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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"OTC-Handel"
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OTC market
13
OTC-Handel
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Derivat
5
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4
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4
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4
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Sin, Low B.
2
Charoenwong, Charlie
1
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1
Emm, Ekaterina E.
1
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Hung, Mao-Wei
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1
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The journal of credit risk : published quarterly by Incisive Media
The journal of futures markets
Journal of securities operations & custody
29
The review of financial studies
20
Financial stability review : FSR
15
The journal of financial market infrastructures
14
Journal of financial economics
13
BIS quarterly review : international banking and financial market developments
12
Journal of economic theory
10
The journal of finance : the journal of the American Finance Association
10
Journal of financial markets
9
Journal of risk management in financial institutions
9
Journal of banking & finance
8
Journal of economic dynamics & control
8
International review of financial analysis
7
Journal of financial intermediation
7
Journal of money, credit and banking : JMCB
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Review of economic dynamics
7
Finance : revue de l'Association Française de Finance
6
Quarterly bulletin / Bank of England
6
The journal of structured finance
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of trading
5
Bulletin / Reserve Bank of Australia
4
Journal of economics & business
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial stability
4
Review of derivatives research
4
The European journal of finance
4
Applied economics letters
3
Economic policy review
3
International journal of financial markets and derivatives
3
International review of economics & finance : IREF
3
Journal of banking regulation
3
Journal of international financial markets, institutions & money
3
Journal of political economy
3
Journal of risk and financial management : JRFM
3
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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ECONIS (ZBW)
13
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1
Differences in the prices of vulnerable options with different counterparties
Wang, Xingchun
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 148-163
Persistent link: https://www.econbiz.de/10011669771
Saved in:
2
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
3
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Saved in:
4
A parametric approach to counterparty and credit risk
Orlando, Giuseppe
;
Härtel, Maximilian
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
4
,
pp. 97-133
Persistent link: https://www.econbiz.de/10010495826
Saved in:
5
Pricing average options on commodities
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 407-439
Persistent link: https://www.econbiz.de/10009009225
Saved in:
6
Volatility components : the term structure dynamics of VIX futures
Lu, Zhongjin
;
Zhu, Yingzi
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 230-256
Persistent link: https://www.econbiz.de/10003962468
Saved in:
7
Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
Saved in:
8
Who knows more about future currency volatility?
Charoenwong, Charlie
;
Jenwittayaroje, Nattawut
;
Sin, Low B.
- In:
The journal of futures markets
29
(
2009
)
3
,
pp. 270-295
Persistent link: https://www.econbiz.de/10003831102
Saved in:
9
The global market for OTC derivatives : an analysis of dealer holdings
Emm, Ekaterina E.
;
Gay, Gerald D.
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 39-77
Persistent link: https://www.econbiz.de/10002528188
Saved in:
10
Pricing vulnerable options in incomplete markets
Hung, Mao-Wei
;
Liu, Yu-Hong
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 135-170
Persistent link: https://www.econbiz.de/10002535444
Saved in:
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