Skip to contents Kirmße, Stefan [Author] Die Bepreisung und Steuerung von Ausfallrisiken im Firmenkundengeschäft der Kreditinstitute : ein optionspreistheoretischer Ansatz Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Knapp, 1996 Published in: Zentrum für Ertragsorientiertes Bankmanagement: Schriftenreihe des Zentrums für Ertragsorientiertes Bankmanagement ; 10 Schmid, Bernd [Author] Credit risk pricing models : theory and practice - [2. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2004 Published in: Springer Finance Benkert, Christoph [Author] Default risk in bond and credit derivatives markets Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2004 Published in: Lecture notes in economics and mathematical systems ; 543 Grundke, Peter [Author] Modellierung und Bewertung von Kreditrisiken - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Dt. Univ.-Verl., 2003 Published in: Beiträge zur betriebswirtschaftlichen Forschung ; 105 Schmid, Bernd [Author] Pricing credit linked financial instruments : theory and empirical evidence Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2002 Published in: Lecture notes in economics and mathematical systems ; 516 Werner, Thomas [Author]; Upper, Christian [Author] Time variation in the tail behaviour of Bund futures returns Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Dt. Bundesbank, 2002 Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2002,25,engl. Jacobs, Kris [Author]; Ke, Sai [Author]; Pan, Xuhui (Nick) [Author] Tail Risk around FOMC Announcements Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4304240 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Culp, Christopher L. [Author]; Gandhi, Mihir [Author]; Nozawa, Yoshio [Author]; Veronesi, Pietro [Author] ; National Bureau of Economic Research Option-Implied Spreads and Option Risk Premia Books View online Schließen > Access https://www.nber.org/papers/w28941 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2021 Published in: NBER working paper series ; no. w28941 Choy, Siu Kai [Author]; Wei, Jason [Author] Liquidity risk and expected option returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2713915 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Toronto]: [University of Toronto - Rotman School of Management], January 4, 2016 Published in: Joseph L. Rotman School of Management: Rotman School of Management working paper ; 2713915 Jaisinghani, Nikhil [Author] About Options Investors Books View online Schließen > Access https://ssrn.com/abstract=4450167 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Duarte, Jefferson [Author]; Jones, Christopher S. [Author]; Wang, Junbo L. [Author] Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium Books View online Schließen > Access https://ssrn.com/abstract=4167308 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Almeida, Caio [Author]; Freire, Gustavo [Author] Demand in the Option Market and the Pricing Kernel Books View online Schließen > Access https://ssrn.com/abstract=4314173 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Daviaud, Olivier [Author] How Close to Realised Vol Should Implied Vol Trade? Books View online Schließen > Access https://ssrn.com/abstract=4495530 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Liu, David [Author] Market Risk Premium and Otm Options : A Revisit of the Black-Scholes-Merton Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4488154 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Daviaud, Olivier [Author]; Mukhopadhyay, Abhishek [Author] Linking the Performance of Vanilla Options to the Volatility Premium Books View online Schließen > Access https://ssrn.com/abstract=3921076 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Kräussl, Roman [Author]; Oladiran, Tobi [Author]; Stefanova, Denitsa [Author] ESG as protection against downside risk Books View online Schließen > Access https://hdl.handle.net/10419/285370 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main, Germany: Center for Financial Studies, Goethe University, [2023] Published in: Center for Financial Studies: CFS working paper series ; 708 Neururer, Thaddeus [Author] Variance Risk Premiums and Aging Firms Books View online Schließen > Access https://ssrn.com/abstract=4374914 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Neo, Poh Ling [Author]; Tee, Chyng Wen [Author] Tail Risk Hedging : The Search for Cheap Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4378071 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Kirkby, Justin [Author]; Aguilar, Jean-Philippe [Author] The Return Barrier and Return Timer Option with Pricing under Lévy Processes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4318195 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Malloch, Hamish [Author]; Aspris, Angelo [Author]; Svec, Jiri [Author] Option Implied Dividends and the Market Risk Premium Books View online Schließen > Access https://ssrn.com/abstract=4401418 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Kirmße, Stefan [Author] Die Bepreisung und Steuerung von Ausfallrisiken im Firmenkundengeschäft der Kreditinstitute : ein optionspreistheoretischer Ansatz Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Knapp, 1996 Published in: Zentrum für Ertragsorientiertes Bankmanagement: Schriftenreihe des Zentrums für Ertragsorientiertes Bankmanagement ; 10
