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Year of publication
Subject
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Optionspreistheorie 13,927 Option pricing theory 13,464 Volatilität 3,529 Theorie 3,524 Volatility 3,466 Theory 3,391 Stochastischer Prozess 2,956 Stochastic process 2,906 Optionsgeschäft 2,618 Option trading 2,601 Derivat 2,209 Derivative 2,206 Hedging 1,169 Portfolio-Management 1,023 Black-Scholes-Modell 1,021 Portfolio selection 1,011 Black-Scholes model 968 CAPM 938 Zinsstruktur 878 Yield curve 868 Schätzung 811 Estimation 796 USA 717 United States 703 Realoptionsansatz 602 Real options analysis 601 Risiko 571 Risk 568 Monte-Carlo-Simulation 565 Monte Carlo simulation 560 Kreditrisiko 544 Credit risk 534 Statistische Verteilung 533 Statistical distribution 524 Börsenkurs 520 Share price 506 Kapitaleinkommen 461 Capital income 460 Zinsderivat 433 Interest rate derivative 430
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Online availability
All
Free 4,253 Undetermined 2,582
Type of publication
All
Article 7,477 Book / Working Paper 6,430 Journal 20
Type of publication (narrower categories)
All
Article in journal 6,912 Aufsatz in Zeitschrift 6,912 Graue Literatur 1,729 Non-commercial literature 1,729 Working Paper 1,703 Arbeitspapier 1,551 Hochschulschrift 566 Aufsatz im Buch 512 Book section 512 Thesis 450 Lehrbuch 178 Textbook 172 Collection of articles of several authors 126 Sammelwerk 126 Dissertation u.a. Prüfungsschriften 81 Collection of articles written by one author 80 Sammlung 80 Bibliografie enthalten 77 Bibliography included 77 Aufsatzsammlung 67 Conference paper 42 Konferenzbeitrag 42 Forschungsbericht 39 Glossar enthalten 30 Glossary included 30 Handbook 27 Handbuch 27 Konferenzschrift 27 Systematic review 21 Übersichtsarbeit 21 Amtsdruckschrift 19 Government document 19 Reprint 16 Bibliografie 15 Conference proceedings 15 Einführung 12 Mehrbändiges Werk 12 Multi-volume publication 12 CD-ROM, DVD 11 Accompanied by computer file 10
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Language
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English 13,211 German 627 French 38 Undetermined 21 Spanish 19 Italian 14 Portuguese 5 Croatian 1 Hungarian 1 Dutch 1 Polish 1 Russian 1 Swedish 1
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Author
All
Madan, Dilip B. 85 Cui, Zhenyu 68 Fabozzi, Frank J. 67 Härdle, Wolfgang 67 Joshi, Mark S. 66 Carr, Peter 56 Schoutens, Wim 56 Takahashi, Akihiko 53 Chiarella, Carl 51 Elliott, Robert J. 48 Stentoft, Lars 46 Jacobs, Kris 42 Wystup, Uwe 40 Hull, John 39 Benth, Fred Espen 37 Oosterlee, Cornelis W. 35 Belomestny, Denis 34 Chesney, Marc 33 Jarrow, Robert A. 33 Kim, Young Shin 33 Kwok, Yue-Kuen 33 Fusai, Gianluca 32 Schlögl, Erik 32 Christoffersen, Peter F. 31 Barone-Adesi, Giovanni 30 Ewald, Christian-Oliver 30 Korn, Ralf 30 Siu, Tak Kuen 30 Račev, Svetlozar T. 29 Schwartz, Eduardo S. 29 Wang, Xingchun 29 Zhang, Jin E. 29 Jacquier, Antoine (Jack) 28 Nguyen, Duy 28 Schoenmakers, John 28 Wong, Hoi Ying 28 Yang, Zhaojun 28 Platen, Eckhard 27 Scaillet, Olivier 27 Wilmott, Paul 27
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Institution
All
National Bureau of Economic Research 58 Centre for Analytical Finance <Århus> 24 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 20 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 19 Institut für Schweizerisches Bankwesen <Zürich> 14 Chambre de commerce et d'industrie de Paris 10 Ekonomiska forskningsinstitutet <Stockholm> 10 Svenska Handelshögskolan <Helsinki> 10 Center for Economic Research <Tilburg> 9 Weierstraß-Institut für Angewandte Analysis und Stochastik 6 Deutsche Forschungsgemeinschaft 5 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn 5 Universitat Pompeu Fabra / Departament d'Economia i Empresa 5 Verlag Dr. Kovač 5 Bonn Graduate School of Economics 4 Centre of Financial Studies 4 Institut for Finansiering <Frederiksberg> 4 Johannes Gutenberg-Universität Mainz 4 Springer Fachmedien Wiesbaden 4 Centre for Economic Policy Research 3 Institute of Finance and Accounting <London> 3 International Center for Financial Asset Management and Engineering 3 Karlsruher Institut für Technologie 3 Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen 3 World Bank 3 Associazione Operatori Bancari in Titoli 2 Banque de France / Direction des Etudes Economiques et de la Recherche 2 Birkbeck College / Department of Economics 2 Cambridge University Press 2 Centre for Quantitative Economics & Computing 2 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 2 Eberhard Karls Universität Tübingen 2 Econometrisch Instituut <Rotterdam> 2 Erasmus Research Institute of Management 2 Federal Reserve Bank of Cleveland 2 Federal Reserve Bank of St. Louis 2 Federal Reserve System / Board of Governors 2 Hochschule für Bankwirtschaft 2 Indien / Central Board of Irrigation and Power 2
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Published in...
