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:"Mathematical Finance"
Narrow search

Narrow search

Year of publication
Subject
All
Theorie 1,135 Theory 1,135 Optionspreistheorie 751 Option pricing theory 750 Stochastic process 473 Stochastischer Prozess 473 Portfolio selection 431 Portfolio-Management 431 Volatility 347 Volatilität 343 Option trading 223 Optionsgeschäft 223 Derivat 206 Derivative 206 CAPM 185 Yield curve 180 Zinsstruktur 178 Hedging 177 Risk 160 Risiko 159 Black-Scholes model 132 Black-Scholes-Modell 131 Börsenkurs 109 Share price 109 Incomplete market 105 Unvollkommener Markt 105 Risikomaß 98 Risk measure 98 Credit risk 95 Kreditrisiko 94 Martingal 89 Martingale 89 Mathematical programming 84 Mathematische Optimierung 84 Markov chain 78 Markov-Kette 78 Risikomanagement 78 Risk management 75 Transaction costs 74 Transaktionskosten 74
more ... less ...
Online availability
All
Undetermined 1,094 Free 183
Type of publication
All
Article 3,733 Book / Working Paper 99
Type of publication (narrower categories)
All
Article in journal 1,773 Aufsatz in Zeitschrift 1,773 Aufsatz im Buch 78 Book section 78 Arbeitspapier 47 Working Paper 47 Graue Literatur 45 Non-commercial literature 45 Conference paper 26 Konferenzbeitrag 26 Article 9 Collection of articles of several authors 9 Sammelwerk 9 Aufsatzsammlung 8 Konferenzschrift 4 Nachruf 2 Systematic review 2 Übersichtsarbeit 2 Bibliografie enthalten 1 Bibliography included 1 Conference proceedings 1 Lehrbuch 1 Mehrbändiges Werk 1 Multi-volume publication 1 Textbook 1
more ... less ...
Language
All
English 2,151 Undetermined 1,681
Author
All
Madan, Dilip B. 41 Schachermayer, Walter 32 Platen, Eckhard 30 Benth, Fred Espen 28 Delbaen, Freddy 28 Howison, Sam 28 Jarrow, Robert A. 28 Wilmott, Paul 28 Kallsen, Jan 27 Zhou, Xun Yu 27 Eberlein, Ernst 26 Rutkowski, Marek 26 Jaimungal, Sebastian 25 Bayraktar, Erhan 24 Elliott, Robert J. 24 Schweizer, Martin 24 Yor, Marc 24 Cont, Rama 23 Touzi, Nizar 23 Glasserman, Paul 21 Henderson, Vicky 21 Dai, Min 20 Geman, Hélyette 20 Guasoni, Paolo 20 Linetsky, Vadim 20 Siu, Tak Kuen 20 Bermin, Hans-Peter 19 Carr, Peter 19 Pham, Huyên 19 Chiarella, Carl 18 Atkinson, Colin 17 Björk, Tomas 17 Filipović, Damir 17 Frittelli, Marco 17 Hobson, David G. 17 Korn, Ralf 17 Avellaneda, Marco 16 Cartea, Álvaro 16 Jin, Hanqing 16 Schmidt, Thorsten 16
more ... less ...
