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~subject:"Derivative"
~subject:"Risikoprämie"
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Worst-Case Analysen des Ausfal...
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He, Zhiguo
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Lee, Jongsub
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The Wharton Financial Institutions Center
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International Organization of Securities Commissions
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Springer Fachmedien Wiesbaden
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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Conference Housing and the Built Environment: Access, Finance, Policy <2007, Cambridge, Mass.>
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
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Journal of banking & finance
148
International journal of theoretical and applied finance
69
Journal of financial economics
54
The journal of fixed income
47
Journal of financial stability
46
NBER working paper series
44
Finance research letters
43
International review of financial analysis
43
International review of economics & finance : IREF
41
Journal of international financial markets, institutions & money
38
Journal of international money and finance
36
The North American journal of economics and finance : a journal of financial economics studies
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Working paper series / European Central Bank
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Finance and economics discussion series
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NBER Working Paper
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Discussion papers / CEPR
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Journal of empirical finance
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The journal of credit risk : published quarterly by Incisive Media
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Journal of risk management in financial institutions
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Research paper series / Swiss Finance Institute
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Economic modelling
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Research in international business and finance
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Review of quantitative finance and accounting
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The review of financial studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of futures markets
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ECB Working Paper
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Risks : open access journal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SpringerLink / Bücher
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The journal of computational finance
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ECONIS (ZBW)
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EconStor
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USB Cologne (business full texts)
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BASE
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1
Worst-Case-Analysen des Ausfallrisikos von Finanzderivaten unter Berücksichtigung von Markteinflüssen
Barth, Jörn
-
2000
Persistent link: https://www.econbiz.de/10013432848
Saved in:
2
Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd
-
2002
Persistent link: https://www.econbiz.de/10001632772
Saved in:
3
Credit risk pricing models : theory and practice
Schmid, Bernd
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10001786486
Saved in:
4
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
Saved in:
5
Futures, options, and swaps
Kolb, Robert W.
;
Overdahl, James A.
-
2007
-
5th ed.
Persistent link: https://www.econbiz.de/10003301773
Saved in:
6
Futures, options, and swaps
Kolb, Robert W.
-
1994
Persistent link: https://www.econbiz.de/10013552134
Saved in:
7
Financial derivatives : hedging with futures, forwards, options and swaps
Winstone, David
-
1995
-
1. ed.
Persistent link: https://www.econbiz.de/10013487872
Saved in:
8
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
Saved in:
9
Credit Risk und Value-at-Risk Alternativen : Herausforderungen für das Risk-Management
Oehler, Andreas
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10000664860
Saved in:
10
Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi
;
Li, Jian
- In:
Energy economics
76
(
2018
),
pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
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