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  • Search: subject:"Wertpapier"
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Year of publication
Subject
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Derivat 13,520 Derivative 13,520 Theorie 8,817 Theory 8,806 Wertpapierhandel 8,176 Securities trading 7,920 Anleihe 5,454 Bond 5,358 USA 4,845 United States 4,515 Rentenmarkt 3,973 Bond market 3,872 Börsenkurs 3,677 Share price 3,629 Kreditrisiko 3,420 Credit risk 3,327 Kreditderivat 3,300 Credit derivative 3,223 Portfolio-Management 3,097 Portfolio selection 3,096 Welt 2,778 World 2,777 Optionspreistheorie 2,618 Option pricing theory 2,584 Wertpapier 2,528 Deutschland 2,518 Volatilität 2,493 Volatility 2,473 Public bond 2,378 Öffentliche Anleihe 2,378 Zinsstruktur 2,370 Yield curve 2,351 Capital income 2,306 Kapitaleinkommen 2,306 Hedging 2,292 Estimation 2,228 Schätzung 2,227 Finanzmarkt 2,180 Financial market 2,175 Aktienmarkt 1,997
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Online availability
All
Free 11,268 Undetermined 5,656
Type of publication
All
Book / Working Paper 20,053 Article 18,392 Journal 131
Type of publication (narrower categories)
All
Article in journal 15,051 Aufsatz in Zeitschrift 15,051 Graue Literatur 6,006 Non-commercial literature 6,006 Working Paper 4,946 Arbeitspapier 4,941 Aufsatz im Buch 1,964 Book section 1,964 Hochschulschrift 1,571 Thesis 1,197 Collection of articles of several authors 545 Sammelwerk 545 Lehrbuch 405 Textbook 369 Dissertation u.a. Prüfungsschriften 273 Bibliografie enthalten 233 Bibliography included 233 Collection of articles written by one author 222 Sammlung 222 Aufsatzsammlung 211 Konferenzschrift 204 Amtsdruckschrift 196 Government document 196 Glossar enthalten 152 Glossary included 152 Conference proceedings 148 Ratgeber 144 Handbook 134 Handbuch 134 Guidebook 103 Conference paper 92 Konferenzbeitrag 92 Mehrbändiges Werk 56 Multi-volume publication 56 Gesetz 53 Law 53 Systematic review 47 Übersichtsarbeit 47 Case study 43 Fallstudie 43
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Language
All
English 32,432 German 3,711 Undetermined 1,538 French 253 Russian 208 Spanish 161 Italian 94 Polish 78 Dutch 34 Swedish 32 Ukrainian 27 Hungarian 20 Danish 19 Norwegian 17 Portuguese 15 Finnish 6 Croatian 5 Czech 3 Macedonian 3 Arabic 2 Korean 2 Afrikaans 1 Bosnian 1 Bulgarian 1 Modern Greek (1453-) 1 Lithuanian 1 Romanian 1 Slovak 1 Serbian 1 Turkish 1
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Author
All
Fabozzi, Frank J. 236 Acharya, Viral V. 71 Jarrow, Robert A. 69 Hull, John 68 Subrahmanyam, Marti G. 65 Stulz, René M. 64 Lien, Da-hsiang Donald 59 Pelizzon, Loriana 57 Choudhry, Moorad 52 Longstaff, Francis A. 51 Theissen, Erik 51 Duffie, Darrell 48 Pedersen, Lasse Heje 45 Chiarella, Carl 44 Sarkar, Asani 44 Härdle, Wolfgang 43 Benth, Fred Espen 42 Brigo, Damiano 42 Broll, Udo 42 Frino, Alex 42 Schiereck, Dirk 42 Weill, Pierre-Olivier 41 Shiller, Robert J. 39 Steiner, Manfred 39 Tang, Dragon Yongjun 39 Warnock, Francis E. 39 Gouriéroux, Christian 38 O'Hara, Maureen 38 Schoutens, Wim 38 Massa, Massimo 37 McAleer, Michael 37 Menkveld, Albert J. 37 Scheicher, Martin 37 Zhou, Hao 37 Campbell, John Y. 36 Hammoudeh, Shawkat 36 Mayordomo, Sergio 36 Gomber, Peter 35 Hautsch, Nikolaus 35 Kolb, Robert W. 35
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Institution
All
National Bureau of Economic Research 369 Basel Committee on Banking Supervision 32 Asian Development Bank 29 Europäische Zentralbank 22 Philippinen / National Census and Statistics Office 21 World Bank 21 Bangladesch / Parisaṅkhyāna Byuro 20 Frank J. Fabozzi Associates <New Hope, Pa.> 19 The Wharton Financial Institutions Center 18 FinanzBuch Verlag 17 Internationaler Währungsfonds / Monetary and Capital Markets Department 17 OECD 17 Springer Fachmedien Wiesbaden 16 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 15 International Organization of Securities Commissions 14 Europäische Kommission 13 Bundesverband Öffentlicher Banken Deutschlands 12 Institut für Schweizerisches Bankwesen <Zürich> 11 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 10 Ekonomiska forskningsinstitutet <Stockholm> 10 International Monetary Fund 10 New York Stock Exchange 10 Rodney L. White Center for Financial Research 10 USA / General Accounting Office 10 Universität Zürich / Institut für Schweizerisches Bankwesen 10 Verlag Dr. Kovač 10 Bank für Internationalen Zahlungsausgleich 9 Centre for Analytical Finance <Århus> 9 Devlet İstatistik Enstitüsü 9 Internationaler Währungsfonds 9 New York Institute of Finance 9 Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures 8 Deutsche Bundesbank 8 Institute of Finance and Accounting <London> 8 United States / Congress / House / Committee on Interstate and Foreign Commerce / Subcommittee on Commerce and Finance 8 Nomos Verlagsgesellschaft 7 Organisation for Economic Co-operation and Development 7 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 7 Association for Investment Management and Research 6 Chambre de commerce et d'industrie de Paris 6
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Published in...
