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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~subject:"Yield curve"
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Search: subject:"Option"
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Yield curve
Option pricing theory
247
Optionspreistheorie
247
Volatility
89
Volatilität
89
Stochastic process
85
Stochastischer Prozess
85
Option trading
66
Optionsgeschäft
66
Theorie
56
Theory
56
Derivat
48
Derivative
48
Finance
41
Credit risk
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Kreditrisiko
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32
Kreditderivat
32
Zinsstruktur
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Black-Scholes model
31
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Risikoprämie
27
Risk premium
27
Option pricing
25
Estimation
24
Real options analysis
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Realoptionsansatz
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Schätzung
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Markov chain
21
Markov-Kette
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Portfolio selection
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Portfolio-Management
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CAPM
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Hedging
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Estimation theory
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Chiarella, Carl
3
Fanelli, Viviana
3
Kariya, Takeaki
2
Li, Haitao
2
Takahashi, Akihiko
2
Tanokura, Yoko
2
Yamamura, Yoshiro
2
Batten, Jonathan A.
1
Chen, Homing
1
Chen, Ying
1
Chung, Tsz-kin
1
Fujita, Takahiko
1
Gefang, Deborah
1
Gospodinov, Nikolaj
1
Han, Bing
1
Han, Qian
1
Hirukawa, Masayuki
1
Hu, Cheng-feng
1
Huang, Roger D.
1
Hui, Cho H.
1
Johnson, Brock N.
1
Kallestrup, René
1
Kaminska, Iryna
1
Kim, Gi H.
1
Koop, Gary
1
Kwon, Oh Kang
1
Lando, David
1
Lin, Charles S. Y.
1
Lo, Chi-fai
1
Macrina, Andrea
1
Maeda, Akira
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1
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1
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1
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1
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Asia-Pacific financial markets
European journal of operational research : EJOR
Journal of empirical finance
International journal of theoretical and applied finance
55
Journal of banking & finance
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
The journal of fixed income
36
The journal of futures markets
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Applied mathematical finance
25
The journal of computational finance
25
Finance and stochastics
22
Review of derivatives research
21
Quantitative finance
19
The review of financial studies
19
International review of financial analysis
17
Journal of financial economics
17
The journal of finance : the journal of the American Finance Association
15
Risks : open access journal
14
The European journal of finance
14
International journal of financial engineering
13
Journal of international money and finance
13
Research paper series / Swiss Finance Institute
13
Finance research letters
12
Journal of financial and quantitative analysis : JFQA
12
International review of economics & finance : IREF
11
Journal of international financial markets, institutions & money
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Discussion paper / B
10
Journal of mathematical finance
10
Working paper
10
Applied financial economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
Economic modelling
8
Interest rate modelling after the financial crisis
8
Journal of risk and financial management : JRFM
8
SpringerLink / Bücher
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
Economics letters
7
Insurance / Mathematics & economics
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ECONIS (ZBW)
32
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1
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
2
Is convexity efficiently priced? : evidence from international swap markets
Rebonato, Riccardo
;
Ronzani, Riccardo
- In:
Journal of empirical finance
63
(
2021
),
pp. 392-413
Persistent link: https://www.econbiz.de/10013259275
Saved in:
3
Out-of-sample equity premium prediction : the role of
option
-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
4
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
5
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
6
Bond and
option
prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
7
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
8
A tractable interest rate model with explicit monetary policy rates
Renne, Jean-Paul
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 873-887
Persistent link: https://www.econbiz.de/10011449003
Saved in:
9
Forecasting the term structure of
option
implied volatility : the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
Saved in:
10
Measuring credit risk of individual corporate bonds in US energy sector
Kariya, Takeaki
;
Tanokura, Yoko
;
Takada, Hideyuki
; …
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 229-262
Persistent link: https://www.econbiz.de/10011619917
Saved in:
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