//--> //--> //-->
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
~isPartOf:"Agricultural finance review"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Estimation"
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:"Termingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Derivat
212
Derivative
212
Option pricing theory
103
Optionspreistheorie
103
Theorie
74
Theory
74
Stochastic process
60
Stochastischer Prozess
60
Volatility
47
Volatilität
47
Credit risk
46
Kreditrisiko
46
Hedging
41
Yield curve
28
Zinsstruktur
28
Credit derivative
23
Kreditderivat
23
Option trading
23
Optionsgeschäft
23
Swap
23
Portfolio selection
20
Portfolio-Management
20
Risikomanagement
17
Risk management
17
Weather
17
Wetter
17
Black-Scholes model
14
Black-Scholes-Modell
14
Markov chain
14
Markov-Kette
13
CAPM
12
Interest rate derivative
11
Risikoprämie
11
Risk premium
11
Zinsderivat
11
Schätzung
10
Statistical distribution
10
Statistische Verteilung
10
CVA
9
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Conference paper
1
Konferenzbeitrag
1
Language
All
English
10
Author
All
Brigo, Damiano
1
Chekhlov, Alexei
1
Chi, Yeguang
1
Fausti, Scott William
1
Hao, Wenyan
1
Hillairet, Caroline
1
Jiao, Ying
1
Kam Fong Chan
1
Kishor, N. Kundan
1
Li, Johnny Siu-Hang
1
Marfatia, Hardik A.
1
Marsden, Alastair
1
Mc Daniel, Kelly
1
Pai, Jeffrey
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
1
Qasmi, Bashir
1
Tolikas, Konstantinos
1
Topaloglou, Nikolas
1
Turvey, Calum Greig
1
Uryasev, Stan
1
Zabarankin, Michael
1
Zhou, Rui
1
more ...
less ...
Published in...
All
Agricultural finance review
International journal of theoretical and applied finance
Journal of international financial markets, institutions & money
The journal of futures markets
25
Applied financial economics
17
Journal of banking & finance
12
International review of financial analysis
11
Energy economics
9
Applied economics letters
8
International review of economics & finance : IREF
8
The European journal of finance
8
Journal of financial economics
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Economic modelling
5
Finance research letters
5
International journal of bonds and derivatives
5
Journal of financial and quantitative analysis : JFQA
5
Gabler Edition Wissenschaft
4
Journal of econometrics
4
Journal of empirical finance
4
Journal of financial markets
4
NBER working paper series
4
Quantitative finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of finance : the journal of the American Finance Association
4
Working paper
4
Applied economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance and economics discussion series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
Journal of risk finance : the convergence of financial products and insurance
3
Pacific-Basin finance journal
3
Research in international business and finance
3
Review of derivatives research
3
The journal of real estate finance and economics
3
Working paper / National Bureau of Economic Research, Inc.
3
Advances in investment analysis and portfolio management : a research annual
2
Annual review of financial economics
2
Australian economic papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
Saved in:
2
Does ethanol production affect corn basis volatility?
Fausti, Scott William
;
Qasmi, Bashir
;
Mc Daniel, Kelly
- In:
Agricultural finance review
77
(
2017
)
4
,
pp. 506-523
Persistent link: https://www.econbiz.de/10011799263
Saved in:
3
Is default risk priced equally fast in the credit default swap and the stock markets? : an empirical investigation
Tolikas, Konstantinos
;
Topaloglou, Nikolas
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 39-57
Persistent link: https://www.econbiz.de/10011896287
Saved in:
4
Hedging crop yield with exchange-traded weather derivatives
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Pai, Jeffrey
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 172-186
Persistent link: https://www.econbiz.de/10011696358
Saved in:
5
Macro risk factors of credit default swap indices in a regime-switching framework
Kam Fong Chan
;
Marsden, Alastair
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 285-308
Persistent link: https://www.econbiz.de/10010412144
Saved in:
6
The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market
Kishor, N. Kundan
;
Marfatia, Hardik A.
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 1-24
Persistent link: https://www.econbiz.de/10009726483
Saved in:
7
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
8
Information asymmetry in pricing of credit derivatives
Hillairet, Caroline
;
Jiao, Ying
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 611-633
Persistent link: https://www.econbiz.de/10009298523
Saved in:
9
The pricing, structure, and function of weather-linked bonds, mortgages, and operating credit
Turvey, Calum Greig
- In:
Agricultural finance review
68
(
2008
)
1
,
pp. 135-150
Persistent link: https://www.econbiz.de/10003762557
Saved in:
10
Drawdown measure in portfolio optimization
Chekhlov, Alexei
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->