//--> //--> //-->
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
~person:"Carr, Peter"
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
10
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
5
Stochastischer Prozess
5
Theorie
4
Theory
4
Credit risk
2
Hedging
2
Kreditrisiko
2
Option trading
2
Optionsgeschäft
2
USA
2
United States
2
1996-2003
1
Aktie
1
Aktienoption
1
Credit derivative
1
Currency option
1
Devisenoption
1
Insolvency
1
Insolvenz
1
Kreditderivat
1
Lévy process
1
OTC market
1
OTC-Handel
1
Portfolio selection
1
Portfolio-Management
1
Risikoprämie
1
Risk premium
1
Share
1
Stock option
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
gamma swap
1
hedging
1
moment swap
1
time change
1
more ...
less ...
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Carr, Peter
Yang, Zhaojun
18
Longstaff, Francis A.
16
Woolcock, Stephen
16
Bayne, Nicholas
15
Fabozzi, Frank J.
15
Tang, Dragon Yongjun
15
Aizenman, Joshua
14
Bahaj, Saleem
14
Reis, Ricardo
14
Schwartz, Eduardo S.
13
Akram, Tanweer
12
Joshi, Mark S.
12
Staiger, Robert W.
12
Swishchuk, Anatoliy V.
12
Goldberg, Linda S.
11
Mamun, Khawaja Abdullah al
11
Zander, Ernst
11
Duffie, Darrell
10
SenGupta, Indranil
10
Trolle, Anders B.
10
Wang, Sarah Qian
10
Zhang, Hai
10
Aldy, Joseph E.
9
Bagwell, Kyle
9
Brigo, Damiano
9
Burgess, Nicholas
9
Dinar, Shlomi
9
Fang, Victor
9
Filipović, Damir
9
Finus, Michael
9
Hoorn, J. van
9
Jarrow, Robert A.
9
Pelsser, Antoon André Jean
9
Stavins, Robert N.
9
Subrahmanyam, Marti G.
9
Syrstad, Olav
9
Azad, A. S. M. Sohel
8
Barrett, Scott
8
Batten, Jonathan A.
8
more ...
less ...
Published in...
All
Finance and stochastics
3
Review of derivatives research
2
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of fixed income
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Implied remaining variance in derivative pricing
Carr, Peter
;
Sun, Jian
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
Saved in:
2
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
3
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
4
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
Saved in:
5
Stock options and credit default swaps : a joint framework for valuation and estimation
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 409-449
Persistent link: https://www.econbiz.de/10008665748
Saved in:
6
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
7
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
8
A new approach for option pricing under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
9
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
Saved in:
10
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->