//--> //--> //--> //-->
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 financial and quantitative analysis : JFQA"
~subject:"CAPM"
~subject:"Mathematical programming"
~subject:"Yield curve"
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:"Termingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Mathematical programming
Yield curve
Derivat
58
Derivative
58
Theorie
33
Theory
33
USA
24
United States
24
Portfolio selection
8
Portfolio-Management
8
Hedging
7
Zinsstruktur
6
1987
5
Estimation
5
Schätzung
5
Börsenkurs
4
Option pricing theory
4
Optionspreistheorie
4
Risikomanagement
4
Risk management
4
Share price
4
Risiko
3
Risk
3
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Europa
2
Europe
2
Hypothek
2
Index
2
Index number
2
Kapitaleinkommen
2
Liquidity
2
Liquidität
2
Mathematische Optimierung
2
Mortgage
2
Statistical theory
2
Statistische Methodenlehre
2
1960-1984
1
more ...
less ...
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Boyle, Phelim P.
2
Hull, John
2
Jarrow, Robert A.
2
White, Alan
2
Amin, Kaushik I.
1
Bodurtha, James N.
1
Breen, Richard
1
Courtadon, Georges Robert
1
Diltz, J. David
1
Driessen, Joost
1
Gilster, John E.
1
Hilliard, Jimmy E.
1
Jiang, George J.
1
Jong, Frank de
1
Karolyi, G. Andrew
1
Klaassen, Pieter
1
Kremer, Joseph W.
1
Melenberg, Bertrand
1
Peterson, Sandra
1
Roenfeldt, Rodney L.
1
Santa-Clara, Pedro
1
Schwartz, Adam
1
Stapleton, Richard C.
1
Subrahmanyam, Marti G.
1
Swidler, Steven Mark
1
Trigeorgis, Lenos
1
Tse, Yiu Kuen
1
Turnbull, Stuart M.
1
Wakeman, Lee MacDonald
1
Yildirim, Yildiray
1
Zivney, Terry L.
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
34
The journal of futures markets
33
Journal of banking & finance
27
Advances in futures and options research : a research annual
22
The journal of finance : the journal of the American Finance Association
16
Review of derivatives research
15
The review of financial studies
14
Applied mathematical finance
13
The journal of computational finance
13
Journal of financial economics
12
Discussion paper / B
11
The European journal of finance
11
Journal of mathematical finance
9
NBER working paper series
9
The journal of fixed income
9
Journal of economic dynamics & control
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Quantitative finance
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Working paper
8
Finance and stochastics
7
International review of financial analysis
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
NBER Working Paper
7
SpringerLink / Bücher
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Discussion paper / Centre for Economic Policy Research
6
European journal of operational research : EJOR
6
Finance research letters
6
Journal of empirical finance
6
Research paper series / Swiss Finance Institute
6
Lecture notes in economics and mathematical systems : LNEMS
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Williams College Economics Department working paper series
5
wi - Wirtschaft
5
Always learning
4
Annual review of financial economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
Saved in:
2
A multifactor spot rate model for the pricing of interest rate derivatives
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 847-880
Persistent link: https://www.econbiz.de/10001859311
Saved in:
3
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost
;
Klaassen, Pieter
;
Melenberg, Bertrand
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 635-672
Persistent link: https://www.econbiz.de/10001794047
Saved in:
4
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
5
The dynamics of the forward interest rate curve : a formulation with state variables
Jong, Frank de
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 131-157
Persistent link: https://www.econbiz.de/10001436356
Saved in:
6
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
Saved in:
7
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Saved in:
8
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
Saved in:
9
Warrant pricing : jump-diffusion vs. Black-Scholes
Kremer, Joseph W.
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 255-272
Persistent link: https://www.econbiz.de/10001149610
Saved in:
10
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->