All
Journal of banking & finance 481 The journal of futures markets 448 Working paper / National Bureau of Economic Research, Inc. 407 NBER working paper series 363 The journal of finance : the journal of the American Finance Association 319 NBER Working Paper 288 Journal of financial economics 286 International journal of theoretical and applied finance 242 The journal of structured finance 233 The review of financial studies 226 Discussion paper / Centre for Economic Policy Research 218 The journal of fixed income 202 International review of financial analysis 195 Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen 185 Finance research letters 179 Journal of financial and quantitative analysis : JFQA 174 Die Bank 169 Journal of financial markets 149 Journal of securities operations & custody 146 Energy economics 145 International review of economics & finance : IREF 132 SpringerLink / Bücher 131 The European journal of finance 131 Pacific-Basin finance journal 129 Euromoney 127 Applied economics 126 Journal of international financial markets, institutions & money 126 Applied financial economics 125 Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse 118 Journal of empirical finance 117 The North American journal of economics and finance : a journal of financial economics studies 117 Working paper 114 Applied mathematical finance 112 Finance and economics discussion series 109 Management science : journal of the Institute for Operations Research and the Management Sciences 109 Quantitative finance 109 Applied economics letters 104 Research paper series / Swiss Finance Institute 103 Review of quantitative finance and accounting 101 Journal of international money and finance 98
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Source
All
ECONIS (ZBW) 37,167 USB Cologne (EcoSocSci) 1,314 USB Cologne (business full texts) 70 EconStor 10 BASE 7 ArchiDok 5 RePEc 3
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Showing 1 - 10 of 38,576
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Trading and liquidity in the catastrophe bond market
Hibbeln, Martin - In: The journal of risk & insurance 90 (2023) 2, pp. 283-328
Persistent link: https://www.econbiz.de/10014307543
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Carbon default swap : disentangling the exposure to carbon risk through CDS
Blasberg, Alexander; Kiesel, Rüdiger; Taschini, Luca - 2023
Persistent link: https://www.econbiz.de/10013502606
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Price Discovery and Liquidity in the Credit Default Swap Market
Clark, Ephraim; Lin, Ming-Tsung; Mitra, Sovan - 2023
The inefficient pricing of the CDS (credit default swap) market has been considered as one of the main causes of the Global Financial Crisis. As price discovery is theoretically related to liquidity, this has been considered a source of mispricing in this over-the-counter market. However the CDS...
Persistent link: https://www.econbiz.de/10014256507
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Analytic CDO Tranche Price Formula
Navin, Robert L. - 2023
I present an analytical formula for the value of the jth tranche (of N tranches) that grants the holder ownership of the jth bond to default for the simplest case of a collateralized debt obligation (CDO) backed by N (typically 125 for many actual securities) zero-coupon bonds that all have the...
Persistent link: https://www.econbiz.de/10014254146
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A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface
Da Fonseca, José; Gottschalk, Katrin - 2023
This paper presents a joint analysis of the term structure of credit default swap (CDS) spreads and the implied volatility surface. The rapid development of the CDS market has provided convenient products to extract credit risk, and its interaction with equity volatility has been analyzed in...
Persistent link: https://www.econbiz.de/10014254192
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Bank private information in CDS markets
Bilan, Andrada; Ongena, Steven; Pancaro, Cosimo - 2023
Can banks trade credit default swaps (CDSs) referenced on their current corporate clients at competitive prices, or are banks penalized for potentially holding private information? To answer this question we merge CDS trades reported under the European Market Infrastructure Regulation (EMIR)...
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Persistent link: https://www.econbiz.de/10014315233
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Inflation-Adjusted Bonds, Swaps and Derivatives
Jarrow, Robert A.; Yildirim, Yildiray - 2023
The purpose of this paper is to review the literature on inflation-adjusted bonds, swaps, and derivatives. The methodology for valuation and risk management of these securities is an application of the foreign currency extension of a standard HJM term structure model. The two “currencies” in...
Persistent link: https://www.econbiz.de/10014355578
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Valuation, Risk and Hedging of Bitcoin Mining Operations
Deng, Yucheng; Gharieh, Kaveh; Lal, Sameer; Koushik … - 2023
The recent volatility in crypto-currency prices caught many Bitcoin miners, lenders, and financial institutions off guard, highlighting their lack of risk management practices for financing Bitcoin Mining ASICs.The lack of understanding of the sensitivity of ASIC machine pricing to BTC prices,...
Persistent link: https://www.econbiz.de/10014354400
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How to Derive a Bond Greenium Pathway from NGFS Scenarios
Wong, Max C.Y; Lim, Timothy - 2023
Climate scenario analysis is increasingly important as firms are required by regulation to report on climate risk. For example, TCFD disclosure using NGFS scenarios is currently an emerging standard for financial firms. Within this context, an important risk/ opportunities driver is the funding...
Persistent link: https://www.econbiz.de/10014350913
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Toxic asset subsidies and the early redemption of talf loans
Wilson, Linus - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-20
This paper develops a formula to numerically estimate the unsubsidized, fair-market value of the toxic assets purchased with Federal Reserve loans. It finds that subsidy rates on these loans were on average 33.9 percent at origination. In contrast, by the 3rd quarter of the 2010, there was on...
Persistent link: https://www.econbiz.de/10013252762
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