//--> //--> //--> //-->
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:"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:"Vereinbarung"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Swap
29
Theorie
15
Theory
15
Option pricing theory
8
Optionspreistheorie
8
Credit derivative
6
Insolvency
6
Insolvenz
6
Kreditderivat
6
Credit risk
5
Financial analysis
5
Finanzanalyse
5
Kreditrisiko
5
Yield curve
5
Zinsstruktur
5
USA
4
United States
4
Volatility
4
Volatilität
4
Hedging
3
Interest rate
3
Interest rate derivative
3
Option trading
3
Optionsgeschäft
3
Zins
3
Zinsderivat
3
Aktie
2
Bewertung
2
Black-Scholes model
2
Black-Scholes-Modell
2
Credit
2
Derivat
2
Derivative
2
Estimation
2
Evaluation
2
Kredit
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Share
2
more ...
less ...
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Hull, John
3
White, Alan
3
Chen, Son-nan
2
Wu, Ting-pin
2
Abken, Peter A.
1
Bansal, Vipul K.
1
Bennett, Michael N.
1
Berd, Arthur M.
1
Brigo, Damiano
1
Chance, Don M.
1
Cheng, Wai-yan
1
Chiang, Mi-hsiu
1
Collin-Dufresne, Pierre
1
Demeterfi, Kresimir
1
Fan, Rong
1
Goldstein, Robert S.
1
Gupta, Anurag
1
Hsieh, Ming-hua
1
Hu, Wen-Cheng
1
Huang, Alex
1
Kan, Yu Hang
1
Kapoor, Vivek
1
Kennedy, Joanne E.
1
Kijima, Masaaki
1
Kuan, Grace C. H.
1
Laatsch, Francis E.
1
Larsson, Karl
1
Liu, Tianxiang
1
Marshall, John F.
1
Morini, Massimo
1
Muromachi, Yukio
1
O'Kane, Dominic
1
Pedersen, Claus
1
Pelsser, Antoon André Jean
1
Pietersz, Raoul
1
Rich, Don R.
1
Ritchken, Peter H.
1
Smith, Donald J.
1
Webber, Nick
1
Weigel, Peter
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of world investment & trade : law, economics, politics
45
International journal of theoretical and applied finance
43
The new economic diplomacy : decision-making and negotiation in international economic relations
39
NBER working paper series
37
Working paper / National Bureau of Economic Research, Inc.
31
NBER Working Paper
29
Journal of banking & finance
26
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
19
International journal of diplomacy and economy
18
Journal of financial economics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
The journal of computational finance
17
Working paper
17
Journal of international financial markets, institutions & money
16
International review of economics & finance : IREF
15
Review of derivatives research
15
United Nations publication
15
Discussion paper / Centre for Economic Policy Research
14
Climate change and common sense : essays in honour of Tom Schelling
13
Finance and stochastics
13
Journal of air transport management
13
Law and development perspective on international trade law : The Law and Development Institute
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
The politics of international economic law
13
Competitive regionalism : FTA diffusion in the Pacific Rim
12
European journal of operational research : EJOR
12
International legal materials : current documents
12
Journal of securities operations & custody
12
OECD working papers on international investment
12
Applied economics
11
Economics letters
11
Finance research letters
11
Journal of international money and finance
11
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
New approach to estimating VIX truncation errors using corridor variance swaps
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10011968667
Saved in:
2
Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng
;
Huang, Alex
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
Saved in:
3
Interest rate swap credit valuation adjustment
Černý, Jakub
;
Witzany, Jiří
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 24-35
Persistent link: https://www.econbiz.de/10011404521
Saved in:
4
Valuing interest rate swaps using overnight indexed swap (OIS) discounting
Smith, Donald J.
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 49-59
Persistent link: https://www.econbiz.de/10009760534
Saved in:
5
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
6
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
7
Force-fitting CDS spreads to CDS index swaps
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10008986595
Saved in:
8
Pricing commodity swaptions in multifactor models
Larsson, Karl
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 32-44
Persistent link: https://www.econbiz.de/10009413614
Saved in:
9
An efficient algorithm for basket default swap valuation
Chiang, Mi-hsiu
;
Yueh, Meng-lan
;
Hsieh, Ming-hua
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 8-19
Persistent link: https://www.econbiz.de/10003673297
Saved in:
10
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->