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Risk measure
Risikomanagement
6
Risk management
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Theory
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Derivat
5
Derivative
5
Option pricing theory
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Optionspreistheorie
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Interest rate derivative
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Risikomaß
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Inflation
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Interest rate market
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Kapitalbedarf
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Scientific modelling
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Stochastischer Prozess
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Volatility
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Volatilität
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Zins
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constant maturity swaps
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derivative valuation
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fixed income market
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interest rate models
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stochastic volatility models
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swaptions
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Melenberg, Bertrand
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Schumacher, Hans
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Kerkhof, Franciscus Lambertus Johannes
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Kerkhof, Jeroen
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Center for Economic Research <Tilburg>
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Journal of banking & finance
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Model risk and capital reserves
Kerkhof, Franciscus Lambertus Johannes
;
Melenberg, Bertrand
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10003906302
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2
Testing expected shortfall models for derivative positions
Kerkhof, Jeroen
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773733
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