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Controlling interest-rate risk...
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Showing
1
-
10
of
793,591
Sort
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date (newest first)
date (oldest first)
1
Pricing and
risk
management of interest rate swaps
Mitra, Sovan
;
Date, Paresh
;
Mamon, Rogemar
;
Wang, I-chieh
- In:
European journal of operational research : EJOR
228
(
2013
)
1
,
pp. 102-111
Persistent link: https://www.econbiz.de/10009734148
Saved in:
2
Pricing catastrophe swaps with default
risk
and stochastic interest rates
Lo, Chien-Ling
;
Chang, Carolyn C. W.
;
Lee, Jin-Ping
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013332712
Saved in:
3
Valuation and
risk
management of interest rate
derivative
securities
Leithner, Stephan
-
1992
Persistent link: https://www.econbiz.de/10013417892
Saved in:
4
Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
Saved in:
5
A copula approach to credit valuation adjustment for swaps under wrong-way
risk
C̆erný, Jakub
;
Witzany, Jir̆í
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
Saved in:
6
Wrong-way
risk
of interest rate instruments
Ben-Abdallah, Ramzi
;
Breton, Michèle
;
Marzouk, Oussama
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
Saved in:
7
Demand-and-supply imbalance
risk
and long-term swap spreads
Hanson, Samuel G.
;
Malkhozov, Aytek
;
Venter, Gyuri
- In:
Journal of financial economics
154
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015072199
Saved in:
8
Demand-supply imbalance
risk
and long-term swap spreads
Hanson, Samuel G.
;
Malkhozov, Aytek
;
Venter, Gyuiri
-
2022
Persistent link: https://www.econbiz.de/10013175025
Saved in:
9
Impact of
derivative
usage on firm's
risk
and value : a comparative analysis of Pakistan and Malaysia
Alam, Atia
;
Afza, Talat
- In:
Argumenta oeconomica
38
(
2017
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10012284659
Saved in:
10
Pension liquidity
risk
Jansen, Kristy A. E.
;
Klingler, Sven
;
Ranaldo, Angelo
; …
-
2024
Persistent link: https://www.econbiz.de/10014468784
Saved in:
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