//--> //--> //-->
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:"Platen, Eckhard"
~subject:"Credit risk"
~subject:"Messung"
~subject:"Risk"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Messung
Risk
Volatility
Derivat
24
Derivative
24
Portfolio selection
12
Portfolio-Management
12
Theorie
8
Theory
8
Option pricing theory
7
Optionspreistheorie
7
Benchmarking
6
Hedging
5
Arbitrage Pricing
4
Arbitrage pricing
4
Benchmark approach
4
Bewertung
4
Evaluation
4
Martingal
3
Martingale
3
Volatilität
3
Aktienindex
2
CEV model
2
Currency derivative
2
Decomposition method
2
Dekompositionsverfahren
2
Devisenmarkt
2
Elementarschadenversicherung
2
Foreign exchange market
2
Föllmer-Schweizer decomposition
2
Kreditrisiko
2
Measurement
2
Meteorologie
2
Meteorology
2
Natural disaster insurance
2
Preiskonvergenz
2
Price convergence
2
Real world pricing
2
Risiko
2
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
7
Author
All
Platen, Eckhard
Brigo, Damiano
19
Benth, Fred Espen
16
Broll, Udo
14
Capponi, Agostino
13
Crépey, Stéphane
13
McAleer, Michael
13
Wang, Xingchun
13
Gannon, Gerard L.
12
Cont, Rama
11
Fabozzi, Frank J.
11
Pallavicini, Andrea
11
Shiller, Robert J.
11
Acharya, Viral V.
10
Bielecki, Tomasz R.
10
Escobar, Marcos
10
Jarrow, Robert A.
10
Rudolph, Bernd
10
Stulz, René M.
10
Welzel, Peter
10
Fouque, Jean-Pierre
9
Mayordomo, Sergio
9
Monfort, Alain
9
Schmidt, Wolfgang M.
9
Zagst, Rudi
9
Calice, Giovanni
8
Härdle, Wolfgang
8
Kiesel, Rüdiger
8
Lipton, Alexander
8
Schönbucher, Philipp J.
8
Trolle, Anders B.
8
Wagner, Wolf
8
Wolfers, Justin
8
Zhang, Jin E.
8
Chang, Chia-Lin
7
Chiarella, Carl
7
Cotter, John
7
Cui, Zhenyu
7
Gong, Feixue
7
Gouriéroux, Christian
7
Gündüz, Yalın
7
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Asia-Pacific financial markets
1
Journal of banking & finance
1
Mathematics and financial economics
1
Operations research letters
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
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
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675074
Saved in:
3
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:
4
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:
5
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
6
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:
7
Benchmark pricing of credit derivatives under a standard market model
Craddock, Mark
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619286
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->