//--> //--> //-->
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
~person:"Bhaumik, Sumon Kumar"
~person:"Platen, Eckhard"
~subject:"Messung"
~subject:"Volatility"
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:"Derivatives Finanzinstrument"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Messung
Volatility
Derivat
29
Derivative
29
Portfolio selection
12
Portfolio-Management
12
Theorie
8
Theory
8
Option pricing theory
7
Optionspreistheorie
7
Volatilität
7
Benchmarking
6
Hedging
6
Aktienmarkt
4
Arbitrage Pricing
4
Arbitrage pricing
4
Benchmark approach
4
Bewertung
4
Evaluation
4
India
4
Indien
4
Stock market
4
Handelsvolumen der Börse
3
Martingal
3
Martingale
3
Trading volume
3
2000-2006
2
ARCH model
2
ARCH-Modell
2
Aktienindex
2
CEV model
2
Credit risk
2
Currency derivative
2
Decomposition method
2
Dekompositionsverfahren
2
Devisenmarkt
2
Elementarschadenversicherung
2
Emerging economies
2
Foreign exchange market
2
Föllmer-Schweizer decomposition
2
Kreditrisiko
2
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Article
5
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
9
Author
All
Bhaumik, Sumon Kumar
Platen, Eckhard
Benth, Fred Espen
12
Gannon, Gerard L.
12
McAleer, Michael
10
Escobar, Marcos
9
Fouque, Jean-Pierre
8
Chang, Chia-Lin
7
Chiarella, Carl
7
Cui, Zhenyu
7
Kwok, Yue-Kuen
7
Park, Yang-Ho
7
Skiadopoulos, George
7
Zhang, Jin E.
7
Zheng, Wendong
7
Alexander, Carol
6
Farkas, Walter
6
Floros, Christos
6
Howison, Sam
6
Packham, Natalie
6
Schlögl, Lutz
6
Schmidt, Wolfgang M.
6
Wang, Yaw-Huei
6
Au-Yeung, Siu Pang
5
Bauwens, Luc
5
Brigo, Damiano
5
Carr, Peter
5
Cont, Rama
5
Heston, Steven L.
5
Kallsen, Jan
5
Kim, Sol
5
Kokholm, Thomas
5
Papanicolaou, George
5
Pierret, Diane
5
Shiller, Robert J.
5
Trolle, Anders B.
5
Yaron, Amir
5
Alòs, Elisa
4
Azhar Mohamad
4
Baldeaux, Jan
4
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Comparative economic studies
1
Economics and finance working paper series
1
Journal of banking & finance
1
Journal of multinational financial management
1
Mathematics and financial economics
1
Operations research letters
1
William Davidson Institute working papers series
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
2
Derivatives trading and the volume : volatility link in the Indian stock market
Bhaumik, Sumon Kumar
;
Karanasos, Menelaos
;
Kartsaklas, A.
-
2013
Persistent link: https://www.econbiz.de/10009767846
Saved in:
3
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675074
Saved in:
4
The informative role of trading volume in an expanding spot and futures market
Bhaumik, Sumon Kumar
;
Karanasos, Menelaos
;
Kartsaklas, A.
- In:
Journal of multinational financial management
35
(
2016
),
pp. 24-40
Persistent link: https://www.econbiz.de/10011719954
Saved in:
5
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
6
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
7
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
8
Impact of derivatives trading on emerging capital markets : a note on expiration day effects in India
Bhaumik, Sumon Kumar
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003454456
Saved in:
9
Impact of derivatives trading on emerging stock markets : some evidence from India
Bhaumik, Sumon Kumar
;
Bose, Suchismita
- In:
Comparative economic studies
51
(
2009
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10003820129
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->