//--> //--> //--> //-->
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 derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Optionsgeschäft"
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: isPartOf:"Publication"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Optionsgeschäft
Option pricing theory
203
Optionspreistheorie
203
Theorie
199
Theory
199
USA
92
United States
92
Option trading
86
Volatility
80
Volatilität
80
Derivat
66
Derivative
66
Hedging
45
Yield curve
45
Zinsstruktur
45
Estimation
38
Schätzung
38
Credit risk
34
Kreditrisiko
34
Portfolio selection
31
Portfolio-Management
31
Swap
29
Black-Scholes model
28
Black-Scholes-Modell
28
Statistical distribution
27
Statistische Verteilung
27
Stochastic process
26
Stochastischer Prozess
26
Interest rate derivative
25
Zinsderivat
25
Financial analysis
24
Finanzanalyse
24
CAPM
23
Börsenkurs
22
Share price
22
Risikomaß
21
Risk measure
21
Index futures
20
Index-Futures
20
Aktienoption
17
more ...
less ...
Type of publication
All
Article
86
Type of publication (narrower categories)
All
Article in journal
86
Aufsatz in Zeitschrift
86
Language
All
English
86
Author
All
Ederington, Louis H.
4
Chaput, J. Scott
3
Chen, Son-nan
3
Wu, Liuren
3
Wu, Ting-pin
3
Carr, Peter
2
Chang, Jui-jane
2
Nunes, Joaõ Pedro Vidal
2
Orosi, Greg
2
Tian, Yisong Sam
2
Weide, Hans van der
2
Abken, Peter A.
1
Ahn, Dong-Hyun
1
Albrecher, Hansjörg
1
Atiya, Amir F.
1
Bansal, Vipul K.
1
Barone, Gaia
1
Barone-Adesi, Giovanni
1
Beliaeva, Natalia A.
1
Berkovich, Efraim
1
Bernard, Carole
1
Borovkova, S. A.
1
Borovkova, Svetlana
1
Boyle, Phelim P.
1
Braga, Bruno Saturnino
1
Brown, Gregory
1
Cassano, Mark A.
1
Chang, Chuang-chang
1
Chen, Chun-Da
1
Chen, Jit Seng
1
Cherian, Joseph A.
1
Cheuk, Terry Hon Fu
1
Chin, Faith
1
Christoffersen, Peter F.
1
Chuang, Chienmin
1
Das, Sanjiv R.
1
Deng, Shi-jie
1
Detlefsen, K.
1
Dhaene, Jan
1
Diao, Xundi
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
The financial review : the official publication of the Eastern Finance Association
7
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers
3
The journal of portfolio management : a publication of Institutional Investor
3
Journal of corporate treasury management : the official publication of the Finance and Treasury Association
2
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
The accounting review : a publication of the American Accounting Association
2
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
2
A Wiley-Interscience Publication
1
GITAM journal of management : a quarterly publication of GITAM Institute of Management
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
1
Publication / Capital Markets Board
1
more ...
less ...
Source
All
ECONIS (ZBW)
86
Showing
1
-
10
of
86
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
2
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
3
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
Saved in:
4
Volatility aversion in the options market based on news sentiment
Uhl, Matthias
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011965368
Saved in:
5
An alternative option to portfolio rebalancing
Israelov, Roni
;
Tummala, Harsha
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 7-32
Persistent link: https://www.econbiz.de/10011941325
Saved in:
6
Forgive, or award your debtor? : a barrier option approach
Sun, David
;
Chen, Chun-Da
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10011968674
Saved in:
7
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
8
Option writing : using VIX to improve returns
Malkiel, Burton G.
;
Rinaudo, Alex
;
Saha, Atanu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 38-49
Persistent link: https://www.econbiz.de/10011968697
Saved in:
9
Short interest, bearish option trades, and short-sale constraints
Du, Brian
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 55-70
Persistent link: https://www.econbiz.de/10011931525
Saved in:
10
Options decimalization
Chin, Faith
;
Garriott, Corey
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 88-103
Persistent link: https://www.econbiz.de/10011931871
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->