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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
208
Derivative
208
Option pricing theory
120
Optionspreistheorie
120
Volatility
63
Volatilität
63
Theorie
55
Theory
55
Option trading
45
Optionsgeschäft
45
Stochastic process
44
Stochastischer Prozess
44
Hedging
38
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27
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27
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22
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22
Risk
19
Risiko
18
Swap
18
Portfolio selection
16
Portfolio-Management
16
Black-Scholes model
15
Black-Scholes-Modell
15
Commodity derivative
14
Rohstoffderivat
14
CAPM
12
Interest rate derivative
12
Risikomanagement
12
Risk management
12
Zinsderivat
12
Credit derivative
10
Kreditderivat
10
Derivatives
9
Estimation
9
Incomplete market
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207
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208
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English
208
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Benth, Fred Espen
6
Wang, Xingchun
4
Escobar, Marcos
3
Jarrow, Robert A.
3
Kijima, Masaaki
3
Rösch, Daniel
3
Sabino, Piergiacomo
3
Baldeaux, Jan
2
Büchel, Patrick
2
Cohen, Samuel N.
2
Dömötör, Barbara
2
Eberlein, Ernst
2
Howison, Sam
2
Kavussanos, Manolis G.
2
Kim, Young Shin
2
Koziol, Christian
2
Kratochwil, Michael
2
Luo, Xingguo
2
Lyons, Terry
2
Mahayni, Antje
2
Matsumoto, Koichi
2
Muck, Matthias
2
Nejad, Sina
2
Reisinger, Christoph
2
Rutkowski, Marek
2
Scherer, Matthias
2
Schlögl, Erik
2
Sircar, Kaushik Ronnie
2
Wang, Sheng
2
Ye, Zinan
2
Zheng, Wendong
2
Akyildirim, Erdinc
1
Alaton, Peter
1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
1
Amzelek, Philippe
1
Ang, James S.
1
Ap Gwilym, Owain
1
Arribas, Imanol Perez
1
Avellaneda, Marco
1
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Applied mathematical finance
Finance research letters
Review of derivatives research
The journal of futures markets
390
Journal of banking & finance
177
International journal of theoretical and applied finance
171
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Journal of financial economics
73
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
International review of financial analysis
62
The European journal of finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
International review of economics & finance : IREF
60
Quantitative finance
59
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
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
42
Wiley finance series
40
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Applied economics letters
38
Journal of economic dynamics & control
38
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Finance and economics discussion series
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ECONIS (ZBW)
208
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208
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1
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:
2
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:
3
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:
4
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:
5
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
6
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:
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 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:
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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