EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
Narrow search

Narrow search

Year of publication
Subject
All
Theorie 47 Theory 47 Portfolio selection 37 Portfolio-Management 37 Option pricing theory 36 Optionspreistheorie 36 Stochastic process 36 Stochastischer Prozess 36 stochastic volatility 32 option pricing 28 Credit risk 23 Volatility 21 Volatilität 21 hedging 21 Risiko 17 Risk 17 calibration 15 implied volatility 15 Lévy processes 14 Monte Carlo simulation 14 Markov chain 13 Option pricing 13 Hedging 12 Option trading 12 Optionsgeschäft 12 Risikomanagement 12 Risk management 12 Kreditrisiko 11 Mathematical programming 11 Mathematische Optimierung 11 Portfolio optimization 11 credit risk 11 transaction costs 11 CAPM 10 Fourier transform 10 Stochastic volatility 10 Value-at-Risk 10 Yield curve 10 correlation 10 stochastic control 10
more ... less ...
Online availability
All
Undetermined 655 Free 23
Type of publication
All
Article 676 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 112 Aufsatz in Zeitschrift 112 Aufsatzsammlung 2 Festschrift 1
Language
All
Undetermined 564 English 114
Author
All
BRIGO, DAMIANO 8 ELLIOTT, ROBERT J. 7 FABOZZI, FRANK J. 7 TAKAHASHI, AKIHIKO 7 RUTKOWSKI, MAREK 6 SCHOUTENS, WIM 6 BENTH, FRED ESPEN 5 Hughston, Lane P. 5 LEVENDORSKIĬ, SERGEI 5 MADAN, DILIP B. 5 PLATEN, ECKHARD 5 PROTTER, PHILIP 5 RACHEV, SVETLOZAR T. 5 ALBANESE, CLAUDIO 4 BIAGINI, FRANCESCA 4 CARR, PETER 4 Grasselli, Matheus R. 4 JEANBLANC, MONIQUE 4 JOSHI, MARK 4 KONNO, HIROSHI 4 KORN, RALF 4 MACRINA, ANDREA 4 OOSTERLEE, CORNELIS W. 4 PALLAVICINI, ANDREA 4 ARAI, TAKUJI 3 BIELECKI, TOMASZ R. 3 BOYARCHENKO, MITYA 3 BUESCU, CRISTIN 3 CAPRIOTTI, LUCA 3 CARMONA, RENÉ 3 CECI, CLAUDIA 3 CHIARELLA, CARL 3 D'ADDONA, STEFANO 3 DOKUCHAEV, NIKOLAI 3 FORDE, MARTIN 3 FREY, RÜDIGER 3 GAPEEV, PAVEL V. 3 Grzelak, Lech A. 3 HAREL, ARIE 3 HARPAZ, GIORA 3
more ... less ...
Published in...
All
International Journal of Theoretical and Applied Finance (IJTAF) 564 International journal of theoretical and applied finance : IJTAF 114
Source
All
RePEc 564 ECONIS (ZBW) 114
Showing 1 - 10 of 678
Cover Image
Deep learning in finance : a review of deep hedging and deep calibration techniques
Shinozaki, Yuji - In: International journal of theoretical and applied … 28 (2025) 3/4, pp. 1-44
Persistent link: https://www.econbiz.de/10015559872
Saved in:
Cover Image
A survey of rough volatility
Hiraki, Kazuhiro; Shinozaki, Yuji - In: International journal of theoretical and applied … 28 (2025) 5/6, pp. 1-45
Persistent link: https://www.econbiz.de/10015559882
Saved in:
Cover Image
The financial impact of carbon emissions on power utilities under climate scenarios
Krach, Florian; Kanter, Ashley; Hampwaye, Eba; … - In: International journal of theoretical and applied … 27 (2024) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10015558741
Saved in:
Cover Image
Systemic perspective of term risk in bank funding markets
Macrina, Andrea; Mahomed, Obeid - In: International journal of theoretical and applied … 27 (2024) 3/4, pp. 1-55
Persistent link: https://www.econbiz.de/10015558943
Saved in:
Cover Image
Netting and novation in repo networks
Chehaitli, Hassan; Grasselli, Matheus R.; Hurd, T. R.; … - In: International journal of theoretical and applied … 27 (2024) 3/4, pp. 1-45
Persistent link: https://www.econbiz.de/10015559339
Saved in:
Cover Image
Set-valued intrinsic measures of sytemic risk
Hlavinová, Jana; Rudloff, Birgit; Smirnow, Alexander - In: International journal of theoretical and applied … 27 (2024) 7/8, pp. 1-34
Persistent link: https://www.econbiz.de/10015559438
Saved in:
Cover Image
Kelly trading and market equilibrium
Bermin, Hans-Peter; Holm, Magnus - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10014305905
Saved in:
Cover Image
Dollar cost averaging returns estimation
Brown, Hayden - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014305915
Saved in:
Cover Image
Approximating option prices under large changes of underlying asset prices
Jun, Jae-Yun; Rakotondratsimba, Yves - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014305917
Saved in:
Cover Image
Bounded strategies for maximizing the sharpe ratio
Ye, Jiang; Wang, Yiwei; Raza, Muhammad Wajid - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014305921
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...