Schmid, Bernd [Author] Credit risk pricing models : theory and practice - [2. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2004 Published in: Springer Finance
Benkert, Christoph [Author] Default risk in bond and credit derivatives markets Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2004 Published in: Lecture notes in economics and mathematical systems ; 543
Grundke, Peter [Author] Modellierung und Bewertung von Kreditrisiken - [1. Aufl.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiesbaden: Dt. Univ.-Verl., 2003 Published in: Beiträge zur betriebswirtschaftlichen Forschung ; 105
Schmid, Bernd [Author] Pricing credit linked financial instruments : theory and empirical evidence Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin; Heidelberg [u.a.]: Springer, 2002 Published in: Lecture notes in economics and mathematical systems ; 516
Werner, Thomas [Author]; Upper, Christian [Author] Time variation in the tail behaviour of Bund futures returns Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Dt. Bundesbank, 2002 Published in: Volkswirtschaftliches Forschungszentrum: Discussion paper ; 2002,25,engl.
Jacobs, Kris [Author]; Ke, Sai [Author]; Pan, Xuhui (Nick) [Author] Tail Risk around FOMC Announcements Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4304240 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Culp, Christopher L. [Author]; Gandhi, Mihir [Author]; Nozawa, Yoshio [Author]; Veronesi, Pietro [Author] ; National Bureau of Economic Research Option-Implied Spreads and Option Risk Premia Books View online Schließen > Access https://www.nber.org/papers/w28941 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, 2021 Published in: NBER working paper series ; no. w28941
Choy, Siu Kai [Author]; Wei, Jason [Author] Liquidity risk and expected option returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2713915 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Toronto]: [University of Toronto - Rotman School of Management], January 4, 2016 Published in: Joseph L. Rotman School of Management: Rotman School of Management working paper ; 2713915
Jaisinghani, Nikhil [Author] About Options Investors Books View online Schließen > Access https://ssrn.com/abstract=4450167 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Duarte, Jefferson [Author]; Jones, Christopher S. [Author]; Wang, Junbo L. [Author] Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium Books View online Schließen > Access https://ssrn.com/abstract=4167308 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Almeida, Caio [Author]; Freire, Gustavo [Author] Demand in the Option Market and the Pricing Kernel Books View online Schließen > Access https://ssrn.com/abstract=4314173 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Daviaud, Olivier [Author] How Close to Realised Vol Should Implied Vol Trade? Books View online Schließen > Access https://ssrn.com/abstract=4495530 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Liu, David [Author] Market Risk Premium and Otm Options : A Revisit of the Black-Scholes-Merton Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4488154 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Daviaud, Olivier [Author]; Mukhopadhyay, Abhishek [Author] Linking the Performance of Vanilla Options to the Volatility Premium Books View online Schließen > Access https://ssrn.com/abstract=3921076 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Kräussl, Roman [Author]; Oladiran, Tobi [Author]; Stefanova, Denitsa [Author] ESG as protection against downside risk Books View online Schließen > Access https://hdl.handle.net/10419/285370 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main, Germany: Center for Financial Studies, Goethe University, [2023] Published in: Center for Financial Studies: CFS working paper series ; 708
Neururer, Thaddeus [Author] Variance Risk Premiums and Aging Firms Books View online Schließen > Access https://ssrn.com/abstract=4374914 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Neo, Poh Ling [Author]; Tee, Chyng Wen [Author] Tail Risk Hedging : The Search for Cheap Options Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4378071 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Kirkby, Justin [Author]; Aguilar, Jean-Philippe [Author] The Return Barrier and Return Timer Option with Pricing under Lévy Processes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4318195 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Malloch, Hamish [Author]; Aspris, Angelo [Author]; Svec, Jiri [Author] Option Implied Dividends and the Market Risk Premium Books View online Schließen > Access https://ssrn.com/abstract=4401418 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
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