//--> //--> //-->
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
~isPartOf:"International journal of financial engineering"
~subject:"Credit risk"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Option pricing theory
115
Optionspreistheorie
115
Stochastic process
55
Stochastischer Prozess
55
Volatility
47
Volatilität
47
Option trading
31
Optionsgeschäft
31
Derivat
23
Derivative
23
Black-Scholes model
20
Black-Scholes-Modell
20
Portfolio selection
14
Portfolio-Management
14
Yield curve
12
Zinsstruktur
12
CAPM
10
option pricing
10
Experiment
9
Interest rate derivative
9
Option pricing
9
Zinsderivat
9
Kreditrisiko
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Hedging
7
Statistical distribution
7
Statistische Verteilung
7
Swap
7
Analysis
6
Estimation theory
6
Mathematical analysis
6
Schätztheorie
6
Finanzmathematik
5
Implied volatility
5
Incomplete market
5
Lévy processes
5
Markov chain
5
Markov-Kette
5
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Takahashi, Akihiko
2
Engelmann, Bernd
1
Fuji, Masaaki
1
Jin, Yunguo
1
Li, Weiping
1
Mi, Yanhui
1
Shiraya, Kenichiro
1
Tian, Kun
1
Wu, Min
1
Xiong, Dewen
1
Yan, Wenchao
1
Yang, Yimin
1
Yuan, George Xianzhi
1
Zhong, Shouming
1
Zou, Lin
1
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
29
Review of derivatives research
15
Journal of banking & finance
13
Applied mathematical finance
12
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of computational finance
10
The journal of futures markets
10
International review of financial analysis
9
Asia-Pacific financial markets
8
Insurance / Mathematics & economics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Quantitative finance
7
Applied economics letters
6
European journal of operational research : EJOR
6
Finance research letters
6
Journal of economic dynamics & control
6
Journal of mathematical finance
6
The European journal of finance
6
Finance and stochastics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Review of quantitative finance and accounting
4
The journal of credit risk : published quarterly by Incisive Media
4
The journal of fixed income
4
Annals of financial economics
3
Computational economics
3
IMES discussion paper series / Englische Ausgabe
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial services research : JFSR
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
Springer Texts in Business and Economics
3
The journal of real estate finance and economics
3
Annals of finance
2
Beiträge zur betriebswirtschaftlichen Forschung
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
2
Estimating actual probability of default from structural models
Zou, Lin
;
Li, Weiping
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013188686
Saved in:
3
Basel regulatory capital formula revised
Yang, Yimin
;
Wu, Min
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012655060
Saved in:
4
The study of dynamics for credit default risk by backward stochastic differential equation method
Tian, Kun
;
Xiong, Dewen
;
Yan, Wenchao
;
Yuan, George Xianzhi
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012028824
Saved in:
5
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
6
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
7
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Saved in:
8
New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo
;
Zhong, Shouming
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->