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~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
196
Derivative
196
Option pricing theory
67
Optionspreistheorie
67
Volatility
55
Volatilität
55
Theorie
46
Theory
46
Option trading
35
Optionsgeschäft
35
Hedging
33
Estimation
25
Schätzung
25
Credit risk
24
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24
Stochastic process
21
Stochastischer Prozess
21
USA
18
United States
18
Capital income
16
Kapitaleinkommen
16
Commodity derivative
14
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14
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14
Yield curve
14
Zinsstruktur
14
Risiko
13
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12
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12
Risikomanagement
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Share price
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Swap
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CAPM
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Article
195
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196
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196
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English
196
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Wang, Xingchun
4
Ap Gwilym, Owain
3
Jarrow, Robert A.
3
Luo, Xingguo
3
Rösch, Daniel
3
Adrangi, Bahram
2
Brooks, Robert
2
Büchel, Patrick
2
Chatrath, Arjun
2
Chen, Ren-Raw
2
Dorfleitner, Gregor
2
Dömötör, Barbara
2
Escobar, Marcos
2
Fabozzi, Frank J.
2
Faff, Robert W.
2
Kavussanos, Manolis G.
2
Kijima, Masaaki
2
Kim, Young Shin
2
Koziol, Christian
2
Kratochwil, Michael
2
Lien, Da-hsiang Donald
2
Mahayni, Antje
2
McMillan, David G.
2
Miffre, Joëlle
2
Muck, Matthias
2
Peña Sánchez de Rivera, Juan Ignacio
2
Skiadopoulos, George
2
Speight, Alan E. H.
2
Ye, Zinan
2
Akyildirim, Erdinc
1
Allen, David E.
1
Amzelek, Philippe
1
Anderson, John A.
1
Ang, James S.
1
Azzone, Michele
1
Bachiller, Patricia
1
Bae, Kwangil
1
Bai, Yujuan
1
Balbás de la Corte, Alejandro
1
Banerjee, Ameet Kumar
1
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Applied financial economics
Finance research letters
Review of derivatives research
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
171
Energy economics
123
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
73
International review of financial analysis
70
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
40
Wiley finance series
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
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ECONIS (ZBW)
196
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196
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1
A comment on the relationship between operating leverage and financial leverage
Glover, Kristoffer
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015061504
Saved in:
2
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
3
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
4
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
5
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
6
The impact of the capital gains tax on the Korean derivatives market
Capelle-Blancard, Gunther
;
Khemakhem, Emna
- In:
Finance research letters
64
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014531785
Saved in:
7
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
8
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
Saved in:
9
The influence of grain futures market on stock price fluctuation of agricultural listed companies
Zhang, Lulu
;
Shi, Qi
;
Zhou, Ning
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445303
Saved in:
10
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
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