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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:"Multivariate Verteilung"
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Risk management
Multivariate Verteilung
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
Kreditderivat
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Yield curve
27
Zinsstruktur
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Swap
24
Portfolio selection
23
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Markov chain
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Markov-Kette
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Zinsderivat
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Multivariate distribution
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Brigo, Damiano
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Crépey, S.
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Ehrhardt, Matthias
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Jeanblanc, Monique
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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
Grasselli, Matheus
1
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1
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1
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1
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1
Teng, Long
1
Umeorah, Nneka
1
Vrins, Frédéric D.
1
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Financial stability review : FSR
International journal of theoretical and applied finance
The journal of credit risk : published quarterly by Incisive Media
Energy economics
24
Journal of banking & finance
18
The journal of futures markets
14
SpringerLink / Bücher
10
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
9
Journal of risk management in financial institutions
9
International review of financial analysis
8
The European journal of finance
8
The journal of financial market infrastructures
8
Agricultural finance review
7
Quantitative finance
7
Applied economics
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
Journal of financial stability
6
Review of Pacific Basin financial markets and policies
6
Review of derivatives research
6
The North American journal of economics and finance : a journal of financial economics studies
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
Research in international business and finance
5
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
5
Risiko-Manager
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Theoretical and applied economics : GAER review
5
Applied mathematical finance
4
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 financial and quantitative analysis : JFQA
4
Journal of risk and financial management : JRFM
4
Schmalenbach business review : sbr
4
Schriftenreihe Finanzmanagement
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
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ECONIS (ZBW)
27
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
9
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:
10
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:
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