Multi-currency credit default swaps

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:International journal of theoretical and applied finance
1. Verfasser: Brigo, Damiano (VerfasserIn)
Weitere Verfasser: Pede, Nicola (VerfasserIn), Petrelli, Andrea (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Modeling lifetime expected credit losses on bank loans 2021 Chellathurai, Thamayanthi
Comparing the small-sample estimation error of conceptually different risk measures 2021 Auer, Benjamin R.
Optimal dynamic futures portfolio under a multifactor Gaussian framework 2021 Leung, Tim
Two stage decumulation strategies for DC plan investors 2021 Forsyth, Peter
Survival investment strategies in a continuous-time market model with competition 2021 Zhitlukhin, M. V.
A unified market model for swaptions and constant maturity swaps 2021 Tee, Chyng Wen
Portfolio insurance under rough volatility and Volterra processes 2021 Dupret, Jean-Loup
Defaultable term structures driven by semimartingales 2021 Gümbel, Sandrine
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times 2021 Okhrati, Ramin
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection 2021 Bielecki, Tomasz R.
Closed form optimal exercise boundary of the American put option 2021 Kitapbayev, Yerkin
Insider trading with temporary price impact 2021 Barger, Weston
Replication scheme for the pricing of European options 2021 Funahashi, Hideharu
First-to-default and second-to-default options in models with various information flows 2021 Gapeev, Pavel V.
Coherent risk measures and normal mixture distributions with applications in portfolio optimization 2021 Shi, Xiang
Robust utility maximization in a multivariate financial market with stochastic drift 2021 Sass, Jörn
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization 2021 Staden, Pieter M. van
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders 2021 Fukasawa, Masaaki
Sinh-acceleration for B-spline projection with option pricing applications 2021 Bojarčenko, Svetlana I.
Pricing Asian options with correlators 2021 Lavagnini, Silvia
Alle Artikel auflisten