//--> //--> //-->
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"
~subject:"Monte Carlo simulation"
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
Monte Carlo simulation
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
Risiko
6
Risikomanagement
6
Risk
6
Risk management
6
Schätzung
6
Credit
5
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Joshi, Mark S.
2
Tang, Robert
2
Alfonsi, Aurélien
1
Beveridge, Christopher
1
Branger, Nicole
1
Breuer, Beate
1
Chateauneuf, Alain
1
Labart, Celine
1
Lelong, Jerome
1
Mostoufi, Mina
1
Schlag, Christian
1
Vyncke, David
1
Wang, Jr-yan
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
International journal of theoretical and applied finance
7
Quantitative finance
7
The journal of computational finance
7
Applied mathematical finance
4
European journal of operational research : EJOR
4
Finance and stochastics
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of credit risk : published quarterly by Incisive Media
3
Advances in mathematical economics
2
Applied economics
2
Asia-Pacific financial markets
2
Computational economics
2
Finance research letters
2
Finance working papers
2
Journal of mathematical finance
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
The European journal of finance
2
The journal of futures markets
2
29th International Conference of the French Finance Association (AFFI) 2012
1
Agrekon : agricultural economics research, policy and practice in southern Africa
1
Applications
1
Applications of mathematics : stochastic modelling and applied probability
1
Applied economics letters
1
Asia Pacific financial markets
1
Bank i kredyt
1
CFAP working papers
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Computational management science
1
Corporate finance / Biz
1
Department of Economics, Finance & Accounting working papers series
1
Die Bank
1
Discussion paper / UTAS, School of Economics and Finance
1
Discussion papers on business and economics
1
Ekonomski pregled
1
Energy economics
1
European review of agricultural economics : ERAE
1
Expert journal of economics
1
Financial derivatives : pricing and risk management
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
2
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
3
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
4
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
5
Variance reduction for multivariate Monte Carlo simulation
Wang, Jr-yan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 7-28
Persistent link: https://www.econbiz.de/10003771438
Saved in:
6
Optimal derivative strategies with discrete rebalancing
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->