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~isPartOf:"Review of derivatives research"
~subject:"Kreditrisiko"
~subject:"Zinsstruktur"
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Kreditrisiko
Zinsstruktur
Derivat
68
Derivative
68
Option pricing theory
44
Optionspreistheorie
44
Volatility
20
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20
Theorie
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Review of derivatives research
International journal of theoretical and applied finance
59
Journal of banking & finance
43
The journal of fixed income
24
The journal of credit risk : published quarterly by Incisive Media
19
Journal of financial economics
17
The journal of computational finance
17
The journal of futures markets
17
Applied mathematical finance
15
Finance and economics discussion series
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Quantitative finance
13
Journal of risk management in financial institutions
12
SpringerLink / Bücher
12
The North American journal of economics and finance : a journal of financial economics studies
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
European journal of operational research : EJOR
10
Finance research letters
10
Journal of empirical finance
10
Journal of mathematical finance
10
Research paper series / Swiss Finance Institute
10
The journal of financial market infrastructures
10
Wiley finance
10
International review of financial analysis
9
NBER Working Paper
9
NBER working paper series
9
Schriftenreihe Finanzmanagement
9
Credit derivatives : the definitive guide
8
Finance and stochastics
8
International review of economics & finance : IREF
8
Journal of financial intermediation
8
The European journal of finance
8
The credit derivatives handbook : global perspectives, innovations, and market drivers
8
Applied economics letters
7
Discussion paper
7
Journal of international financial markets, institutions & money
7
Lecture notes in economics and mathematical systems : LNEMS
7
Asia-Pacific financial markets
6
CFS working paper series
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ECONIS (ZBW)
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1
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
2
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
3
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
4
The impact of non-cash collateralization on the over-the-counter derivatives markets
Takino, Kazuhiro
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 137-171
Persistent link: https://www.econbiz.de/10013457608
Saved in:
5
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
6
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
7
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:
8
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:
9
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
10
Credit valuation adjustment of cap and floor with counterparty risk : a structural pricing model for vulnerable European options
Kao, Lie-Jane
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011742280
Saved in:
1
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