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~isPartOf:"Asia-Pacific financial markets"
~subject:"Kreditwürdigkeit"
~subject:"Market credit rating (M-Rating)"
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Kreditwürdigkeit
Market credit rating (M-Rating)
Option pricing theory
77
Optionspreistheorie
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Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
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Option trading
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Optionsgeschäft
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Volatility
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Volatilität
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Black-Scholes model
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Black-Scholes-Modell
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Yield curve
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Zinsstruktur
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Credit risk
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Kreditrisiko
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Derivat
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Markov-Kette
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Unvollkommener Markt
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Asymptotic expansion
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Estimation theory
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Japan
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Martingale
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Monte Carlo simulation
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Option pricing
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Schätztheorie
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Credit derivative
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Currency option
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Devisenoption
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Experiment
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Kariya, Takeaki
2
Tanokura, Yoko
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Yamamura, Yoshiro
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Takada, Hideyuki
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Wang, Zhu
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Asia-Pacific financial markets
Journal of banking & finance
10
The journal of credit risk : published quarterly by Incisive Media
6
The journal of fixed income
6
International review of financial analysis
4
Journal of financial economics
4
Journal of international money and finance
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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The European journal of finance
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The review of financial studies
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CFS working paper series
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Discussion paper / Centre for Economic Policy Research
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Expert journal of finance
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International journal of financial engineering
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Journal of financial markets
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Journal of risk finance : the convergence of financial products and insurance
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NBER working paper series
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Paris December 2011 Finance Meeting EUROFIDAI - AFFI
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Review of finance : journal of the European Finance Association
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Schriftenreihe Finanzmanagement
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Schriftenreihe des Zentrums für Ertragsorientiertes Bankmanagement
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The accounting review : a publication of the American Accounting Association
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of futures markets
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The journal of real estate finance and economics
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The journal of structured finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper series / European Central Bank
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Working papers / Harvard Business School, Division of Research
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29th International Conference of the French Finance Association (AFFI) 2012
1
4OR : a quarterly journal of operations research
1
Abacus : a journal of accounting, finance and business studies
1
Accounting in Europe
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Advanced mathematical methods for finance
1
Analyzing risk through probabilistic modeling in operations research
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Annals of economics and statistics
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Annals of operations research
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Annual review of financial economics
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Measuring credit risk of individual corporate bonds in US energy sector
Kariya, Takeaki
;
Tanokura, Yoko
;
Takada, Hideyuki
; …
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 229-262
Persistent link: https://www.econbiz.de/10011619917
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2
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki
;
Yamamura, Yoshiro
;
Tanokura, Yoko
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 397-427
Persistent link: https://www.econbiz.de/10011524823
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