-Handel
17
Risikomanagement
17
Black-Scholes model
14
Black-Scholes-Modell
14
Markov chain
14
Interest rate derivative
13
Markov-Kette
13
Zinsderivat
13
CAPM
12
Multivariate Verteilung
12
Multivariate distribution
12
Financial services
11
Finanzdienstleistung
11
Insolvency
11
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
41
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
43
Author
All
Jeanblanc, Monique
3
Bielecki, Tomasz R.
2
Brigo, Damiano
2
Crépey, S.
2
Ehrhardt, Matthias
2
Albanese, Claudio
1
Andersson, Andreas
1
Banerjee, Tamal
1
Bansal, Matulya
1
Barone, Gaia
1
Ben-Abdallah, Ramzi
1
Benedetti, Giuseppe
1
Breton, Michèle
1
Capponi, Agostino
1
Carmona, René
1
Chege Maina, Samuel
1
Chiarella, Carl
1
Cialenco, Igor
1
Crépey, Stéphane
1
C̆erný, Jakub
1
Das, Satyajit
1
Diener, Nicolas
1
Duquerroy, Anne
1
El Hajjaji, Omar
1
Feng, Shibi
1
Fenger, Christian
1
Gapeev, Pavel V.
1
Gatarek, Dariusz
1
Gauthier, Nicolas
1
Gex, Mathieu
1
Ghosh, Mrinal K.
1
Grasselli, Matheus
1
Günther, Michael
1
Heider, Pascal
1
Huang, Wen-Li
1
Hughston, Lane P.
1
Iyer, Srikanth K.
1
Jabłecki, Juliusz
1
Jarrow, Robert A.
1
Khedher, Asma
1
more ...
less ...
Published in...
All
Financial stability review : FSR
International journal of theoretical and applied finance
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
28
Energy economics
22
The journal of futures markets
16
International review of financial analysis
15
SpringerLink / Bücher
13
International review of economics & finance : IREF
12
Journal of financial economics
10
The European journal of finance
10
European journal of operational research : EJOR
9
Finance research letters
9
Insurance / Mathematics & economics
9
Journal of financial stability
9
Quantitative finance
9
Journal of international financial markets, institutions & money
8
Review of derivatives research
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of financial market infrastructures
8
Agricultural finance review
7
Applied economics
7
European financial management : the journal of the European Financial Management Association
7
International journal of financial engineering
7
Journal of mathematical finance
7
Research paper series / Swiss Finance Institute
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Wiley finance
7
Finance and economics discussion series
6
Journal of financial markets
6
Journal of risk management in financial institutions
6
Research in international business and finance
6
Review of Pacific Basin financial markets and policies
6
Review of quantitative finance and accounting
6
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
6
The journal of fixed income
6
Working paper series
6
Applied mathematical finance
5
Discussion paper
5
Economic modelling
5
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
2
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:
3
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
4
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
5
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
6
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
7
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
8
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:
9
An efficient portfolio loss model
Fenger, Christian
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10012121560
Saved in:
10
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->