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~isPartOf:"Agricultural finance review"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation"
~subject:"Theory"
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Search: subject:"Termingeschäft"
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Estimation
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Derivat
189
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189
Option pricing theory
102
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102
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72
Stochastic process
60
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41
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Brigo, Damiano
5
Jeanblanc, Monique
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1
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1
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1
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Agricultural finance review
International journal of theoretical and applied finance
The journal of futures markets
147
Journal of banking & finance
70
Journal of financial and quantitative analysis : JFQA
35
The journal of finance : the journal of the American Finance Association
34
Advances in futures and options research : a research annual
33
Energy economics
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Finance and stochastics
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The review of financial studies
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Journal of financial economics
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Economics letters
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International review of financial analysis
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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NBER Working Paper
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Applied mathematical finance
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SpringerLink / Bücher
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The European journal of finance
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International review of economics & finance : IREF
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Review of derivatives research
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The journal of fixed income
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Journal of economic dynamics & control
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Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
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Finance research letters
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Gabler Edition Wissenschaft
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The journal of credit risk : published quarterly by Incisive Media
18
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Discussion paper / B
14
Europäische Hochschulschriften / 5
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Finance and economics discussion series
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Finance : revue de l'Association Française de Finance
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The journal of business : B
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The journal of computational finance
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Working paper
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Die Bank
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ECONIS (ZBW)
76
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1
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:
2
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:
3
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:
4
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
5
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:
6
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:
7
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
8
Does ethanol production affect corn basis volatility?
Fausti, Scott William
;
Qasmi, Bashir
;
Mc Daniel, Kelly
- In:
Agricultural finance review
77
(
2017
)
4
,
pp. 506-523
Persistent link: https://www.econbiz.de/10011799263
Saved in:
9
Note on the Smith-Wilson interest rate curve
Gach, Florian
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011568780
Saved in:
10
Financial engineering in pricing agricultural derivatives based on demand and volatility
Assa, Hirbod
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10011695526
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