//--> //--> //--> //-->
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
person:"Zitzewitz, Eric"
~accessRights:"restricted"
~person:"Jarrow, Robert A."
~person:"Prokopczuk, Marcel"
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: subject_exact:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
16
Derivative
16
Option pricing theory
5
Optionspreistheorie
5
Theorie
5
Theory
5
Commodity derivative
3
Forecasting model
3
Option trading
3
Optionsgeschäft
3
Prognoseverfahren
3
Rohstoffderivat
3
Bubbles
2
Capital income
2
Commodity exchange
2
Forecast
2
Hedging
2
Kapitaleinkommen
2
Options
2
Prognose
2
Risiko
2
Risk
2
Spekulationsblase
2
Warenbörse
2
risk-neutral valuation
2
Anleihe
1
Asset pricing models
1
Asymmetric information
1
Asymmetrische Information
1
Bid-ask spread
1
Bond
1
Bond market
1
CAPM
1
Cointegrated underlyings
1
Cointegration
1
Collateral
1
Commodities
1
Commodity futures
1
Commodity market
1
Commodity markets
1
more ...
less ...
Online availability
All
Undetermined
Free
27
Type of publication
All
Article
13
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
16
Author
All
Zitzewitz, Eric
Jarrow, Robert A.
Prokopczuk, Marcel
Wang, Xingchun
14
Benth, Fred Espen
12
Ryu, Doojin
9
Acharya, Viral V.
8
Broll, Udo
8
Cui, Zhenyu
8
Fabozzi, Frank J.
7
Keffala, Mohamed Rochdi
7
Bloss, Michael
6
Floros, Christos
6
Kruse, Susanne
6
Leung, Tim
6
Tunaru, Radu
6
Xu, Xiaojie
6
Deutsch, Hans-Peter
5
Ernst, Dietmar
5
Escobar, Marcos
5
Fernandez-Perez, Adrian
5
Godin, Frédéric
5
Junge, Benjamin
5
Kwok, Yue-Kuen
5
Murphy, David
5
Procasky, William J.
5
Ranasinghe, Tharindra
5
Račev, Svetlozar T.
5
Roncoroni, Andrea
5
Welzel, Peter
5
Wilkens, Marco
5
Yu, Min-Teh
5
Zhang, Jin E.
5
Augustin, Patrick
4
Azhar Mohamad
4
Branger, Nicole
4
Brooks, Robert
4
Bunn, Derek W.
4
Burnside, Craig
4
Carr, Peter
4
Chen, Yu-Lun
4
more ...
less ...
Published in...
All
Annual review of financial economics
3
Discussion paper / Centre for Economic Policy Research
2
Energy economics
2
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
Finance research letters
1
Handbook of Economic Forecasting : volume 2, part A
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
3
Convenience yield risk
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Energy economics
120
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014283248
Saved in:
4
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
5
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
Saved in:
6
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
7
Introduction: special issue on commodity and energy markets in the Journal of Banking and Finance
Roncoroni, Andrea
;
Prokopczuk, Marcel
;
Ronn, Ehud I.
- In:
Journal of banking & finance
95
(
2018
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011966673
Saved in:
8
An empirical investigation of large trader market manipulation in derivatives markets
Jarrow, Robert A.
;
Fung, Scott
;
Tsai, Shih-Chuan
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 331-374
Persistent link: https://www.econbiz.de/10012055746
Saved in:
9
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
10
An empirical model comparison for valuing crack spread options
Mahringer, Steffen
;
Prokopczuk, Marcel
- In:
Energy economics
51
(
2015
),
pp. 177-187
Persistent link: https://www.econbiz.de/10011564825
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->