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~isPartOf:"Journal of mathematical finance"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
100
Derivative
100
Option pricing theory
45
Optionspreistheorie
45
Volatility
25
Volatilität
25
Hedging
21
Stochastic process
21
Stochastischer Prozess
21
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20
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19
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14
Kreditrisiko
14
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11
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10
Credit derivative
9
Kreditderivat
9
CAPM
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Capital income
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Commodity derivative
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Kapitaleinkommen
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Rohstoffderivat
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Risk management
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Schätzung
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Dömötör, Barbara
2
Gao, Min
2
Hao, Ruili
2
Luo, Xingguo
2
Pellegrino, Tommaso
2
Sviščuk, Anatolij
2
Wang, Xingchun
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Finance research letters
Journal of mathematical finance
The journal of futures markets
390
Journal of banking & finance
177
International journal of theoretical and applied finance
171
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
79
Journal of financial economics
73
Review of derivatives research
68
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
International review of financial analysis
62
The European journal of finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
International review of economics & finance : IREF
60
Quantitative finance
59
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
42
Wiley finance series
40
Economics letters
39
The review of financial studies
39
Applied economics letters
38
Journal of economic dynamics & control
38
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Finance and economics discussion series
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ECONIS (ZBW)
100
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1
The influence of grain futures market on stock price fluctuation of agricultural listed companies
Zhang, Lulu
;
Shi, Qi
;
Zhou, Ning
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445303
Saved in:
2
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
3
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
4
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
5
The impact of the capital gains tax on the Korean derivatives market
Capelle-Blancard, Gunther
;
Khemakhem, Emna
- In:
Finance research letters
64
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014531785
Saved in:
6
The hedging effectiveness of electricity futures in the Spanish market
Peña Sánchez de Rivera, Juan Ignacio
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472285
Saved in:
7
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun
;
Yang, Jie
;
Huang, Qian
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
Saved in:
8
The impact of expected and unexpected events on Bitcoin price development : introduction of futures market and COVID-19
Cevik, Emrah Ismail
;
Gunay, Samet
;
Dibooglu, Sel
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472736
Saved in:
9
The effect of enterprise risk management on corporate risk management
Yun, Jiyeon
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473435
Saved in:
10
Hedging with derivatives to increase firm value
Ji, Pengfei
;
Wei, Lei
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473495
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