//--> //--> //--> //-->
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:"Journal of economic dynamics & control"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~language:"eng"
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
148
Derivative
148
Theorie
68
Theory
68
Option pricing theory
60
Optionspreistheorie
60
Stochastic process
24
Stochastischer Prozess
24
Portfolio selection
23
Portfolio-Management
23
Hedging
22
Volatility
22
Volatilität
22
USA
21
United States
21
Credit risk
19
Kreditrisiko
19
Option trading
16
Optionsgeschäft
16
CAPM
15
Yield curve
11
Zinsstruktur
11
Insolvency
8
Insolvenz
8
Swap
8
Börsenkurs
7
Credit derivative
7
Incomplete market
7
Kreditderivat
7
Share price
7
Unvollkommener Markt
7
Estimation
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Risiko
6
Risikomanagement
6
Risk
6
Risk management
6
Schätzung
6
Credit
5
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
148
Type of publication (narrower categories)
All
Article in journal
148
Aufsatz in Zeitschrift
148
Language
All
English
Author
All
Hull, John
3
Jarrow, Robert A.
3
Li, Lingfei
3
White, Alan
3
Boyle, Phelim P.
2
Branger, Nicole
2
Brigo, Damiano
2
Capponi, Agostino
2
Chiarella, Carl
2
Christie-David, Rohan
2
Cont, Rama
2
Crépey, Stéphane
2
Fabozzi, Frank J.
2
Grieves, Robin
2
Joshi, Mark S.
2
Linetsky, Vadim
2
Lioui, Abraham
2
Muck, Matthias
2
Poncet, Patrice
2
Protter, Philip E.
2
Ritchken, Peter H.
2
Tang, Robert
2
Uhrig-Homburg, Marliese
2
Zhang, Gongqiu
2
Abdullah, Azrul Bin
1
Ahn, Chang-mo
1
Alfonsi, Aurélien
1
Ameer, Rashid
1
Amin, Kaushik I.
1
Ankirchner, Stefan
1
Anson, Mark J. P.
1
Arai, Takuji
1
Augustin, Patrick
1
Aïd, René
1
Backhaus, Jochen
1
Badescu, Alexandru
1
Barletta, Andrea
1
Bayraktar, Erhan
1
Bernard, Carole
1
Bessembinder, Hendrik
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
390
Journal of banking & finance
177
International journal of theoretical and applied finance
170
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
68
NBER working paper series
63
International review of financial analysis
62
Finance research letters
61
The European journal of finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
International review of economics & finance : IREF
60
Quantitative finance
59
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Applied economics
45
Finance and stochastics
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
Working paper
42
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Applied economics letters
38
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Wiley finance series
35
Research in international business and finance
34
Finance and economics discussion series
33
Economic modelling
32
more ...
less ...
Source
All
ECONIS (ZBW)
148
Showing
1
-
10
of
148
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Investing in electricity production under a reliability options scheme
Fontini, Fulvio
;
Vargiolu, Tiziano
;
Zormpas, Dimitrios
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
Saved in:
4
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
5
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
6
Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
Saved in:
7
Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
Saved in:
8
The second partial derivative of option price with respect to the strike : a historical reminiscence
Zimmermann, Heinz
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 81-87
Persistent link: https://www.econbiz.de/10011941351
Saved in:
9
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
10
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->