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Worst-Case-Analysen des Ausfallrisikos von Finanzderivaten unter Berücksichtigung von Markteinflüssen
Barth, Jörn - 2000
Persistent link: https://www.econbiz.de/10013432848
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Credit risk pricing models : theory and practice
Schmid, Bernd - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001786486
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Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd - 2002
Persistent link: https://www.econbiz.de/10001632772
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Bank lending and interest-rate derivatives
Zhao, Fang; Moser, James T. - In: International journal of financial research 8 (2017) 4, pp. 23-37
Persistent link: https://www.econbiz.de/10011781357
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Valuation, hedging, and bounds of swaps under multi-factor BNS-type stochastic volatility models
Issaka, Aziz - In: Annals of financial economics 15 (2020) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012642967
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Financial derivatives : hedging with futures, forwards, options and swaps
Winstone, David - 1995 - 1. ed.
Persistent link: https://www.econbiz.de/10013487872
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Futures, options, and swaps
Kolb, Robert W.; Overdahl, James A. - 2007 - 5th ed.
Persistent link: https://www.econbiz.de/10003301773
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Futures, options, and swaps
Kolb, Robert W. - 1994
Persistent link: https://www.econbiz.de/10013552134
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Improved lower bounds of call options written on defaultable assets
Orosi, Greg - In: Journal of derivatives & hedge funds 20 (2014) 3, pp. 127-130
Persistent link: https://www.econbiz.de/10010462983
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A Mellin transform approach to the pricing of options with default risk
Choi, Sun-Yong; Sotheara Veng; Kim, Jeong-Hoon; Yoon, Ji-Hun - In: Computational economics 59 (2022) 3, pp. 1113-1134
Persistent link: https://www.econbiz.de/10013169229