//--> //--> //--> //-->
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 research letters"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
~subject:"Risk management"
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:"Futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Risk management
Derivat
86
Derivative
86
Optionspreistheorie
29
Theorie
24
Theory
24
Hedging
23
Volatility
22
Volatilität
22
Option trading
13
Optionsgeschäft
13
Risikomanagement
13
Stochastic process
12
Stochastischer Prozess
12
Portfolio selection
10
Portfolio-Management
10
Risiko
10
Risk
10
Commodity derivative
9
Credit risk
9
Kreditrisiko
9
Rohstoffderivat
9
Mortality
8
Sterblichkeit
8
Swap
8
Capital income
7
Derivatives
7
Estimation
7
Futures
7
Kapitaleinkommen
7
Schätzung
7
Commodity exchange
6
Credit derivative
6
Kreditderivat
6
Warenbörse
6
CAPM
5
China
5
Correlation
5
Forecasting model
5
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Bravo, Jorge Miguel Ventura
2
Goovaerts, Marc J.
2
Tunaru, Radu
2
Wang, Xingchun
2
Ahčan, Aleš
1
Azzone, Michele
1
Badescu, Alexandru
1
Baviera, Roberto
1
Borochin, Paul
1
Braouezec, Yann
1
Braun, Alexander
1
Buchner, Axel
1
Budhi Arta Surya
1
Byström, Hans N. E.
1
Cantia, Catalin
1
Carbonneau, Alexandre
1
Chi, Yichun
1
Dhaene, Jan
1
Dömötör, Barbara
1
Elliott, Robert J.
1
Escobar, Marcos
1
Fan, Qingqian
1
Feng, Sixian
1
Gan, Liu
1
Hainaut, Donatien
1
Han, Lin
1
Horikawa, Hiroaki
1
Hu, Tao
1
Huang, Yuxia
1
Husmann, Sven
1
Härdle, Wolfgang
1
Ji, Pengfei
1
Jia, Jiayi
1
Kaas, R.
1
Kopeliovich, Yaacov
1
Laeven, Roger J. A.
1
Lai, Yongzeng
1
Li, Danping
1
Li, Lin
1
Lin, Fang
1
more ...
less ...
Published in...
All
Finance research letters
Insurance / Mathematics & economics
International journal of theoretical and applied finance
107
Applied mathematical finance
64
Review of derivatives research
47
Quantitative finance
45
Journal of banking & finance
44
The journal of futures markets
44
Energy economics
40
European journal of operational research : EJOR
35
The journal of computational finance
33
Journal of mathematical finance
32
International journal of financial engineering
26
The European journal of finance
26
Risks : open access journal
23
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
SpringerLink / Bücher
22
The North American journal of economics and finance : a journal of financial economics studies
22
Finance and stochastics
21
The journal of derivatives : JOD
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
International review of economics & finance : IREF
18
International review of financial analysis
18
Computational economics
16
Journal of econometrics
16
Applied economics
15
Wiley finance series
15
Annals of finance
14
Applied economics letters
13
Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
11
Journal of financial economics
10
Lecture notes in economics and mathematical systems : LNEMS
10
Mathematical finance
10
NBER working paper series
10
Research paper series / Swiss Finance Institute
10
Economic modelling
9
International Journal of Financial Studies : open access journal
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
Saved in:
2
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
3
The effect of enterprise risk management on corporate risk management
Yun, Jiyeon
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473435
Saved in:
4
Hedging with derivatives to increase firm value
Ji, Pengfei
;
Wei, Lei
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473495
Saved in:
5
Optimal risk management with reinsurance and its counterparty risk hedging
Chi, Yichun
;
Hu, Tao
;
Huang, Yuxia
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 274-292
Persistent link: https://www.econbiz.de/10014466216
Saved in:
6
Does commodity hedging with derivatives reduce stock price volatility?
Wang, Ningli
;
Zhou, Qichong
- In:
Finance research letters
50
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014245392
Saved in:
7
An empirical study on the characterization of implied volatility and pricing in the Chinese option market
Fan, Qingqian
;
Feng, Sixian
- In:
Finance research letters
49
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013479611
Saved in:
8
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru
;
Quaye, Enoch
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
Saved in:
9
Pricing longevity derivatives via Fourier transforms
Bravo, Jorge Miguel Ventura
;
Nunes, Joaõ Pedro Vidal
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 81-97
Persistent link: https://www.econbiz.de/10012482752
Saved in:
10
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->