//--> //--> //--> //-->
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:"Asia-Pacific financial markets"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Kreditrisiko"
~subject:"Theory"
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_exact:"Finanzderivat"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Theory
Derivat
81
Derivative
81
Option pricing theory
38
Optionspreistheorie
38
Theorie
22
Portfolio selection
18
Portfolio-Management
18
Stochastic process
15
Stochastischer Prozess
15
Option trading
14
Optionsgeschäft
14
Credit risk
13
Finance
13
Volatility
13
Volatilität
13
Hedging
12
Commodity derivative
7
Risikomanagement
7
Risk management
7
Rohstoffderivat
7
Weather
7
Wetter
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Lieferkette
5
Option pricing
5
Risiko
5
Risikoprämie
5
Risk
5
Risk premium
5
Supply chain
5
Yield curve
5
Zinsstruktur
5
CAPM
4
Credit derivative
4
Electricity price
4
Forecasting model
4
Incomplete market
4
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Leung, Tim
2
Yamada, Yuji
2
Alexander, Carol
1
Antonelli, Fabio
1
Baldeaux, Jan
1
Bao, Qunfang
1
Che Mohd Imran Che Taib
1
Chen, Li
1
Chen, Weiwei
1
Chung, Kun-jen
1
Darus, Mukminah
1
Deng, Jun
1
Fanelli, Viviana
1
Filipović, Damir
1
Fletcher, Mary
1
François, Pascal
1
Fu, Jun
1
Fu, Michael
1
Førsund, Finn R.
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Gauthier, Geneviève
1
Godin, Frédéric
1
Gong, Donggeng
1
Gülpınar, Nalân
1
Hainaut, Donatien
1
Ho, Hsiao-wei
1
Hu, Jian-Qiang
1
Huang, Henry H.
1
Irresberger, Felix
1
Ji, Qin
1
Ketelbuters, John-John
1
Kim, Jinbeom
1
Krivonozhko, Vladimir E.
1
Kuhn, Daniel
1
Lei, Lei
1
Li, Jiao
1
Li, Shenghong
1
Li, Xin
1
Liang, Jin
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
European journal of operational research : EJOR
The journal of futures markets
135
Journal of banking & finance
83
International journal of theoretical and applied finance
82
The journal of finance : the journal of the American Finance Association
34
Advances in futures and options research : a research annual
33
Journal of financial and quantitative analysis : JFQA
33
Finance and stochastics
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
NBER working paper series
29
The review of financial studies
29
Applied mathematical finance
28
Journal of financial economics
28
SpringerLink / Bücher
28
Review of derivatives research
27
The journal of fixed income
27
Energy economics
26
NBER Working Paper
26
Economics letters
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
International review of financial analysis
24
The journal of credit risk : published quarterly by Incisive Media
24
International review of economics & finance : IREF
21
Journal of economic dynamics & control
21
The European journal of finance
21
Finance research letters
19
The journal of computational finance
19
Working paper / National Bureau of Economic Research, Inc.
19
Gabler Edition Wissenschaft
18
The North American journal of economics and finance : a journal of financial economics studies
18
Discussion paper
17
Finance and economics discussion series
17
Europäische Hochschulschriften / 5
16
Applied financial economics
15
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Discussion paper / B
14
SFB 649 discussion paper
14
Wiley finance
14
Die Bank
13
Finance : revue de l'Association Française de Finance
13
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
2
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
3
Is normal backwardation normal? : valuing financial futures with a local index-rate covariance
Raimbourg, Philippe
;
Zimmermann, Paul
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 351-367
Persistent link: https://www.econbiz.de/10013206847
Saved in:
4
Benchmarking forecast approaches for mortgage credit risk for forward periods
Luong, Thi Mai
;
Scheule, Harald
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 750-767
Persistent link: https://www.econbiz.de/10013207168
Saved in:
5
Approximate value adjustments for European claims
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1149-1161
Persistent link: https://www.econbiz.de/10013207329
Saved in:
6
CDS pricing with fractional Hawkes processes
Ketelbuters, John-John
;
Hainaut, Donatien
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
Saved in:
7
Spatial-temporal modelling of temperature for pricing temperature index insurance
Che Mohd Imran Che Taib
;
Darus, Mukminah
- In:
Asia-Pacific financial markets
26
(
2019
)
1
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012308013
Saved in:
8
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 211-227
Persistent link: https://www.econbiz.de/10012308054
Saved in:
9
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
10
Robust portfolio selection problem under temperature uncertainty
Gülpınar, Nalân
;
Çanakoḡlu, Ethem
- In:
European journal of operational research : EJOR
256
(
2017
)
2
,
pp. 500-523
Persistent link: https://www.econbiz.de/10011612035
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->