//--> //--> //--> //-->
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
~isPartOf:"International journal of theoretical and applied finance"
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:"Finanzinstrument"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
170
Derivative
170
Option pricing theory
101
Optionspreistheorie
101
Theorie
66
Theory
66
Stochastic process
59
Stochastischer Prozess
59
Credit risk
40
Kreditrisiko
40
Volatility
38
Volatilität
38
Hedging
34
Yield curve
25
Zinsstruktur
25
Option trading
22
Optionsgeschäft
22
Swap
20
Portfolio selection
19
Portfolio-Management
19
Credit derivative
16
Kreditderivat
16
Black-Scholes model
14
Black-Scholes-Modell
14
Markov chain
13
CAPM
12
Markov-Kette
12
Interest rate derivative
10
Statistical distribution
10
Statistische Verteilung
10
Zinsderivat
10
CVA
9
Collateral
8
Incomplete market
8
Kreditsicherung
8
Martingal
8
Martingale
8
Risikomanagement
8
Risk management
8
Unvollkommener Markt
8
more ...
less ...
Online availability
All
Undetermined
50
Type of publication
All
Article
169
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
171
Aufsatz in Zeitschrift
171
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Mehrbändiges Werk
2
Multi-volume publication
2
Sammelwerk
2
more ...
less ...
Language
All
English
171
Author
All
Brigo, Damiano
6
Benth, Fred Espen
5
Jeanblanc, Monique
4
Pallavicini, Andrea
4
Bielecki, Tomasz R.
3
Capriotti, Luca
3
Hess, Markus
3
Antonelli, Fabio
2
Aurell, Erik
2
Avellaneda, Marco
2
Bernard, Carole
2
Buescu, Cristin
2
Carmona, René
2
Chiarella, Carl
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
D'Ippoliti, Fernanda
2
Di Graziano, Giuseppe
2
Fouque, Jean-Pierre
2
Gapeev, Pavel V.
2
Hok, Julien
2
Joshi, Mark S.
2
Mai, Jan-Frederik
2
Melʹnikov, Aleksandr V.
2
Meyer-Brandis, Thilo
2
Michielon, Matteo
2
Mijatovi´c, Aleksandar
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
Takahashi, Akihiko
2
Torricelli, Lorenzo
2
Walker, Michael B.
2
Wang, Yongjin
2
Albanese, Claudio
1
Alòs, Elisa
1
Anderluh, J. H. M.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The journal of futures markets
398
Journal of banking & finance
192
Energy economics
124
Working paper / National Bureau of Economic Research, Inc.
104
NBER working paper series
102
SpringerLink / Bücher
102
The journal of finance : the journal of the American Finance Association
94
NBER Working Paper
84
Journal of financial economics
82
Applied mathematical finance
80
Finance research letters
80
International review of financial analysis
73
Die Bank
72
Review of derivatives research
69
The journal of derivatives : the official publication of the International Association of Financial Engineers
68
The European journal of finance
65
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
64
Journal of financial and quantitative analysis : JFQA
64
Applied financial economics
63
Quantitative finance
63
International review of economics & finance : IREF
62
European journal of operational research : EJOR
56
Europäische Hochschulschriften / 5
56
Wiley finance series
54
Advances in futures and options research : a research annual
53
Working paper
52
Applied economics
51
IMF working papers
50
The review of financial studies
49
The North American journal of economics and finance : a journal of financial economics studies
48
WPg : Kompetenz schafft Vertrauen
47
Discussion paper / Centre for Economic Policy Research
46
Finance and stochastics
46
Derivatives & financial instruments
45
Journal of economic dynamics & control
45
The journal of fixed income
45
Journal of risk and financial management : JRFM
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
Applied economics letters
43
more ...
less ...
Source
All
ECONIS (ZBW)
171
Showing
1
-
10
of
171
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
3
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
4
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
5
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
7
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
8
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
9
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
10
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->