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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Wiley finance series"
~subject:"Theorie"
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Search: subject_exact:"Wertpapiertermingeschäft"
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218
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218
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104
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42
Optionspreistheorie
42
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34
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1
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Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
Wiley finance series
The journal of futures markets
128
International journal of theoretical and applied finance
65
Journal of banking & finance
61
Advances in futures and options research : a research annual
33
Finance and stochastics
29
The review of financial studies
29
Economics letters
25
Energy economics
25
NBER working paper series
25
Applied mathematical finance
23
NBER Working Paper
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of financial economics
20
SpringerLink / Bücher
20
Journal of economic dynamics & control
19
The journal of fixed income
19
International review of financial analysis
18
Review of derivatives research
18
The journal of credit risk : published quarterly by Incisive Media
18
Working paper / National Bureau of Economic Research, Inc.
18
The European journal of finance
17
European journal of operational research : EJOR
16
Gabler Edition Wissenschaft
16
International review of economics & finance : IREF
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Applied financial economics
14
Discussion paper / B
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Europäische Hochschulschriften / 5
14
Finance research letters
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Finance : revue de l'Association Française de Finance
13
The journal of business : B
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The journal of computational finance
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Die Bank
12
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
12
Discussion paper
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Finance and economics discussion series
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SFB 649 discussion paper
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ECONIS (ZBW)
104
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1
Derivatives and market (il)liquidity
Huang, Shiyang
;
Yueshen, Bart Zhou
;
Zhang, Cheng
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014486310
Saved in:
2
Financial instrument pricing using C++
Duffy, Daniel J.
-
2018
-
Second edition
Persistent link: https://www.econbiz.de/10011844650
Saved in:
3
Equilibrium price dynamics of emission permits
Hitzemann, Steffen
;
Uhrig-Homburg, Marliese
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1653-1678
Persistent link: https://www.econbiz.de/10011930520
Saved in:
4
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:
5
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
6
Risk-sharing or risk-taking? : counterparty risk, incentives, and margins
Biais, Bruno
;
Heider, Florian
;
Hoerova, Marie
- In:
The journal of finance : the journal of the American …
71
(
2016
)
4
,
pp. 1669-1698
Persistent link: https://www.econbiz.de/10011588926
Saved in:
7
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
8
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
9
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
10
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
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