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~isPartOf:"Journal of financial economics"
~isPartOf:"Review of derivatives research"
~isPartOf:"Wiley finance series"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Derivat
176
Derivative
176
Option pricing theory
62
Optionspreistheorie
62
Theorie
48
Theory
48
Optionsgeschäft
31
Option trading
30
Kreditrisiko
27
USA
27
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27
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27
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27
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25
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25
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20
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19
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Ramirez, Juan
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2
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Chan, Kalok
2
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2
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2
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2
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2
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2
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1
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1
Amzelek, Philippe
1
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1
Arnold, Marc
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Journal of financial economics
Review of derivatives research
Wiley finance series
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
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
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
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50
Die Bank
49
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
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
Journal of economic dynamics & control
38
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Finance and economics discussion series
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ECONIS (ZBW)
181
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
3
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
4
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
5
Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
6
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:
7
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
8
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
9
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:
10
The impact of non-cash collateralization on the over-the-counter derivatives markets
Takino, Kazuhiro
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 137-171
Persistent link: https://www.econbiz.de/10013457608
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