Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial engineering"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Option pricing: Smile at the u...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risiko
2
Risk
2
Theorie
2
Theory
2
CVA
1
Central counterparty clearing
1
Collateral
1
Credit risk
1
Derivat
1
Derivative
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
FVA
1
Financial market regulation
1
Finanzmarktregulierung
1
HJB equation
1
ISDA
1
Interest rate derivative
1
Kreditrisiko
1
Kreditsicherung
1
MVA
1
Optimal trade execution
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätzung
1
Securities trading
1
Wertpapierhandel
1
Zinsderivat
1
algorithmic trading
1
backward stochastic differential equations
1
bilateral counterparty risk
1
calculus of variations
1
close-out
1
collateral modeling
1
credit support annex
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Brigo, Damiano
2
Di Graziano, Giuseppe
1
Pallavicini, Andrea
1
Published in...
All
Journal of financial engineering
Papers / arXiv.org
36
Risk : managing risk in the world's financial markets
18
International journal of theoretical and applied finance
13
International Journal of Theoretical and Applied Finance (IJTAF)
10
Journal of risk management in financial institutions
8
Discussion paper / Tinbergen Institute
7
Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
European journal of operational research : EJOR
4
ICMA Centre Discussion Papers in Finance
4
Quantitative Finance
4
Bloomberg Portfolio Research Paper
3
Finance and Stochastics
3
International journal of financial engineering
3
Quantitative finance
3
Wiley finance
3
Applied mathematical finance
2
Bundesbank Discussion Paper
2
European Journal of Operational Research
2
Financial series
2
Journal of banking & finance
2
Mathematical Finance
2
Report / Erasmus Center for Financial Research, Erasmus University
2
The Kyoto economic review
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Tinbergen Institute Discussion Papers
2
Applied Mathematical Finance
1
Bloomberg Education and Quantitative Research Paper
1
CORE discussion papers : DP
1
Chapman and Hall/CRC Financial Mathematics Series
1
Computing in Economics and Finance 2005
1
Credit Scoring and Credit Control Conference XVI
1
Credit risk : models, derivatives, and management
1
Discussion Papers / Deutsche Bundesbank
1
Discussion paper
1
Inflation risks and products : the complete guide
1
Insurance / Mathematics & economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal trade execution under displaced diffusions dynamics across different risk criteria
Brigo, Damiano
;
Di Graziano, Giuseppe
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010508077
Saved in:
2
Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
