//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Yield curve"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Option pricing theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Option pricing theory
556
Optionspreistheorie
556
Theorie
246
Theory
246
Stochastic process
98
Stochastischer Prozess
98
Volatility
88
Volatilität
88
Option trading
79
Optionsgeschäft
79
Derivat
72
Derivative
72
Black-Scholes model
47
Black-Scholes-Modell
47
Hedging
40
USA
37
United States
37
CAPM
33
Real options analysis
32
Realoptionsansatz
32
Credit risk
28
Kreditrisiko
28
Portfolio selection
25
Portfolio-Management
25
Zinsstruktur
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Deutschland
23
Germany
23
Estimation
22
Schätzung
22
Finanzmathematik
21
Mathematical finance
19
Mathematical programming
17
Mathematische Optimierung
17
Risiko
17
Risikomanagement
17
Risk
17
Estimation theory
16
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
21
Book / Working Paper
4
Type of publication (narrower categories)
All
Aufsatz im Buch
Multi-volume publication
Systematic review
Article in journal
486
Aufsatz in Zeitschrift
486
Graue Literatur
127
Non-commercial literature
127
Arbeitspapier
106
Working Paper
106
Hochschulschrift
53
Thesis
44
Book section
18
Collection of articles written by one author
15
Sammlung
15
Lehrbuch
12
Textbook
11
Collection of articles of several authors
10
Sammelwerk
10
Bibliografie enthalten
9
Bibliography included
9
Conference paper
9
Konferenzbeitrag
9
Übersichtsarbeit
7
Forschungsbericht
5
Konferenzschrift
5
Aufsatzsammlung
4
Conference proceedings
4
Bibliografie
2
Accompanied by computer file
1
Book review
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Mikroform
1
No longer published / No longer aquired
1
Reprint
1
Rezension
1
more ...
less ...
Language
All
English
23
German
2
Author
All
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Gibson, Rajna
2
Grbac, Zorana
2
Lhabitant, François-Serge
2
Sundaresan, Suresh M.
2
Talay, Denis
2
Amir-Atefi, Keyvan
1
Benth, Fred Espen
1
Bianchi, Stephen W.
1
Bielecki, Tomasz R.
1
Björk, Tomas
1
Buetow, Gerald W.
1
Bühler, Wolfgang
1
Büsing, Christine
1
Chen, Mark Ke
1
Choudhry, Moorad
1
Cossin, Didier
1
D'Souza, Dylan
1
Di Persio, Luca
1
Dym, Steven I.
1
Frühwirth, Manfred
1
Glau, Kathrin
1
Gugole, Nicola
1
Ho, Thomas S. Y.
1
Hoek, John van der
1
Krief, David
1
Landén, Camilla
1
Mann, Steven V.
1
Mordecki, Ernesto
1
Papapantoleon, Antonis
1
Poon, Ser-Huang
1
Racheva-Jotova, Borjana
1
Rogers, Leonard C. G.
1
Rutkowski, Marek
1
Siu, Tak Kuen
1
Sosa, Andrés
1
Sögner, Leopold
1
Tankov, Peter
1
Wets, Roger J.-B.
1
more ...
less ...
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
3
New methods in fixed income modeling : fixed income modeling
2
Bewertung und Einsatz von Finanzderivaten
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Empirie und Betriebswirtschaft : Entwicklungen und Perspektiven
1
Finanzmarkt und Portfolio-Management
1
Foundations and trends in finance
1
Handbook of research methods and applications in empirical finance
1
Investment management and financial management
1
Paine Webber working paper series in money, economics and finance
1
Risikomanagement
1
Springer finance
1
The handbook of fixed income securities
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Valuation, financial modeling, and quantitative tools
1
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
2
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
4
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
5
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
6
Modelling the Uruguayan debt through Gaussians models
Mordecki, Ernesto
;
Sosa, Andrés
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 331-346)
.
2016
Persistent link: https://www.econbiz.de/10011800861
Saved in:
7
Derivatives pricing with affine models and numerical implementation
Chen, Mark Ke
;
Poon, Ser-Huang
- In:
Handbook of research methods and applications in …
,
(pp. 148-168)
.
2013
Persistent link: https://www.econbiz.de/10011897397
Saved in:
8
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
2010
Persistent link: https://www.econbiz.de/10008904346
Saved in:
9
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.
;
Rutkowski, Marek
-
2002
Persistent link: https://www.econbiz.de/10001621020
Saved in:
10
A unified approach to interest rate risk and credit risk of cash and derivative instruments
Dym, Steven I.
-
2008
Persistent link: https://www.econbiz.de/10003765087
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->