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~isPartOf:"Applied mathematical finance"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers"
~subject:"Yield curve"
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Search: subject_exact:"Optionspreistheorie"
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Yield curve
Option pricing theory
300
Optionspreistheorie
300
Theorie
95
Theory
95
Stochastic process
92
Stochastischer Prozess
92
Volatility
82
Volatilität
82
Derivat
68
Derivative
68
Option trading
57
Optionsgeschäft
57
Hedging
32
Zinsstruktur
29
Black-Scholes model
27
Black-Scholes-Modell
27
USA
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United States
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CAPM
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Portfolio selection
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Portfolio-Management
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Swap
17
Credit risk
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Kreditrisiko
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Monte Carlo simulation
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Monte-Carlo-Simulation
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stochastic volatility
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Experiment
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Martingal
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Eberlein, Ernst
2
Aase Nielsen, Jørgen
1
Amin, Kaushik I.
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Baldeaux, Jan
1
Barone-Adesi, Giovanni
1
Bermin, Hans-Peter
1
Börger, Reik H.
1
Chacko, George
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Chiu, Chun-Yuan
1
Christoffersen, Peter F.
1
Cohen, Samuel N.
1
Costabile, Massimo
1
Cremers, Martijn
1
Criens, David
1
Das, Sanjiv
1
Deelstra, Griselda
1
Driessen, Joost
1
Duffie, Darrell
1
Eddahbi, M'hamed
1
Fournier, Mathieu
1
Fung, Man Chung
1
Gerhart, Christoph
1
Glau, Kathrin
1
Goldstein, Robert S.
1
Grbac, Zorana
1
Grzelak, Lech A.
1
Hagan, Patrick S.
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Heys, Jan van
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Ignatieva, Ekaterina
1
Jacobs, Kris
1
Jamshidian, Farshid
1
Jarrow, Robert A.
1
Kaisajuntti, Linus
1
Kercheval, Alec
1
Lando, David
1
Lehnert, Thorsten
1
Lin, Yuehao
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Applied mathematical finance
The review of financial studies
Working papers
International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Finance and stochastics
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
15
The journal of fixed income
15
The journal of futures markets
13
International journal of financial engineering
12
Risks : open access journal
10
Journal of financial economics
8
Asia-Pacific financial markets
7
Finance research letters
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
3
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ECONIS (ZBW)
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1
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
2
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
3
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
4
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
5
Martingale property of exponential semimartingales : a note on explicit conditions and applications to asset price and Libor models
Criens, David
;
Glau, Kathrin
;
Grbac, Zorana
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011746992
Saved in:
6
The affine inflation market models
Waldenberger, Stefan
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 281-301
Persistent link: https://www.econbiz.de/10011815230
Saved in:
7
Computation of Greeks in LIBOR models driven by time : inhomogeneous Lévy processes
Eberlein, Ernst
;
Eddahbi, M'hamed
;
Cherif, Sidi Mohamed …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 236-260
Persistent link: https://www.econbiz.de/10011704234
Saved in:
8
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
9
Skewness term-structure tests
Lehnert, Thorsten
;
Lin, Yuehao
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 484-504
Persistent link: https://www.econbiz.de/10011704272
Saved in:
10
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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