//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
~isPartOf:"Review of derivatives research"
~subject:"Zinsstruktur"
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:"Finanzinstrument"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Derivat
124
Derivative
124
Option pricing theory
74
Optionspreistheorie
74
Theorie
35
Theory
35
Volatility
32
Volatilität
32
Option trading
29
Optionsgeschäft
29
Stochastic process
27
Stochastischer Prozess
27
Credit risk
21
Kreditrisiko
21
Portfolio selection
18
Portfolio-Management
18
Hedging
17
Finance
13
Yield curve
13
Risk
12
Risiko
11
Risikomanagement
11
Risk management
11
Swap
11
CAPM
10
Option pricing
9
Commodity derivative
8
Risikoprämie
8
Risk premium
8
Rohstoffderivat
8
Credit derivative
7
Markov chain
7
Markov-Kette
7
Stochastic volatility
7
Black-Scholes model
6
Black-Scholes-Modell
6
Electricity price
6
Kreditderivat
6
Strompreis
6
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
13
Author
All
Brenner, Menachem
1
Büchel, Patrick
1
Chen, Ren-Raw
1
Costabile, Massimo
1
Driessen, Joost
1
Eghbalzadeh, Ramin
1
Fanelli, Viviana
1
Gaillardetz, Patrice
1
Godin, Frédéric
1
Ho, Hsiao-wei
1
Huang, Henry H.
1
Huang, Li-Jhang
1
Jong, Frank de
1
Kim, Sung Ik
1
Kim, Young Shin
1
Kratochwil, Michael
1
Li, Haitao
1
Ma, Chaoqun
1
Ma, Zonggang
1
Massabo, Ivar
1
Nagl, Maximilian
1
Pelsser, Antoon André Jean
1
Russo, Emilio
1
Rösch, Daniel
1
Subrahmanyam, Marti G.
1
Sørensen, Carsten
1
Wang, Ming-Chieh
1
Wu, Zhijian
1
Yang, Tyler T.
1
Ye, Xiaoxia
1
Yildirim, Yildiray
1
Yu, Fan
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Review of derivatives research
International journal of theoretical and applied finance
25
Journal of banking & finance
15
Applied mathematical finance
10
Journal of financial economics
9
The journal of fixed income
9
The journal of futures markets
9
The journal of computational finance
8
Quantitative finance
7
Journal of financial and quantitative analysis : JFQA
6
Discussion paper / Centre for Economic Policy Research
5
International review of financial analysis
5
Journal of empirical finance
5
Journal of money, credit and banking : JMCB
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NBER Working Paper
5
NBER working paper series
5
SpringerLink / Bücher
5
The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of mathematical finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Working paper
4
Annual review of financial economics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Discussion paper / Tinbergen Institute
3
Finance and economics discussion series
3
Finance and stochastics
3
Finance research letters
3
Journal of international financial markets, institutions & money
3
Lecture Notes in Economics and Mathematical Systems
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Springer eBook Collection
3
Springer finance / Textbook
3
The journal of real estate finance and economics
3
Williams College Economics Department working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
3
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
4
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:
5
Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
6
Tempered stable structural model in pricing credit spread and credit default swap
Kim, Sung Ik
;
Kim, Young Shin
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 119-148
Persistent link: https://www.econbiz.de/10012055733
Saved in:
7
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:
8
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei
;
Huang, Henry H.
;
Yildirim, Yildiray
- In:
European journal of operational research : EJOR
235
(
2014
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10010361364
Saved in:
9
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
10
On the information in the interest rate term structure and option prices
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->