//--> //--> //--> //-->
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:"Deutschland"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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:"Contingent-claims approach"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Option pricing theory
7,374
Optionspreistheorie
7,374
Volatility
2,139
Volatilität
2,139
Stochastic process
1,918
Stochastischer Prozess
1,918
Theorie
1,725
Theory
1,725
Option trading
1,654
Optionsgeschäft
1,654
Derivat
1,232
Derivative
1,232
Hedging
646
Black-Scholes model
606
Black-Scholes-Modell
606
Portfolio selection
546
Portfolio-Management
546
Yield curve
497
Zinsstruktur
497
CAPM
480
Estimation
450
Schätzung
444
USA
430
United States
430
Monte Carlo simulation
416
Monte-Carlo-Simulation
416
Risk
370
Risiko
367
Real options analysis
339
Realoptionsansatz
339
Kreditrisiko
335
Credit risk
334
Statistical distribution
333
Statistische Verteilung
333
Option pricing
274
Capital income
266
Kapitaleinkommen
266
Experiment
260
ARCH model
251
ARCH-Modell
251
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
46
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Hochschulschrift
96
Thesis
89
Graue Literatur
66
Non-commercial literature
66
Arbeitspapier
52
Working Paper
52
Aufsatz in Zeitschrift
46
Lehrbuch
29
Textbook
27
Bibliografie enthalten
24
Bibliography included
24
Aufsatz im Buch
23
Book section
23
Collection of articles of several authors
6
Sammelwerk
6
Collection of articles written by one author
4
Sammlung
4
Aufsatzsammlung
3
CD-ROM, DVD
2
Case study
2
Festschrift
2
Glossar enthalten
2
Glossary included
2
Amtsdruckschrift
1
Bibliografie
1
Einführung
1
Elektronischer Datenträger
1
Forschungsbericht
1
Government document
1
Handbook
1
Handbuch
1
Nachschlagewerk
1
Reference book
1
more ...
less ...
Language
All
English
39
German
8
French
1
Author
All
Wilkens, Sascha
3
Entrop, Oliver
2
Glatzer, Ernst
2
Korn, Olaf
2
Koziol, Christian
2
Mittnik, Stefan
2
Rieken, Sascha
2
Röder, Klaus
2
Scheicher, Martin
2
Stoimenov, Pavel A.
2
Uhrig-Homburg, Marliese
2
Wilkens, Marco
2
Anders, Ulrich
1
Balbás de la Corte, Alejandro
1
Baule, Rainer
1
Beer, Simone
1
Belke, Ansgar
1
Berg, Tobias
1
Branger, Nicole
1
Burda, Michael C.
1
Böttcher, Tido
1
Bühler, Wolfgang
1
Campa, José Manuel
1
Chang, P. H. Kevin
1
Curtillet, Jean-Christophe
1
De Winne, Rudy
1
Dieudonné, Mathieu
1
Dorfleitner, Gregor
1
Eberlein, Ernst
1
Engelmann, Bernd
1
Falbo, Paolo
1
Fattore, Marco
1
Felix, Bastian
1
Fengler, Matthias R.
1
Fink, Holger Maria
1
Hafner, Christian M.
1
Hellermann, Rolf
1
Herrera, Rodrigo
1
Herwartz, Helmut
1
Härdle, Wolfgang
1
more ...
less ...
Published in...
All
Kredit und Kapital
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of banking & finance
3
The journal of futures markets
3
Journal of business economics : JBE
2
Applied financial economics
1
Credit and capital markets : Kredit und Kapital
1
Economic & financial modelling : a journal of the European Economics and Financial Centre
1
Ekonomia : the journal of the Cyprus Economic Society
1
Energy policy
1
Finance : revue de l'Association Française de Finance
1
Global finance journal
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of derivatives & hedge funds
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of risk
1
Journal of risk finance : the convergence of financial products and insurance
1
Lecture notes in economics and mathematical systems : LNEMS
1
Quantitative finance
1
Reihe: Planung, Organisation und Unternehmungsführung
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The European journal of finance
1
The Geneva risk and insurance review
1
The Korean economic review
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of asset management
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
[Workshop on Developments in Exchange Rate Modelling]
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market risk modeling with option-implied covariances and score-driven dynamics
Herrera, Rodrigo
;
Piña, Marco
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014534822
Saved in:
2
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
3
Dynamics of foreign exchange implied volatility and implied correlation surfaces
Beer, Simone
;
Fink, Holger Maria
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1293-1320
Persistent link: https://www.econbiz.de/10012194789
Saved in:
4
Valuation at origination of legal prepayment options embedded in 15-year German mortgage loans
Wosnitza, Jan Henrik
- In:
Credit and capital markets : Kredit und Kapital
51
(
2018
)
3
,
pp. 465-489
Persistent link: https://www.econbiz.de/10011948474
Saved in:
5
The pricing of hedging longevity risk the help of annuity securitizations : an application to the German market
Lorson, Jonas
;
Wagner, Joël
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
4
,
pp. 385-416
Persistent link: https://www.econbiz.de/10010429743
Saved in:
6
Guaranteed stop orders as portfolio insurance : an analysis for the German stock market
Leicht, Jonathan Josef
;
Rathgeber, Andreas W.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
4
,
pp. 257-278
Persistent link: https://www.econbiz.de/10010462895
Saved in:
7
Gas storage valuation under limited market liquidity : an application in Germany
Felix, Bastian
;
Woll, Oliver
;
Weber, Christoph
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 715-733
Persistent link: https://www.econbiz.de/10010244737
Saved in:
8
A new index for electricity spot markets
Falbo, Paolo
;
Fattore, Marco
;
Stefani, Silvana
- In:
Energy policy
38
(
2010
)
6
,
pp. 2739-2750
Persistent link: https://www.econbiz.de/10008654194
Saved in:
9
On the future contract quality option : a new look
Balbás de la Corte, Alejandro
;
Reichardt, Susana
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1217-1229
Persistent link: https://www.econbiz.de/10009010290
Saved in:
10
Die Bewertung von Verlustvorträgen und Tax Shields auf arbitragefreien Märkten
Streitferdt, Felix
- In:
Journal of business economics : JBE
80
(
2010
)
10
,
pp. 1041-1074
Persistent link: https://www.econbiz.de/10008661328
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->