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Search: "Chang, Carolyn C. W."
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Option pricing theory
9
Optionspreistheorie
9
Theorie
8
Theory
8
Disaster
6
Katastrophe
6
Risikomodell
6
Risk model
6
Derivat
5
Derivative
5
Storm
5
Sturm
5
Hedging
4
Elementarschadenversicherung
3
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Natural disaster insurance
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Versicherung
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Börsenkurs
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Climate change
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USA
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United States
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Volatilität
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hurricane risk modeling
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option pricing modeling
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1974-1987
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Aktienmarkt
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English
17
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Chang, Carolyn C. W.
17
Chang, Jack S. K.
12
Yu, Min-Teh
6
Feng, Yalan
2
Chang, Carolyn C.W.
1
Chang, Jack S.K.
1
Keng, Kenneth C.
1
Lee, Jin-Ping
1
Li, Xiaodan
1
Lim, Kian-Guan
1
Lin, Bing-huei
1
Lin, Edward M. H.
1
Lo, Chien-Ling
1
Loo, Jean C.H.
1
Lu, WeLi
1
Wang, Yu-Jen
1
Wen, Min Ming
1
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International review of economics & finance : IREF
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Asia-Pacific journal of risk and insurance : APJRI
1
Belgian journal of operations research, statistics and computer science
1
Global finance journal
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of risk management in financial institutions
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Pacific-Basin finance journal
1
Review of Pacific Basin financial markets and policies
1
Symposium on catastrophic risk
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
The journal of insurance issues : official journal of the Western Risk and Insurance Association
1
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ECONIS (ZBW)
17
OLC EcoSci
1
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1
Pricing hurricane bonds using a physically based option pricing approach
Chang, Carolyn C. W.
;
Chang, Jack S. K.
;
Yu, Min-Teh
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10013167036
Saved in:
2
Hurricane bond price dependency on underlying hurricane parameters
Chang, Carolyn C. W.
;
Feng, Yalan
- In:
Asia-Pacific journal of risk and insurance : APJRI
15
(
2021
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012437783
Saved in:
3
Pricing catastrophe swaps with default risk and stochastic interest rates
Lo, Chien-Ling
;
Chang, Carolyn C. W.
;
Lee, Jin-Ping
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013332712
Saved in:
4
Catastrophe bond spread and hurricane arrival frequency
Chang, Carolyn C. W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012666101
Saved in:
5
Pricing options with physically based exercise and random maturity
Chang, Carolyn C. W.
;
Chang, Jack S. K.
;
Feng, Yalan
- In:
The journal of insurance issues : official journal of …
43
(
2020
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10012623434
Saved in:
6
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry
Chang, Carolyn C. W.
;
Li, Xiaodan
;
Lin, Edward M. H.
; …
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 273-284
Persistent link: https://www.econbiz.de/10012033479
Saved in:
7
Derivatives trading information, stock market behavior, and financial institutions
Chang, Carolyn C. W.
;
Lin, Bing-huei
;
Yu, Min-Teh
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 324-325
Persistent link: https://www.econbiz.de/10012033489
Saved in:
8
Hedging the impact of climate change in the catastrophe space
Chang, Carolyn C. W.
;
Chang, Jack S. K.
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
4
,
pp. 341-352
Persistent link: https://www.econbiz.de/10011753941
Saved in:
9
Optimum hurricane futures hedge in a warming environment : a risk-return jump-diffusion approach
Chang, Carolyn C. W.
;
Chang, Jack S. K.
;
Wen, Min Ming
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 199-217
Persistent link: https://www.econbiz.de/10010340225
Saved in:
10
Pricing catastrophe options with stochastic claim arrival intensity in claim time
Chang, Carolyn C. W.
;
Chang, Jack S. K.
;
Lu, WeLi
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 24-32
Persistent link: https://www.econbiz.de/10003905636
Saved in:
11
Doubly-binomial option pricing with application to insurance derivatives
Chang, Carolyn C. W.
;
Chang, Jack S. K.
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10003140331
Saved in:
12
Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging
Chang, Carolyn C. W.
;
Chang, Jack S. K.
- In:
The journal of futures markets
23
(
2003
)
12
,
pp. 1209-1237
Persistent link: https://www.econbiz.de/10001828531
Saved in:
13
Information-time option pricing : theory and empirical evidence
Chang, Carolyn C. W.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 211-242
Persistent link: https://www.econbiz.de/10001238938
Saved in:
14
Pricing catastrophe insurance futures call spreads : a randamized operational time approach
Chang, Carolyn C. W.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
4
,
pp. 599-617
Persistent link: https://www.econbiz.de/10001335132
Saved in:
15
Option pricing with stochastic volatility : information-time vs. calendar-time
Chang, Carolyn C. W.
- In:
Management science : journal of the Institute for …
42
(
1996
)
7
,
pp. 974-991
Persistent link: https://www.econbiz.de/10001204540
Saved in:
16
Futures-Forward Price Differentials in the T-Bill Markets: An Application of the Arbitrage Pricing Theory
Chang, Carolyn C.W.
;
Chang, Jack S.K.
;
Loo, Jean C.H.
- In:
Global finance journal
5
(
1994
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10007712994
Saved in:
17
Stock indexes, stock index futures and stock index futures options : a causality analysis
Chang, Carolyn C. W.
- In:
Belgian journal of operations research, statistics and …
28
(
1988
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001076736
Saved in:
18
Forward and futures prices : evidence from the foreign exchange markets
Chang, Carolyn C. W.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1333-1336
Persistent link: https://www.econbiz.de/10001098050
Saved in:
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