//--> //--> //--> //-->
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
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Série de trabalhos para discussão"
~isPartOf:"Working papers / Bank for International Settlements"
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:"Option trading"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Option trading
30
Optionsgeschäft
30
Option pricing theory
16
Optionspreistheorie
16
Volatility
11
Volatilität
11
Risikoprämie
9
Risk premium
9
Theorie
6
Theory
6
Brasilien
4
Brazil
4
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Portfolio selection
3
Portfolio-Management
3
Aktienmarkt
2
Aktienoption
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
CAPM
2
Derivat
2
Derivative
2
Index futures
2
Index-Futures
2
Interest rate
2
Interest rate derivative
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stock market
2
Stock option
2
USA
2
United States
2
Zins
2
Zinsderivat
2
options
2
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
30
Type of publication (narrower categories)
All
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Language
All
English
27
Portuguese
3
Author
All
Andersen, Torben
4
Berridge, S. J.
4
Fusari, Nicola
4
Schumacher, Johannes M.
4
Todorov, Viktor
4
Barbedo, Claudio Henrique da Silveira
3
Christoffersen, Peter F.
3
Lemgruber, Eduardo Facó
3
Araújo, Gustavo Silva
2
Audrino, Francesco
2
Colangelo, Dominik
2
Jacobs, Kris
2
Silva, Allan Jonathan da
2
Vicente, José Valentim Machado
2
Violante, Francesco
2
Almeida, Caio
1
Aramonte, Sirio
1
Baczynski, Jack
1
Baczynskiy, Jack
1
Barletta, Andrea
1
Barras, Laurent
1
Chang, Bo Young
1
Figueiredo, Antonio Carlos
1
Funke, Michael
1
Gomes, Frederico Pechir
1
Goyenko, Ruslan
1
Horst, Jenke R. ter
1
Jahan-Parvar, Mohammad R.
1
Karoui, Mehdi
1
Kyle, Albert S.
1
Loermann, Julius
1
Lutgens, Frank Johannes Willem
1
Malkhozov, Aytek
1
Moessner, Richhild
1
Qin, Zhenjiang
1
Rombouts, Jeroen V. K.
1
Rosen, Samuel
1
Santucci de Magistris, Paolo
1
Sbuelz, A.
1
Schindler, John W.
1
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
7
Banco Central do Brasil
1
Published in...
All
CREATES research paper
Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Série de trabalhos para discussão
Working papers / Bank for International Settlements
NBER working paper series
24
NBER Working Paper
19
Research paper series / Swiss Finance Institute
19
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Working paper / National Bureau of Economic Research, Inc.
17
Swiss Finance Institute Research Paper
13
Mathematical finance
10
Cogent economics & finance
9
Discussion paper / Tinbergen Institute
9
Quantitative finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Financial innovation : FIN
7
Review of derivatives research
7
CFS working paper series
6
The journal of futures markets
6
Finance and economics discussion series
5
SFB 649 discussion paper
5
Working paper
5
Working papers
5
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
5
Applied mathematical finance
4
Global COE Hi-Stat discussion paper series
4
Global business and finance review
4
International Journal of Financial Studies : open access journal
4
Michael J. Brennan Irish Finance Working Paper Series Research Paper
4
Robert H. Smith School Research Paper
4
Rotman School of Management working paper / University of Toronto Rotman School of Management
4
Working paper / Institut for Finansiering, Handelshøjskolen i København
4
Working papers / Lancaster University Management School
4
Computational economics
3
Computational management science
3
DNB working paper
3
Discussion paper series
3
Discussion papers / Helsinki Center of Economic Research : discussion paper
3
Discussion papers in economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
Saved in:
2
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
-
2021
Persistent link: https://www.econbiz.de/10012483801
Saved in:
3
Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
4
Option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
-
2018
Persistent link: https://www.econbiz.de/10011797494
Saved in:
5
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
6
The discontinuation of the EUR/CHF minimum exchange rate in January 2015 : was it expected?
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
-
2017
Persistent link: https://www.econbiz.de/10011758406
Saved in:
7
Retrieving risk-neutral densities embedded in VIX options : a non-structural approach
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2016
Persistent link: https://www.econbiz.de/10011524099
Saved in:
8
Does variance risk have two prices? : evidence from the equity and option markets
Barras, Laurent
;
Malkhozov, Aytek
-
2015
Persistent link: https://www.econbiz.de/10011437545
Saved in:
9
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
Saved in:
10
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->