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~language:"eng"
~person:"Christopoulos, Andreas D."
~person:"Fabozzi, Frank J."
~subject:"Asset-Backed Securities"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Asset-Backed Securities
Optionspreistheorie
Theorie
100
Theory
100
Portfolio selection
97
Portfolio-Management
97
USA
55
United States
55
Option pricing theory
36
CAPM
34
Welt
29
World
29
Derivat
28
Derivative
28
Volatility
27
Volatilität
27
Capital income
25
Kapitaleinkommen
25
Stochastic process
25
Stochastischer Prozess
25
Anleihe
24
Bond
24
Credit risk
22
Kreditrisiko
21
Statistical distribution
21
Statistische Verteilung
21
Asset-backed securities
20
Estimation
20
Schätzung
20
Financial market
19
Finanzmarkt
19
Risikomanagement
19
Risikoprämie
19
Risk management
19
Risk premium
19
Risikomaß
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Risk measure
18
Forecasting model
15
Prognoseverfahren
15
Börsenkurs
14
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Article
53
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2
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Article in journal
Lehrbuch
Aufsatz in Zeitschrift
53
Aufsatz im Buch
25
Book section
25
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
6
Handbook
5
Handbuch
5
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3
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English
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Christopoulos, Andreas D.
Fabozzi, Frank J.
Madan, Dilip B.
50
Carr, Peter
45
Elliott, Robert J.
37
Kwok, Yue-Kuen
35
Cui, Zhenyu
31
Wang, Xingchun
31
Takahashi, Akihiko
30
Siu, Tak Kuen
29
Jarrow, Robert A.
28
Schoutens, Wim
28
Zhang, Jin E.
26
Benth, Fred Espen
25
Hull, John
24
Kim, Young Shin
23
Račev, Svetlozar T.
22
Härdle, Wolfgang
21
Joshi, Mark S.
21
Stentoft, Lars
21
Escobar, Marcos
20
Levendorskij, Sergej Z.
20
Wong, Hoi Ying
20
Zanette, Antonino
19
Glasserman, Paul
18
Schwartz, Eduardo S.
18
Wu, Liuren
18
Chen, Ren-Raw
17
He, Xin-Jiang
17
Zagst, Rudi
17
Brigo, Damiano
16
Chen, Son-nan
16
Lin, Shih-kuei
16
Ryu, Doojin
16
Zhu, Song-Ping
16
Chiarella, Carl
15
Chung, San-lin
15
Eberlein, Ernst
15
Fusai, Gianluca
15
Jacobs, Kris
15
Christoffersen, Peter F.
14
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Published in...
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The journal of fixed income
8
International journal of theoretical and applied finance
5
Computational economics
3
Finance research letters
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied financial economics
2
European journal of operational research : EJOR
2
The Frank J. Fabozzi series
2
The journal of structured finance
2
Applied economics
1
Econometric reviews
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of financial intermediation
1
Journal of financial services research
1
Journal of financial stability
1
Journal of investment management : JOIM
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of alternative investments : JAI
1
The journal of derivatives : JOD
1
The journal of fixed income : JFI
1
Wiley finance
1
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ECONIS (ZBW)
55
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55
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1
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
4
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
5
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
6
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
7
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
8
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
9
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
10
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
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