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A Simple Credit Risk Model wit...
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Hedging
Portfolio selection
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18
Broll, Udo
16
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Schweizer, Martin
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10
Bhansali, Vineer
10
Conlon, Thomas
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Gündüz, Yalın
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Madan, Dilip B.
10
Stroebel, Johannes
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Tiwari, Aviral Kumar
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Vo Xuan Vinh
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9
Ang, Andrew
9
Cotter, John
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Föllmer, Hans
9
Lioui, Abraham
9
Lo, Andrew W.
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Prigent, Jean-Luc
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Umar, Zaghum
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International Accounting Standards Board
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Bonn Graduate School of Economics
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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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Federal Reserve Bank <New York, NY>
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International Center for Financial Asset Management and Engineering
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Lunds Universitet / Nationalekonomiska Institutionen
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
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Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
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Finance research letters
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International review of financial analysis
49
Energy economics
44
International journal of theoretical and applied finance
43
Journal of banking & finance
42
The journal of futures markets
37
International review of economics & finance : IREF
32
Finance and stochastics
30
Applied economics
28
Insurance / Mathematics & economics
28
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
25
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23
Journal of economic dynamics & control
22
Research in international business and finance
22
Swiss Finance Institute Research Paper
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Risks : open access journal
21
Applied mathematical finance
20
Journal of financial economics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
NBER working paper series
19
European journal of operational research : EJOR
18
Derivatives Applications in Asset Management : From Theory to Practice
17
Journal of empirical finance
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of international financial markets, institutions & money
16
Journal of risk and financial management : JRFM
15
Quantitative finance
15
The European journal of finance
15
Global finance journal
14
The review of financial studies
14
Computational economics
13
The journal of portfolio management : a publication of Institutional Investor
13
Journal of international money and finance
12
NBER Working Paper
12
Cogent economics & finance
11
Journal of mathematical finance
11
Mathematics and financial economics
11
The journal of finance : the journal of the American Finance Association
11
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ECONIS (ZBW)
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USB Cologne (business full texts)
11
USB Cologne (EcoSocSci)
10
EconStor
5
BASE
1
RePEc
1
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1
Essays on credit risk, interest rate risk and macroeconomic risk
Hou, Yuanfeng
-
2003
Persistent link: https://www.econbiz.de/10003628359
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2
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
3
A derivatives pricing model with non-cash collateralization
Takino, Kazuhiro
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10012612946
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4
Applications of equity derivatives to portfolio management
Cheng, Eddie C.
;
Fabozzi, Frank J.
;
Harlow, Robert
;
Lee, Wai
- In:
The journal of asset management : a major new, …
25
(
2024
)
6
,
pp. 589-599
Persistent link: https://www.econbiz.de/10015192365
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5
Financial mathematics : theory and problems for multi-period models
Pascucci, Andrea
;
Runggaldier, Wolfgang J.
-
2012
Persistent link: https://www.econbiz.de/10009496010
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6
Essays on swaps and default risk
Mozumdar, Abon
-
1997
Persistent link: https://www.econbiz.de/10000982059
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7
Digital premium
Berd, Arthur M.
;
Kapoor, Vivek
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 66-76
Persistent link: https://www.econbiz.de/10001770081
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8
Corporate hedging and speculative incentives : implications for
swap
market default risk
Mozumdar, Abon
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
2
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001626024
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9
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
10
Hedging stock sector risk with credit default swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
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