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~isPartOf:"Asia-Pacific financial markets"
~subject:"Kreditrisiko"
~subject:"Theory"
~subject:"Weather"
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Search: subject_exact:"Finanzderivat"
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Kreditrisiko
Theory
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Derivat
25
Derivative
25
Option pricing theory
8
Optionspreistheorie
8
Theorie
6
Credit risk
5
Portfolio selection
5
Portfolio-Management
5
Hedging
4
Wetter
4
Option trading
3
Optionsgeschäft
3
Commodity derivative
2
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2
Estimation theory
2
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2
Finanzmarkt
2
India
2
Indien
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Monte Carlo simulation
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2
Optimal stopping
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Rohstoffderivat
2
Schätztheorie
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Stochastic process
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Stochastischer Prozess
2
Warenbörse
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Zinsstruktur
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ARCH model
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ARCH-Modell
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Affine processes
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Platen, Eckhard
2
Yamada, Yuji
2
Baldeaux, Jan
1
Che Mohd Imran Che Taib
1
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1
Darus, Mukminah
1
Filipović, Damir
1
Ji, Qin
1
Leung, Tim
1
Li, Jiao
1
Li, Xin
1
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Ma, Jun Mei
1
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1
Matsumoto, Takuji
1
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1
Takino, E. Kazuhiro
1
Wang, Tao
1
Wang, Zheng
1
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Asia-Pacific financial markets
The journal of futures markets
138
International journal of theoretical and applied finance
86
Journal of banking & finance
86
The journal of finance : the journal of the American Finance Association
34
Advances in futures and options research : a research annual
33
Applied mathematical finance
33
Journal of financial and quantitative analysis : JFQA
33
Energy economics
32
Finance and stochastics
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
NBER working paper series
30
The review of financial studies
30
SpringerLink / Bücher
29
Journal of financial economics
28
Review of derivatives research
28
NBER Working Paper
27
The journal of fixed income
27
Economics letters
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
European journal of operational research : EJOR
24
International review of financial analysis
24
The journal of credit risk : published quarterly by Incisive Media
24
The European journal of finance
23
International review of economics & finance : IREF
21
Journal of economic dynamics & control
21
Working paper / National Bureau of Economic Research, Inc.
20
Finance research letters
19
The journal of computational finance
19
Gabler Edition Wissenschaft
18
SFB 649 discussion paper
18
The North American journal of economics and finance : a journal of financial economics studies
18
Discussion paper
17
Finance and economics discussion series
17
Applied financial economics
16
Europäische Hochschulschriften / 5
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Insurance / Mathematics & economics
15
Agricultural finance review
14
Die Bank
14
Discussion paper / B
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ECONIS (ZBW)
10
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1
Spatial-temporal modelling of temperature for pricing temperature index insurance
Che Mohd Imran Che Taib
;
Darus, Mukminah
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012308013
Saved in:
2
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 211-227
Persistent link: https://www.econbiz.de/10012308054
Saved in:
3
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:
4
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
5
Pricing derivatives using the asymptotic expansion approach : credit migration models with stochastic credit spreads
Muroi, Yoshifumi
;
Takino, E. Kazuhiro
- In:
Asia-Pacific financial markets
18
(
2011
)
4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10009348324
Saved in:
6
Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Liang, Jin
;
Ma, Jun Mei
;
Wang, Tao
;
Ji, Qin
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10009237750
Saved in:
7
Optimal hedging of prediction errors using prediction errors
Yamada, Yuji
- In:
Asia-Pacific financial markets
15
(
2008
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10003757439
Saved in:
8
Credit derivatives in an affine framework
Chen, Li
;
Filipović, Damir
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 123-140
Persistent link: https://www.econbiz.de/10003609539
Saved in:
9
A fair pricing approach to weather derivatives
Platen, Eckhard
;
West, Jason
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 23-53
Persistent link: https://www.econbiz.de/10003084151
Saved in:
10
Implied default probability and credit derivatives
Matsumoto, Koichi
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 129-149
Persistent link: https://www.econbiz.de/10002763388
Saved in:
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