//--> //--> //--> //-->
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:"The journal of business : B"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
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_exact:"Finanzderivat"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Option pricing theory
Derivat
94
Derivative
94
Theorie
34
Theory
34
USA
30
United States
28
Optionspreistheorie
18
Credit risk
9
Kreditrisiko
9
Hedging
8
Estimation
7
Schätzung
7
Share price
7
CAPM
6
Option trading
6
Optionsgeschäft
6
Portfolio selection
6
Portfolio-Management
6
Volatility
6
Volatilität
6
Börse
5
Deutschland
5
Financial analysis
5
Finanzanalyse
5
Germany
5
Risikomanagement
5
Risk management
5
Yield curve
5
Zinsstruktur
5
Aktienmarkt
4
Government securities
4
OTC market
4
OTC-Handel
4
Securities trading
4
Staatspapier
4
Stock market
4
Wertpapierhandel
4
Bourse
3
more ...
less ...
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Christie-David, Rohan
2
Białkowski, Je̜drzej
1
Broadie, Mark
1
Chateauneuf, Alain
1
Chatrath, Arjun
1
Chaudhry, Mukesh
1
Chiang, Mi-Hsiu
1
Chuang, Ming-Che
1
Dai, Tian-shyr
1
De Spiegeleer, Jan
1
Edwards, Craig Steven
1
Fabozzi, Frank J.
1
Fedenia, Mark
1
Glasserman, Paul
1
Grammatikos, Theoharry
1
Grieves, Robin
1
Heidelberger, Philip
1
Ingersoll, Jonathan E.
1
Jain, Ashish
1
Jakubowski, Jacek
1
Jensen, Malene Shin
1
Klein, Peter
1
Korn, Olaf
1
Lin, Junze
1
Lin, Shih-kuei
1
Lyuu, Yuh-dauh
1
Mann, Steven V.
1
Mostoufi, Mina
1
Mußhoff, Oliver
1
Odening, Martin
1
Orosi, Greg
1
Ritchken, Peter H.
1
Ritter, Matthias
1
Schoutens, Wim
1
Shahabuddin, Perwez
1
Sheikh, Aamir M.
1
Shiller, Robert J.
1
Svenstrup, Mikkel
1
Tahani, Nabil
1
Tunaru, Radu
1
more ...
less ...
Published in...
All
The journal of business : B
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
102
Applied mathematical finance
62
The journal of futures markets
62
Journal of banking & finance
46
Review of derivatives research
46
Quantitative finance
40
The journal of computational finance
32
European journal of operational research : EJOR
30
Journal of mathematical finance
30
Energy economics
24
International journal of financial engineering
24
The European journal of finance
24
The North American journal of economics and finance : a journal of financial economics studies
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Risks : open access journal
22
Finance and stochastics
21
Journal of economic dynamics & control
21
Applied economics letters
20
The journal of derivatives : JOD
20
The journal of finance : the journal of the American Finance Association
19
Finance research letters
18
International review of financial analysis
18
International review of economics & finance : IREF
17
Journal of econometrics
17
Computational economics
15
SpringerLink / Bücher
15
Applied economics
14
Insurance / Mathematics & economics
14
Annals of finance
13
Journal of financial economics
12
Journal of risk and financial management : JRFM
12
NBER working paper series
12
Economic modelling
11
Review of quantitative finance and accounting
11
SFB 649 discussion paper
11
The review of financial studies
11
Applied financial economics
10
International journal of bonds and derivatives
10
Journal of financial markets
10
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
Saved in:
2
The second partial derivative of option price with respect to the strike : a historical reminiscence
Zimmermann, Heinz
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 81-87
Persistent link: https://www.econbiz.de/10011941351
Saved in:
3
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
4
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
5
Directional trading across stock limit order book and options markets
Wang, Qin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
Saved in:
6
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
Saved in:
7
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
8
Determinants of trading activity on the single-stock future market : evidence from the Eurex Exchange
Białkowski, Je̜drzej
;
Jakubowski, Jacek
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009671108
Saved in:
9
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
Saved in:
10
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->