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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Quantitative finance"
~subject:"Commodity exchange"
~subject:"Kreditrisiko"
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Search: subject_exact:"Finanzderivat"
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Commodity exchange
Kreditrisiko
Derivat
84
Derivative
84
Option pricing theory
47
Optionspreistheorie
47
Stochastic process
21
Stochastischer Prozess
21
Hedging
20
Volatility
20
Volatilität
20
Option trading
15
Optionsgeschäft
15
Portfolio selection
15
Portfolio-Management
15
Theorie
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14
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12
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7
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7
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7
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7
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Black-Scholes model
6
Black-Scholes-Modell
6
Commodity derivative
6
Derivatives
6
Estimation theory
6
Interest rate derivative
6
Risikomaß
6
Risk measure
6
Rohstoffderivat
6
Schätztheorie
6
Zinsderivat
6
Credit derivative
5
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Anagnostou, I.
1
Baldeaux, Jan
1
Bo, Lijun
1
Bormetti, Giacomo
1
Brigo, Damiano
1
Chen, Dianfa
1
Chen, Li
1
Dempster, Michael A. H.
1
Deng, Jun
1
Feng, Jianfen
1
Filipović, Damir
1
Francischello, Marco
1
Garlaschelli, D.
1
Glasserman, Paul
1
Glau, Kathrin
1
Hofer, Markus
1
Ji, Qin
1
Kandhai, D.
1
Kandhai, Drona
1
Leung, Tim
1
Li, Jiao
1
Li, Xin
1
Liang, Jin
1
Liu, Yanchu
1
Ma, Jun Mei
1
Matsumoto, Koichi
1
Muroi, Yoshifumi
1
Nakajima, Katsushi
1
Neuberg, Richard
1
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Squartini, T.
1
Takino, E. Kazuhiro
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Wang, Tao
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1
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Asia-Pacific financial markets
Quantitative finance
The journal of futures markets
59
International journal of theoretical and applied finance
42
Journal of banking & finance
37
The journal of credit risk : published quarterly by Incisive Media
19
The journal of fixed income
17
International review of financial analysis
14
Review of derivatives research
14
Energy economics
13
Finance and economics discussion series
12
Finance research letters
12
American journal of agricultural economics
11
Economic modelling
11
International review of economics & finance : IREF
11
Journal of financial economics
11
Journal of risk management in financial institutions
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of computational finance
11
Applied economics letters
10
The journal of financial market infrastructures
10
European journal of operational research : EJOR
9
Journal of financial intermediation
9
SpringerLink / Bücher
9
The European journal of finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Wiley finance
9
Applied mathematical finance
8
Credit derivatives : the definitive guide
8
Research in international business and finance
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Discussion paper
7
Finance and stochastics
7
Journal of empirical finance
7
Journal of mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Research paper series / Swiss Finance Institute
7
Schriftenreihe Finanzmanagement
7
Journal of commodity markets
6
Journal of financial stability
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ECONIS (ZBW)
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1
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
2
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Bo, Lijun
;
Liu, Yanchu
;
Zhang, Tingting
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10012588035
Saved in:
3
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
4
Bond flotation with exotic commodity collateral
Dempster, Michael A. H.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
Saved in:
5
A set-valued Markov chain approach to credit default
Chen, Dianfa
;
Deng, Jun
;
Feng, Jianfen
;
Zou, Bin
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10012194914
Saved in:
6
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
7
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
8
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
Saved in:
9
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
10
Speculative futures trading under mean reversion
Leung, Tim
;
Li, Jiao
;
Li, Xin
;
Wang, Zheng
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011619949
Saved in:
1
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