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~isPartOf:"Quantitative finance"
~isPartOf:"Review of derivatives research"
~isPartOf:"Wiley finance series"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Derivat
162
Derivative
162
Option pricing theory
93
Optionspreistheorie
93
Volatility
40
Volatilität
40
Theorie
36
Theory
36
Stochastic process
34
Stochastischer Prozess
34
Optionsgeschäft
31
Option trading
30
Hedging
29
Kreditrisiko
24
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22
Derivat <Wertpapier>
19
Portfolio selection
19
Portfolio-Management
19
Yield curve
18
Zinsstruktur
18
Swap
16
Risikomanagement
15
Risk
14
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13
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13
Experiment
12
Option pricing
11
Black-Scholes model
10
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Derivatives
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Interest rate derivative
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Kreditderivat
9
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9
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9
Options
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USA
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Ramirez, Juan
4
Bossu, Sébastien
3
Rösch, Daniel
3
Benth, Fred Espen
2
Bunn, Derek W.
2
Büchel, Patrick
2
Carr, Peter
2
Christensen, Troels Sønderby
2
Delage, Erick
2
Funahashi, Hideharu
2
Godin, Frédéric
2
Gottesman, Aron A.
2
Gregory, Jon
2
Jacquier, Antoine
2
Jarrow, Robert A.
2
Kavussanos, Manolis G.
2
Kijima, Masaaki
2
Kim, Young Shin
2
Koziol, Christian
2
Kratochwil, Michael
2
Li, Jonathan Yu-Meng
2
Mahayni, Antje
2
Marzban, Saeed
2
Muck, Matthias
2
Papanicolaou, Andrew
2
Schoutens, Wim
2
Sit, Tony
2
Tang, Ke
2
Wang, Xingchun
2
Wong, Hoi Ying
2
Agarwal, Monty
1
Alexander, Carol
1
Amzelek, Philippe
1
Anagnostou, I.
1
Anson, Mark J. P.
1
Asensio, Ivan Oscar
1
Azzone, Michele
1
Baker, Robert P.
1
Banks, Erik
1
Bao, Li
1
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Chartered Alternative Investment Analyst Association
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
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
Journal of financial economics
73
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
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
NBER Working Paper
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)
167
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167
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1
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
3
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:
4
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
5
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
6
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
7
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
8
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
9
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:
10
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
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