//--> //--> //-->
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:"Monfort, Alain"
~subject:"Financial analysis"
~subject:"Theory"
~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
Financial analysis
Theory
Volatility
Derivat
16
Derivative
16
Option pricing theory
8
Optionspreistheorie
8
Theorie
6
Credit risk
4
Insolvency
4
Insolvenz
4
Kreditrisiko
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Asymmetric information
3
Asymmetrische Information
3
Core
3
Credit derivative
3
Estimation theory
3
Financial services
3
Finanzdienstleistung
3
Kreditderivat
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikoprämie
3
Risk premium
3
Schätztheorie
3
Yield curve
3
Zinsstruktur
3
Disaster
2
Electricity price
2
Katastrophe
2
Stochastic process
2
Stochastischer Prozess
2
Strompreis
2
Anleihe
1
Ansteckungseffekt
1
Bond
1
Börsenkurs
1
CAPM
1
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Book / Working Paper
6
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
10
Author
All
Monfort, Alain
Hull, John
32
Broll, Udo
31
Lien, Da-hsiang Donald
30
Benth, Fred Espen
28
Jarrow, Robert A.
27
Fabozzi, Frank J.
24
Gouriéroux, Christian
21
Kit, Pong Wong
20
Brigo, Damiano
17
Carr, Peter
15
Kane, Alex
14
Leung, Tim
14
Figlewski, Stephen
13
Gannon, Gerard L.
13
Poncet, Patrice
13
Bruns, Christoph
12
Chiarella, Carl
12
Härdle, Wolfgang
12
Korn, Olaf
12
McAleer, Michael
12
Steiner, Manfred
12
White, Alan
12
Bodie, Zvi
11
Gagliardini, Patrick
11
Joshi, Mark S.
11
Lioui, Abraham
11
Marcus, Alan J.
11
Rudolph, Bernd
11
Shiller, Robert J.
11
Alexander, Carol
10
Capponi, Agostino
10
Crépey, Stéphane
10
Kolb, Robert W.
10
Schmidt, Wolfgang M.
10
Stein, Jerome L.
10
Bloss, Michael
9
Boyle, Phelim P.
9
Branger, Nicole
9
Brooks, Robert
9
more ...
less ...
Published in...
All
Journal of econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Banque de France Working Paper
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Les notes d'études et de recherche : NER
1
Review of finance : journal of the European Finance Association
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
3
Pricing and Inference with Mixtures of Conditionally Normal Processes
Bertholon, Henri
-
2010
We consider the problems of derivative pricing and inference when the stochastic discount factor has an exponential-affine form and the geometric return of the underlying asset has a dynamics characterized by a mixture of conditionally Normal processes. We consider both the static case in which...
Persistent link: https://www.econbiz.de/10013137349
Saved in:
4
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
5
Pricing and inference with mixtures of conditionally normal processes
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003591596
Saved in:
6
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
7
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
8
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
9
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
10
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000976110
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->