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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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A new approach for an integrated credit and market risk measurement of interest rate swap portfolios
Hatgioannides, John; Petropoulos, George - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 107-112
Persistent link: https://www.econbiz.de/10003905883
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Risikomanagement mit Kreditoptionen
Broll, Udo; Welzel, Peter - 2002
new ways to banks to manage credit risk. In this paper we use a simple microeconomic model to show how a credit option of …
Persistent link: https://www.econbiz.de/10010291701
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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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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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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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Intervention strategies in foreign exchange market
Martin, Vesna - In: Ekonomske teme 58 (2020) 3, pp. 381-399
The goal of the paper is to present the intervention strategies used by central banks in order to influence the value of the domestic currency, transparency versus discretion when it comes to publishing data about FX intervention and the cost and effectiveness of intervention. It is rarely that...
Persistent link: https://www.econbiz.de/10012522647
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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. - 1994
Persistent link: https://www.econbiz.de/10013552134
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Bewertung, Anwendungsmöglichkeiten und Hedgingstrategien von Swaptions
Rauleder, Rainer - 1994
Persistent link: https://www.econbiz.de/10000890817