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Year of publication
Subject
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Theorie 1,139 Theory 1,139 Optionspreistheorie 753 Option pricing theory 752 Stochastic process 474 Stochastischer Prozess 474 Portfolio selection 433 Portfolio-Management 433 Volatility 348 Volatilität 344 Option trading 224 Optionsgeschäft 224 Derivat 207 Derivative 207 CAPM 185 Yield curve 180 Hedging 179 Zinsstruktur 178 Risk 161 Risiko 160 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 86 Mathematische Optimierung 86 Markov chain 80 Markov-Kette 80 Risikomanagement 78 Risk management 75 Transaction costs 74 Transaktionskosten 74
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Online availability
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Undetermined 1,096 Free 189
Type of publication
All
Article 3,741 Book / Working Paper 99
Type of publication (narrower categories)
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Article in journal 1,780 Aufsatz in Zeitschrift 1,780 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 10 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
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Language
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English 2,159 Undetermined 1,681
Author
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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 Eberlein, Ernst 26 Rutkowski, Marek 26 Zhou, Xun Yu 26 Jaimungal, Sebastian 25 Bayraktar, Erhan 24 Cont, Rama 24 Elliott, Robert J. 24 Schweizer, Martin 24 Yor, Marc 24 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
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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...
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Mathematical finance : an international journal of mathematics, statistics and financial theory 1,180 Applied mathematical finance 866 Mathematical Finance 585 Journal of mathematical finance 445 Applied Mathematical Finance 377 Mathematical finance : an international journal of mathematics, statistics and financial economics 137 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
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Source
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ECONIS (ZBW) 1,953 OLC EcoSci 920 RePEc 806 Other ZBW resources 142 EconStor 10 USB Cologne (EcoSocSci) 9
Showing 1 - 10 of 3,840
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Optimal stopping via randomized neural networks
Herrera, Calypso; Krach, Florian; Ruyssen, Pierre; … - In: Frontiers of mathematical finance : FMF 3 (2024) 1, pp. 31-77
Persistent link: https://www.econbiz.de/10015375870
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Swing contract pricing : with and without neural networks
Lemaire, Vincent; Pagès, Gilles; Yeo, Christian - In: Frontiers of mathematical finance : FMF 3 (2024) 2, pp. 270-303
Persistent link: https://www.econbiz.de/10015376017
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Attractive investment opportunities : the irrationality of being rational
Madan, Dilip B.; Wang, King - In: Frontiers of mathematical finance : FMF 3 (2024) 4, pp. 446-465
Persistent link: https://www.econbiz.de/10015376078
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Optimal positioning in derivative securities in incomplete markets
Leung, Tim; Lorig, Matthew; Shirai, Yoshihiro - In: Frontiers of mathematical finance : FMF 3 (2024) 4, pp. 466-489
Persistent link: https://www.econbiz.de/10015376079
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Handling model risk with XVAs
Bénézet, Cyril; Crépey, Stéphane - In: Frontiers of mathematical finance : FMF 3 (2024) 4, pp. 490-519
Persistent link: https://www.econbiz.de/10015376085
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Filtration reduction and incomplete markets
Grigorian, Karen; Jarrow, Robert A. - In: Frontiers of mathematical finance : FMF 3 (2024) 1, pp. 78-105
Persistent link: https://www.econbiz.de/10015375941
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On the universality of the volatility formation process : when machine learning and rough volatility agree
Rosenbaum, Mathieu; Zhang, Jianfei - In: Frontiers of mathematical finance : FMF 3 (2024) 1, pp. 106-126
Persistent link: https://www.econbiz.de/10015375963
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A default system with overspilling contagion
Coculescu, Delia; Visentin, Gabriele - In: Frontiers of mathematical finance : FMF 3 (2024) 1, pp. 127-162
Persistent link: https://www.econbiz.de/10015375968
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An arbitrage driven price dynamics of Automated Market Makers in the presence of fees
Najnudel, Joseph; Tung, Shen-Ning; Yamazaki, Kazutoshi; … - In: Frontiers of mathematical finance : FMF 3 (2024) 4, pp. 560-571
Persistent link: https://www.econbiz.de/10015376083
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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
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