Results 171 to 180 of about 30,951 (222)

Hedging climate change risks in Southern Africa's agricultural industry using catastrophe bonds. [PDF]

Jamba
Mutsvene T, Klingelhöfer HE.
europepmc   +1 more source

Deep deterministic policy gradient-based automatic negotiation framework for shared decision-making. [PDF]

Sci Rep
Chen X, Lu P, Liu Y, Hong FP.
europepmc   +1 more source

Research on the mechanism of leader-follower product sales competition based on market access restrictions and forward contract considerations. [PDF]

Heliyon
Wang L, Cao Z, Li P.
europepmc   +1 more source

Decoding corporate communication strategies: Analysing mandatory published information under Pillar 3 across turbulent periods with unsupervised machine learning. [PDF]

PLoS One
Pilková A, Munk M, Kelebercová L.
europepmc   +1 more source

Some of the next articles are maybe not open access.

Related searches:

Counterparty risk allocation

Journal of Risk, 2019
We address the problem of minimizing the risk of an exposure (e.g., cash holdings) to a small number of defaultable counterparties based on spectral risk measures, in particular the expected shortfall. The resulting risk-minimal allocation turns out to be economically implausible in a number of ways: When the loss distribution is discrete, only corner ...
openaire   +1 more source

Dynamic Investment and Counterparty Risk

Applied Mathematics & Optimization, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bo, Lijun, Capponi, Agostino
openaire   +1 more source

Counterparty risk, central counterparty clearing and aggregate risk

Annals of Finance, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Counterparty Credit Risk and AmericanOptions

The Journal of Derivatives, 2010
One of the many counterintuitive things students in a first course on options learn is that premature exercise of an American call option on a nondividend paying stock is a mistake, and that for a dividend-paying stock, early exercise is never rational except just before the stock goes ex-dividend. Efforts to incorporate counterparty credit risk in the
Peter Charles Klein, Jun Yang
openaire   +1 more source

Counterparty Credit Risk

Quantitative Finance, 2013
Counterparty Credit Risk is a must-read for anyone interested or involved in counterparty credit risk (CCR); it is one of the first comprehensive, well-written books on this topic, which has become...
openaire   +1 more source

Do central counterparties reduce counterparty and liquidity risk? Empirical results

Algorithmic Finance, 2021
A central counterparty (CCP) interposes itself between buyers and sellers of financial contracts to extinguish their bilateral exposures. Therefore, central clearing and settlement through a CCP should affect how financial institutions engage in financial markets. Though, financial institutions’ interactions are difficult to observe and analyze. Based
León, Carlos, Mariño, Ricardo, Cadena, Carlos   +2 more
openaire   +1 more source