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~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~type:"article"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Derivat
116
Derivative
116
Theorie
48
Theory
48
Option pricing theory
29
Optionspreistheorie
29
USA
22
United States
22
Hedging
19
Credit risk
16
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15
Optionsgeschäft
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116
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116
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Aragon, George O.
3
Gay, Gerald D.
3
Jarrow, Robert A.
3
Bakshi, Gurdip S.
2
Bessembinder, Hendrik
2
Brigo, Damiano
2
Brown, Gregory W.
2
Capponi, Agostino
2
Chan, Kalok
2
Cont, Rama
2
Crépey, Stéphane
2
Gandhi, Priyank
2
Henderson, Brian J.
2
Linetsky, Vadim
2
Lo, Andrew W.
2
Longstaff, Francis A.
2
Martin, J. Spencer
2
Pearson, Neil D.
2
Protter, Philip E.
2
Richardson, Matthew
2
Subrahmanyam, Avanidhar
2
Subrahmanyam, Marti G.
2
Acharya, Viral V.
1
Ahn, Chang-mo
1
Alfonsi, Aurélien
1
Amin, Kaushik I.
1
Ankirchner, Stefan
1
Arai, Takuji
1
Arnold, Marc
1
Arora, Navneet
1
Aïd, René
1
Aït-Sahalia, Yacine
1
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1
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1
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1
Banerjee, Snehal
1
Barone-Adesi, Giovanni
1
Bartram, Söhnke M.
1
Bayraktar, Erhan
1
Bertsimas, Dimitris
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
The journal of futures markets
369
Journal of banking & finance
176
International journal of theoretical and applied finance
168
Energy economics
120
Applied mathematical finance
79
The journal of finance : the journal of the American Finance Association
79
Review of derivatives research
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
Finance research letters
61
Applied financial economics
60
International review of economics & finance : IREF
60
International review of financial analysis
60
The European journal of finance
59
Journal of financial and quantitative analysis : JFQA
58
Quantitative finance
57
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
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
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Applied economics letters
38
Journal of economic dynamics & control
38
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Derivatives & financial instruments
34
Research in international business and finance
33
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
32
Economic modelling
32
Journal of securities operations & custody
32
Risks : open access journal
32
The journal of credit risk : published quarterly by Incisive Media
32
The journal of structured finance
31
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ECONIS (ZBW)
116
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116
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Competition and manipulation in derivative contract markets
Zhang, Anthony Lee
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 396-413
Persistent link: https://www.econbiz.de/10013413119
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
4
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
5
Pre-trade hedging : Evidence from the issuance of retail structured products
Henderson, Brian J.
;
Pearson, Neil D.
;
Wang, Li
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 108-128
Persistent link: https://www.econbiz.de/10012631073
Saved in:
6
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
7
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
8
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
Saved in:
9
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
10
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
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