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CNKI会议论文(1)
CNKI学位论文(316)
CNKI期刊论文0611(1)
知网期刊论文(271)
在“
Elsevier电子期刊
”中,
命中:
72
条,耗时:0.0439821 秒
在所有数据库中总计命中:
589
条
1.
Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
作者:
Etienne Harb
;
Wael Louhichi
;
Wael.LOUHICHI@essca.fr
关键词:
Credit
risk
;
Credit Default Swap
;
Counterparty
risk
;
Credit Value Adjustment
;
Premium
;
Copula
刊名:Research in International Business and Finance
出版年:2017
2.
Pricing vulnerable path-dependent options using integral transforms
作者:
Junkee Jeon
a
;
hollman@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Ji-Hun Yoon
b
;
yssci99@pusan.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Myungjoo Kang
a
;
mkang@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
Vulnerable barrier option
;
Vulnerable double barrier option
;
Vulnerable lookback option
;
Method of image
;
Double Mellin transform
刊名:Journal of Computational and Applied Mathematics
出版年:2017
3.
Pricing derivatives with
counterparty
risk
and collateralization: A fixed point approach
作者:
Jinbeom Kim
jk3071@columbia.edu" class="auth_mail" title="E-mail the corresponding author
;
Tim Leung
;
tl2497@columbia.edu" class="auth_mail" title="E-mail the corresponding author
;
leung@ieor.columbia.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Bilateral
counterparty
risk
;
Collateralization
;
Credit valuation adjustment
;
Fixed point method Contraction mapping
刊名:European Journal of Operational Research
出版年:2016
4.
Closed-form pricing formula for exchange option with credit
risk
作者:
Geonwoo Kim
a
;
Eunho Koo
;
b
;
kooeunho@yonsei.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
Exchange option
;
Credit
risk
;
Mellin transform
刊名:Chaos, Solitons & Fractals
出版年:2016
5.
Central bank standing facilities,
counterparty
risk
, and OTC-interbank lending
作者:
Uwe Vollmer
vollmer@wifa.uni-leipzig.de" class="auth_mail" title="E-mail the corresponding author
;
Harald Wiese
;
wiese@wifa.uni-leipzig.de" class="auth_mail" title="E-mail the corresponding author
关键词:
Interbank lending
;
Standing facilities
;
OTC trades
;
Nash bargaining solution
刊名:The North American Journal of Economics and Finance
出版年:2016
6.
Liquidity hoarding and interbank market rates: The role of
counterparty
risk
作者:
Florian Heider
;
Marie Hoerova
;
marie.hoerova@ecb.int" class="auth_mail" title="E-mail the corresponding author
;
Cornelia Holthausen
关键词:
Interbank market
;
Endogenous liquidity
;
Counterparty
risk
;
Asymmetric information
;
Market break-down
;
Financial crisis
刊名:Journal of Financial Economics
出版年:2015
7.
Does central clearing benefit
risk
y dealers?
作者:
Sergio Mayordomo
a
;
smayordomo@uanv.es" class="auth_mail" title="E-mail the corresponding author
;
Peter N. Posch
b
;
peter.posch@udo.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
G21
;
G28
;
D02
刊名:Journal of International Financial Markets, Institutions & Money
出版年:2016
8.
Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market
作者:
Olivier Brossard
1
;
olivier.brossard@sciencespo-toulouse.fr" class="auth_mail" title="E-mail the corresponding author
;
Susanna Saroyan
;
susanna.saroyan@ut-capitole.fr" class="auth_mail" title="E-mail the corresponding author
关键词:
Funding liquidity
;
Liquidity
risk
;
Overnight interest rates
;
Liquidity hoarding
;
Short-squeezing
刊名:Journal of International Financial Markets, Institutions & Money
出版年:2016
9.
Systematic multi-period stress scenarios with an application to CCP
risk
management
作者:
Alan De Genaro
;
adg@usp.br" class="auth_mail" title="E-mail the corresponding author
关键词:
G23
;
G17
;
G18
刊名:Journal of Banking & Finance
出版年:2016
10.
Interoperability between Central Counterparties. Impact on the distribution of capital consumption among Member firms
作者:
José
;
J. Massa
JMASSA1@alumno.uned.es" class="auth_mail" title="E-mail the corresponding author
关键词:
G230
刊名:Cuadernos de Economía
出版年:2016
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