{"title":"Market Parameter from Historical Time Series","authors":"H. Deutsch","doi":"10.1057/9781403946089_32","DOIUrl":"https://doi.org/10.1057/9781403946089_32","url":null,"abstract":"","PeriodicalId":177856,"journal":{"name":"Derivatives and Internal Models","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125796498","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Hedging","authors":"H. Deutsch, M. Beinker","doi":"10.1057/9780230502109_13","DOIUrl":"https://doi.org/10.1057/9780230502109_13","url":null,"abstract":"","PeriodicalId":177856,"journal":{"name":"Derivatives and Internal Models","volume":"117 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133099421","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"FX Derivatives","authors":"H. Deutsch, M. Beinker","doi":"10.1007/978-3-030-22899-6_16","DOIUrl":"https://doi.org/10.1007/978-3-030-22899-6_16","url":null,"abstract":"","PeriodicalId":177856,"journal":{"name":"Derivatives and Internal Models","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116812990","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Example of a VaR Computation","authors":"H. Deutsch","doi":"10.1057/9781403946089_25","DOIUrl":"https://doi.org/10.1057/9781403946089_25","url":null,"abstract":"","PeriodicalId":177856,"journal":{"name":"Derivatives and Internal Models","volume":"61 5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123251083","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Interest Rates and Term Structure Models","authors":"H. Deutsch","doi":"10.1057/9780230234758_14","DOIUrl":"https://doi.org/10.1057/9780230234758_14","url":null,"abstract":"","PeriodicalId":177856,"journal":{"name":"Derivatives and Internal Models","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131802409","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fundamentals","authors":"H. Deutsch, M. Beinker","doi":"10.1007/978-3-030-22899-6_21","DOIUrl":"https://doi.org/10.1007/978-3-030-22899-6_21","url":null,"abstract":"","PeriodicalId":177856,"journal":{"name":"Derivatives and Internal Models","volume":"25 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128087942","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Attributes and Their Characteristic Portfolios","authors":"H. Deutsch","doi":"10.1057/9781403946089_28","DOIUrl":"https://doi.org/10.1057/9781403946089_28","url":null,"abstract":"","PeriodicalId":177856,"journal":{"name":"Derivatives and Internal Models","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133189164","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}