All
International journal of theoretical and applied finance 467 Mathematical finance : an international journal of mathematics, statistics and financial theory 255 The journal of computational finance 246 Applied mathematical finance 235 The journal of futures markets 235 Finance and stochastics 210 The journal of derivatives : the official publication of the International Association of Financial Engineers 203 Journal of banking & finance 202 Review of derivatives research 165 Quantitative finance 163 Insurance / Mathematics & economics 139 European journal of operational research : EJOR 128 Journal of economic dynamics & control 128 International journal of financial engineering 107 Journal of mathematical finance 107 Finance research letters 89 Computational economics 88 Research paper series / Swiss Finance Institute 84 The European journal of finance 79 The North American journal of economics and finance : a journal of financial economics studies 79 Asia-Pacific financial markets 77 Journal of financial economics 77 Risks : open access journal 76 Journal of econometrics 64 Journal of financial and quantitative analysis : JFQA 57 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 57 NBER working paper series 56 Energy economics 55 SFB 649 discussion paper 54 Review of quantitative finance and accounting 52 The journal of finance : the journal of the American Finance Association 52 The journal of real estate finance and economics 50 The review of financial studies 50 Working paper / National Bureau of Economic Research, Inc. 50 Journal of risk and financial management : JRFM 49 Annals of finance 47 Decisions in economics and finance : DEF ; a journal of applied mathematics 47 Economic modelling 47 International review of economics & finance : IREF 44 Mathematics and financial economics 42
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Source
All
ECONIS (ZBW) 13,526 USB Cologne (EcoSocSci) 169 EconStor 154 USB Cologne (business full texts) 67 OLC EcoSci 6 BASE 5
Showing 1 - 10 of 13,927
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Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi - 2023
Persistent link: https://www.econbiz.de/10013502696
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Moneyness, underlying asset volatility, and the cross-section of option returns*
Aretz, Kevin; Lin, Ming-Tsung; Poon, Ser-Huang - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 289-323
Persistent link: https://www.econbiz.de/10013543163
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Empirical deep hedging
Mikkilä, Oskari; Kanniainen, Juho - In: Quantitative finance 23 (2023) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
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A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi; Takada, Hideyuki - In: Quantitative finance 23 (2023) 1, pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
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Breakthroughs, backlashes and Artificial General Intelligence : an extended real options approach
Gries, Thomas; Naudé, Wim - 2022
Breakthroughs and backlashes have marked progress in the development and diffusion of Artificial Intelligence (AI). These shocks make the investment in developing an Artificial General Intelligence (AGI) subject to considerable uncertainty. This paper applies a real options model, extended to...
Persistent link: https://www.econbiz.de/10012880024
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Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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Financial innovation of mass destruction : the story of a countrywide FX options debacle
Sławik, Anna; Bohatkiewicz-Czaicka, Joanna - In: Risks : open access journal 10 (2022) 2, pp. 1-17
Astonishingly little attention has been paid in academic literature to the 2008-2009 foreign exchange (FX) options debacle in Poland, the scale of which was unheard of. It affected not only an individual organization but a significant part of economy, being an example of a situation in which...
Persistent link: https://www.econbiz.de/10012806403
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How QE changes the nature of sovereign risk
Broeders, Dirk; Haan, Leo de; End, Jan-Willem van den - 2022
Persistent link: https://www.econbiz.de/10012807588
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Time-discrete hedging of down-and-out puts with overnight trading gaps
Baule, Rainer; Rosenthal, Philip - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-20
Hedging down-and-out puts (and up-and-out calls), where the maximum payoff is reached just before a barrier is hit that would render the claim worthless afterwards, is challenging. All hedging methods potentially lead to large errors when the underlying is already close to the barrier and the...
Persistent link: https://www.econbiz.de/10012813892
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Volatility and the pricing kernel
Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
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