//--> //--> //-->
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:"Option pricing theory"
~isPartOf:"Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~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: subject_exact:"Wandelschuldverschreibung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Credit risk
Convertible bond
14
Wandelanleihe
14
Theorie
11
Theory
11
Optionspreistheorie
5
CAPM
3
Financial analysis
3
Finanzanalyse
3
Hedging
3
Kreditrisiko
3
Yield curve
2
Zinsstruktur
2
Aktie
1
Aktienoption
1
Anleihe
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Capital structure
1
Corporate bond
1
Derivat
1
Derivative
1
Estimation
1
Kapitalstruktur
1
Optionsanleihe
1
Public bond
1
Risiko
1
Risk
1
Schätzung
1
Share
1
Stock option
1
USA
1
United States
1
Unternehmensanleihe
1
Warrant bond
1
Öffentliche Anleihe
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
7
German
1
Author
All
Wang, Jr-Yan
2
Ammann, Manuel
1
Ayache, E.
1
Dai, Tian-Shyr
1
De Spiegeleer, Jan
1
Forsyth, Peter A.
1
Garbade, Kenneth D.
1
Hung, Mao-Wei
1
Hölscher, Reinhold
1
Lu, Ling
1
Schoutens, Wim
1
Seiz, Ralf
1
Vetzal, Kenneth R.
1
Xu, Wei
1
more ...
less ...
Published in...
All
Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
5
The journal of futures markets
4
International journal of financial engineering
3
International review of financial analysis
3
Journal of banking & finance
3
Quantitative finance
3
The European journal of finance
3
The journal of corporate finance : contracting, governance and organization
3
The journal of fixed income
3
Economic modelling
2
Gabler Edition Wissenschaft
2
International review of economics & finance : IREF
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Journal of financial engineering
2
Journal of risk
2
Schmalenbach business review : sbr
2
Annals of finance
1
Applied financial economics
1
Applied mathematical finance
1
Asia-Pacific journal of financial studies
1
Banking review
1
Beiträge zur betriebswirtschaftlichen Forschung
1
Bonn Econ Discussion Papers / BGSE
1
Brussels economic review
1
CBN journal of applied statistics
1
CESifo working papers
1
DNB working paper
1
De Nederlandsche Bank Working Paper
1
Die Betriebswirtschaft : DBW
1
Discussion paper / A
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong / School of Economics and Finance, the University of Hong Kong
1
Discussion papers / CEPR
1
Dissertationen / Universität St. Gallen
1
Economic policy : a European forum
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk
Lu, Ling
;
Xu, Wei
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011931521
Saved in:
2
A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
Wang, Jr-Yan
;
Dai, Tian-Shyr
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 52-79
Persistent link: https://www.econbiz.de/10011687427
Saved in:
3
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
Saved in:
4
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
5
Valuation of convertible bonds with credit risk
Ayache, E.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 9-29
Persistent link: https://www.econbiz.de/10001798981
Saved in:
6
Pricing convertible bonds subject to default risk
Hung, Mao-Wei
;
Wang, Jr-Yan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001745235
Saved in:
7
Die Bewertung von Wandelanleihen : unter besonderer Berücksichtigung der Daimler-Benz-Wandelanleihe 1997/2002 mit Pflichtwandlung am Ende der Laufzeit
Hölscher, Reinhold
- In:
Die Unternehmung : Swiss journal of business research …
53
(
1999
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10001389662
Saved in:
8
Managerial discretion and contingent valuation of corporate securities
Garbade, Kenneth D.
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 65-76
Persistent link: https://www.econbiz.de/10001432453
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->