Institution
All
Bachelier Finance Society / World Congress <11., 2022, Hongkong> 1 Conference on Applications of Malliavin Calculus in Finance <2001, Rocquencourt> 1 Institut National de Recherche en Informatique et en Automatique <Rocquencourt> 1 New York University / Mathematical Finance Seminar 1 Workshop on Mathematical Finance and Insurance <2004, Huang Shan> 1 Workshop on Mathematical Finance and Insurance <2006, Lijiang> 1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory 1,180 Applied mathematical finance 858 Mathematical Finance 584 Journal of mathematical finance 445 Applied Mathematical Finance 377 Mathematical finance : an international journal of mathematics, statistics and financial economics 138 Frontiers of mathematical finance : FMF 60 Mathematical finance 47 Paris Princeton lectures on mathematical finance 23 Advanced modelling in mathematical finance : in honour of Ernst Eberlein 20 Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 17 Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift 14 Nonlinear models in mathematical finance : new research trends in option pricing 12 Oberwolfach 11 New directions in mathematical finance 10 From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005] 9 Mastering mathematical finance 7 Aspects of mathematical finance 6 Lecture notes in mathematics : a collection of informal reports and seminars 5 Applied Mathematical Finance, 2004, 11(1), 1-25 1 Handbooks in mathematical finance 1 High Performance Computing in Finance, Chapman & Hall/CRC Series in Mathematical Finance, 2017 1 J. Kallsen and A. Papapantoleon (eds.), Advanced Modeling in Mathematical Finance, 257-275, Springer, 2016 1 Journal of Mathematical Finance 1 Lecture notes in mathematics <Berlin> 1 Mastering Mathematical Finance 1 Mathematical Finance 30(1), 85-127, 2020 1 Mathematical Finance 30(3), 1168-1178, 2020 1 Mathematical Finance, 2008, 18(2), 305-316 1 Mathematical Finance, 2008, 18(3), 473-492 1 Mathematical Finance, 2009, 19(4), 591-617 1 Mathematical Finance, 23(1), 143-168 (2013) 1 Mathematical Finance, Forthcoming 1 Mathematical Finance, Probability and Partial Differential Equations Conference, Rutgers University, New Brunswick, New Jersey, May 17 -19, 2017 1 Series in mathematical finance 1 To appear in Mathematical Finance 1
more ... less ...
Source
All
ECONIS (ZBW) 1,946 OLC EcoSci 920 RePEc 806 Other ZBW resources 142 EconStor 9 USB Cologne (EcoSocSci) 9
Showing 1 - 10 of 3,832
Cover Image
Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian; Jentzen, Arnulf; Müller, Marvin S.; … - In: Mathematical finance : an international journal of … 34 (2024) 1, pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
Cover Image
Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio; Grbac, Zorana; Schmidt, Thorsten - In: Mathematical finance : an international journal of … 34 (2024) 1, pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
Cover Image
Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time
Zhou, Zhou - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1089-1122
Persistent link: https://www.econbiz.de/10015149370
Saved in:
Cover Image
Put-Call parities, absence of arbitrage opportunities, and nonlinear pricing rules
Bastianello, Lorenzo; Chateauneuf, Alain; Cornet, Bernard - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1242-1262
Persistent link: https://www.econbiz.de/10015149385
Saved in:
Cover Image
Distortion risk measures : prudence, coherence, and the expected shortfall
Amarante, Massimiliano; Liebrich, Felix-Benedikt - In: Mathematical finance : an international journal of … 34 (2024) 4, pp. 1291-1327
Persistent link: https://www.econbiz.de/10015149387
Saved in:
Cover Image
Rational hedging with a diversity of implied volatilities
Madan, Dilip B.; Wang, King - In: Frontiers of mathematical finance : FMF 3 (2024) 3, pp. 345-375
Persistent link: https://www.econbiz.de/10015376037
Saved in:
Cover Image
Collective dynamic risk measures
Doldi, Alessandro; Frittelli, Marco; Rosazza Gianin, … - In: Frontiers of mathematical finance : FMF 3 (2024) 3, pp. 376-399
Persistent link: https://www.econbiz.de/10015376040
Saved in:
Cover Image
AHEAD: ad hoc electronic auction design
Derchu, Joffrey; Guillot, Philippe; Mastrolia, Thibaut; … - In: Frontiers of mathematical finance : FMF 3 (2024) 2, pp. 163-213
Persistent link: https://www.econbiz.de/10015375994
Saved in:
Cover Image
A conditional version of the second fundamental theorem of asset pricing in discrete time
Niemann, Lars; Schmidt, Thorsten - In: Frontiers of mathematical finance : FMF 3 (2024) 2, pp. 239-269
Persistent link: https://www.econbiz.de/10015376010
Saved in:
Cover Image
Optimal dividend strategies for a catastrophe insurer
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora - In: Frontiers of mathematical finance : FMF 3 (2024) 2, pp. 304-344
Persistent link: https://www.econbiz.de/10015376021
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...