//--> //--> //-->
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
~subject:"CAPM"
~subject:"Portfolio-Management"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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:"Termingeschäft"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Portfolio-Management
Derivat
66
Derivative
66
Theorie
21
Theory
21
Option pricing theory
17
Optionspreistheorie
17
USA
17
United States
17
Credit risk
9
Kreditrisiko
9
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
Börsenkurs
5
Deutschland
5
Financial analysis
5
Finanzanalyse
5
Germany
5
Hedging
5
Portfolio selection
5
Share price
5
Yield curve
5
Zinsstruktur
5
OTC market
4
OTC-Handel
4
Option trading
4
Optionsgeschäft
4
Risikomanagement
4
Risk management
4
Credit derivative
3
EU countries
3
EU-Staaten
3
Kreditderivat
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Securities trading
3
Wertpapierhandel
3
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Hull, John
2
Branger, Nicole
1
Breuer, Beate
1
Chiang, Mi-Hsiu
1
Chuang, Ming-Che
1
Jahel, Lina el
1
Kupiec, Paul H.
1
Lin, Shih-kuei
1
Mortensen, Allan
1
Orosi, Greg
1
Perraudin, William R. M.
1
Schlag, Christian
1
Sellin, Peter
1
White, Alan
1
White, Alan D.
1
Xiao, Tim
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
38
International journal of theoretical and applied finance
30
Advances in futures and options research : a research annual
28
Journal of banking & finance
26
Journal of financial and quantitative analysis : JFQA
22
The journal of finance : the journal of the American Finance Association
19
European journal of operational research : EJOR
16
Journal of economic dynamics & control
15
The review of financial studies
15
SpringerLink / Bücher
14
The European journal of finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Quantitative finance
13
Journal of financial economics
12
Discussion paper / B
10
Finance and stochastics
10
Journal of mathematical finance
10
Review of derivatives research
10
Bank- und finanzwirtschaftliche Forschungen
9
Energy economics
9
The journal of derivatives : JOD
9
Annals of finance
8
Finance research letters
8
NBER working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of fixed income
8
Applied economics
7
Applied mathematical finance
7
Europäische Hochschulschriften / 5
7
Gabler Edition Wissenschaft
7
International journal of financial engineering
7
International review of financial analysis
7
Journal of risk and financial management : JRFM
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
The journal of computational finance
7
Always learning
6
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
Discussion paper
6
Economic modelling
6
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
2
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
Saved in:
3
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
4
Optimal derivative strategies with discrete rebalancing
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
Saved in:
5
Dynamic models of portfolio credit risk : a simplified approach
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 9-28
Persistent link: https://www.econbiz.de/10003733219
Saved in:
6
Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
Saved in:
7
Valuing credit derivatives using an implied copula approach
Hull, John
;
White, Alan D.
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 8-28
Persistent link: https://www.econbiz.de/10003400047
Saved in:
8
Value at risk for derivatives
Jahel, Lina el
;
Perraudin, William R. M.
;
Sellin, Peter
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001432480
Saved in:
9
Stress testing in a value at risk framework
Kupiec, Paul H.
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001248811
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->