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subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"CD-ROM, DVD"
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Search: subject_exact:"Derivative"
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Portfolio selection
Derivat
233
Derivative
233
Option pricing theory
144
Optionspreistheorie
144
Stochastic process
79
Stochastischer Prozess
79
Theorie
73
Theory
73
Volatility
58
Volatilität
58
Hedging
51
Credit risk
48
Kreditrisiko
48
Option trading
37
Optionsgeschäft
37
Yield curve
33
Zinsstruktur
33
Portfolio-Management
29
Swap
24
Credit derivative
20
Kreditderivat
20
Black-Scholes model
19
Black-Scholes-Modell
19
Interest rate derivative
16
Zinsderivat
16
CAPM
15
Markov chain
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Risikomanagement
15
Risk management
15
Markov-Kette
14
Statistical distribution
13
Statistische Verteilung
13
CVA
11
Collateral
11
Experiment
11
Kreditsicherung
11
Incomplete market
10
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27
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Aufsatz in Zeitschrift
CD-ROM, DVD
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29
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29
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Halperin, Igor
2
Melʹnikov, Aleksandr V.
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Sit, Tony
2
Wong, Hoi Ying
2
Anagnostou, I.
1
Andersen, Leif B. G.
1
Brigo, Damiano
1
Brodén, Mats
1
Buescu, Cristin
1
Carmona, René
1
Cheang, Gerald H. L.
1
Chekhlov, Alexei
1
Chen, Junyao
1
Chiarella, Carl
1
Crépey, Stéphane
1
Delage, Erick
1
Elouerkhaoui, Youssef
1
Epple, Friedel
1
Garlaschelli, D.
1
Glasserman, Paul
1
Grasselli, Matheus
1
Gümbel, Sandrine
1
Haugh, Martin B.
1
Hess, Markus
1
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1
Hughston, Lane P.
1
Härdle, Wolfgang
1
Itkin, Andrey
1
Kandhai, D.
1
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1
Kim, Sung Ik
1
Kim, Young Shin
1
Lacedelli, Octavio Ruiz
1
Li, Jonathan Yu-Meng
1
Lipton, Alexander
1
Liu, Francis
1
Liu, Qing
1
Lu, Meng-Jou
1
Makogin, Vitalii
1
Marzban, Saeed
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International journal of theoretical and applied finance
Quantitative finance
Journal of banking & finance
15
The journal of futures markets
15
European journal of operational research : EJOR
13
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The European journal of finance
9
The journal of derivatives : JOD
9
Journal of financial and quantitative analysis : JFQA
8
The journal of fixed income
8
International review of financial analysis
7
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of asset management
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
Journal of mathematical finance
5
Review of derivatives research
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Annals of finance
4
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
4
Computational economics
4
Die Bank
4
Insurance / Mathematics & economics
4
International review of economics & finance : IREF
4
Journal of financial economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Risk and decision analysis
4
Risks : open access journal
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ECONIS (ZBW)
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1
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
2
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
3
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
4
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
5
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
6
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
7
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
8
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
Saved in:
9
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
10
The QLBS Q-Learner goes NuQLear : fitted Q iteration, inverse RL, and option portfolios
Halperin, Igor
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1543-1553
Persistent link: https://www.econbiz.de/10012194805
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