//--> //--> //-->
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:"Derivat"
~type_genre:"Article in journal"
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: "Farkas, Walter"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Risikomaß
6
Risk measure
6
Theorie
5
Theory
5
Option trading
4
Optionsgeschäft
4
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
4
Risk management
4
Volatility
4
Volatilität
4
Acceptance sets
3
Credit risk
3
Derivative
3
Kreditrisiko
3
Option pricing theory
3
Optionspreistheorie
3
Risk measures
3
Bank risk
2
Bankrisiko
2
Basel Accord
2
Basler Akkord
2
Measurement
2
Messung
2
Risiko
2
Risk
2
Stochastic process
2
Stochastischer Prozess
2
Analysis of variance
1
Asset-Backed Securities
1
Asset-backed securities
1
Ausreißer
1
Bank
1
Basel framework
1
Black-Scholes model
1
Black-Scholes-Modell
1
CDOs
1
CLOs
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
3
Aufsatz in Zeitschrift
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Farkas, Walter
3
Drimus, Gabriel
1
Dyachenko, Artem
1
Gourier, Elise
1
Huitema, Robert
1
Necula, Ciprian
1
Rieger, Marc Oliver
1
more ...
less ...
Published in...
All
Journal of banking & finance
1
Review of derivatives research
1
The journal of investing : JOI
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility dependent structured products
Dyachenko, Artem
;
Farkas, Walter
;
Rieger, Marc Oliver
- In:
The journal of investing : JOI
30
(
2021
)
2
,
pp. 53-60
Persistent link: https://www.econbiz.de/10012423040
Saved in:
2
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
3
Local volatility of volatility for the VIX market
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
16
(
2013
)
3
,
pp. 267-293
Persistent link: https://www.econbiz.de/10010222940
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->