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~isPartOf:"Review of derivatives research"
~subject:"Finanzmarkt"
~subject:"Risk management"
~subject:"Swap"
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Derivat
68
Derivative
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Option pricing theory
44
Optionspreistheorie
44
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20
Volatilität
20
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18
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18
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Kijima, Masaaki
2
Amzelek, Philippe
1
Beisland, Leif Atle
1
Bizid, Abdelhamid
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Bonnaud, Joe
1
Boyd, Naomi E.
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Büchel, Patrick
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Driessen, Joost
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Huang, Li-Jhang
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Itkin, Andrey
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1
Muromachi, Yukio
1
Pelsser, Antoon André Jean
1
Rösch, Daniel
1
Schön, Thomas
1
Tarrazón Rodón, María-Antonia
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Wang, Ming-Chieh
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Review of derivatives research
International journal of theoretical and applied finance
29
Energy economics
24
Journal of banking & finance
24
The journal of futures markets
16
International review of financial analysis
15
SpringerLink / Bücher
13
Financial stability review : FSR
12
International review of economics & finance : IREF
12
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
12
Insurance / Mathematics & economics
11
Quantitative finance
11
Applied mathematical finance
10
Finance research letters
10
Journal of financial economics
10
The European journal of finance
10
The journal of financial market infrastructures
10
Working paper / National Bureau of Economic Research, Inc.
10
European journal of operational research : EJOR
9
The North American journal of economics and finance : a journal of financial economics studies
9
Wiley finance series
9
Applied economics
8
European financial management : the journal of the European Financial Management Association
8
International journal of financial engineering
8
Agricultural finance review
7
Financial derivatives : pricing and risk management
7
Journal of financial stability
7
Journal of risk and financial management : JRFM
7
Journal of risk management in financial institutions
7
NBER working paper series
7
Review of Pacific Basin financial markets and policies
7
Staff working papers / Bank of England
7
The journal of fixed income
7
Economic review
6
Finance and economics discussion series
6
Gabler Edition Wissenschaft
6
International Journal of Financial Studies : open access journal
6
Journal of economic dynamics & control
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Journal of financial markets
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ECONIS (ZBW)
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1
Approaching rainfall-based weather derivatives pricing and operational challenges
Martínez Salgueiro, Andrea
;
Tarrazón Rodón, …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012229790
Saved in:
2
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
3
Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
4
Market making and risk management in options markets
Boyd, Naomi E.
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
Saved in:
5
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
6
An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul
;
Amzelek, Philippe
;
Bonnaud, Joe
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10011293083
Saved in:
7
How fair-value accounting can influence firm hedging
Beisland, Leif Atle
;
Frestad, Dennis
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 193-217
Persistent link: https://www.econbiz.de/10009774393
Saved in:
8
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
9
On the information in the interest rate term structure and option prices
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
Saved in:
10
Credit events and the valuation of credit derivatives of basket type
Kijima, Masaaki
;
Muromachi, Yukio
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10001521987
Saved in:
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