//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~type:"article"
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:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
89
Derivative
89
Theorie
57
Theory
57
Option pricing theory
42
Optionspreistheorie
42
Stochastic process
21
Stochastischer Prozess
21
Portfolio selection
18
Portfolio-Management
18
Volatility
14
Volatilität
14
Hedging
12
Credit risk
11
Kreditrisiko
11
Incomplete market
10
Unvollkommener Markt
10
Martingal
9
Martingale
9
CAPM
8
Credit derivative
8
Kreditderivat
8
Option trading
8
Optionsgeschäft
8
Yield curve
8
Zinsstruktur
8
Markov chain
6
Markov-Kette
6
Swap
6
Black-Scholes model
5
Black-Scholes-Modell
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Risiko
5
Risk
5
Analysis
4
Bubbles
4
Financial services
4
Finanzdienstleistung
4
Insolvency
4
more ...
less ...
Online availability
All
Undetermined
16
Free
1
Type of publication
All
Article
Book / Working Paper
42
Type of publication (narrower categories)
All
Article in journal
89
Aufsatz in Zeitschrift
89
Language
All
English
89
Author
All
Brigo, Damiano
4
Carr, Peter
4
Linetsky, Vadim
4
Capponi, Agostino
3
Cont, Rama
3
Crépey, Stéphane
3
Hobson, David G.
3
Jarrow, Robert A.
3
Kallsen, Jan
3
Muhle-Karbe, Johannes
3
Alfonsi, Aurélien
2
Benth, Fred Espen
2
Bo, Lijun
2
El Karoui, Nicole
2
Fouque, Jean-Pierre
2
Frey, Rüdiger
2
Jamshidian, Farshid
2
Kabanov, Jurij M.
2
Mendoza-Arriaga, Rafael
2
Nutz, Marcel
2
Protter, Philip E.
2
Runggaldier, Wolfgang J.
2
Sircar, Ronnie
2
Ackerer, Damien
1
Ahn, Chang-mo
1
Amin, Kaushik I.
1
Ankirchner, Stefan
1
Arai, Takuji
1
Aïd, René
1
Bayraktar, Erhan
1
Baños, D.
1
Beek, Misha van
1
Belomestny, Denis
1
Bentata, Amel
1
Biagini, Francesca
1
Björk, Tomas
1
Boyle, Phelim P.
1
Campi, Luciano
1
Carmona, René
1
Chen, Zhiyong
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
The journal of futures markets
373
Journal of banking & finance
177
International journal of theoretical and applied finance
168
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
79
Journal of financial economics
73
Review of derivatives research
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
Finance research letters
61
Applied financial economics
60
International review of economics & finance : IREF
60
International review of financial analysis
60
The European journal of finance
59
Journal of financial and quantitative analysis : JFQA
58
Quantitative finance
57
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
Die Bank
49
Applied economics
45
The journal of fixed income
45
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Applied economics letters
38
Journal of economic dynamics & control
38
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Derivatives & financial instruments
34
Research in international business and finance
33
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
32
Economic modelling
32
Journal of securities operations & custody
32
Risks : open access journal
32
The journal of credit risk : published quarterly by Incisive Media
32
The journal of structured finance
31
more ...
less ...
Source
All
ECONIS (ZBW)
89
Showing
1
-
10
of
89
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
2
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
3
Linear credit risk models
Ackerer, Damien
;
Filipović, Damir
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 169-214
Persistent link: https://www.econbiz.de/10012253344
Saved in:
4
Regime switching affine processes with applications to finance
Beek, Misha van
;
Mandjes, Michel
;
Spreij, Peter
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
Saved in:
5
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
6
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
7
Market completion with derivative securities
Schwarz, Daniel C.
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 263-284
Persistent link: https://www.econbiz.de/10011944367
Saved in:
8
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
9
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
10
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->