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  • Search: subject:"embedded options"
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Year of publication
Subject
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embedded options 15 Option pricing theory 10 Option trading 10 Optionsgeschäft 10 Optionspreistheorie 10 Embedded options 8 Portfolio selection 5 Portfolio-Management 5 capital expansion 4 technology adoption 4 Credit risk 3 Kreditrisiko 3 Pension fund 3 Pensionskasse 3 Real options 3 expected present value operators 3 Altersvorsorge 2 Anleihe 2 Betriebliche Altersversorgung 2 Bond 2 Bonds 2 Lebensversicherung 2 Life insurance 2 Occupational pension plan 2 Retirement provision 2 Risikomanagement 2 Risk management 2 intangibles valuation 2 rental contracts 2 ALM 1 Bank lending 1 Bewertung 1 Bond valuation 1 Bonds with embedded options 1 Callable and puttable bond 1 Callable perpetual debt 1 Capital income 1 Conditions on embedded options 1 Contract 1 Contract theory 1
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Online availability
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Undetermined 13 Free 8
Type of publication
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Article 19 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Article 1 research-article 1
Language
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English 17 Undetermined 10
Author
All
Boyarchenko, Svetlana 7 Levendorskii, Sergei 5 Vlachý, Jan 2 Afkhami, Mohamad 1 Almeida, Caio 1 BOTTERON, Pascal 1 Brada, Jaroslav 1 Bragt, David D. B. van 1 CASANOVA, Jean-François 1 Chang, Chuang-chang 1 Chang, Hao-Han 1 Consiglio, Andrea 1 Dai, Tian-Shyr 1 Engelmann, Bernd 1 Frutos, Javier de 1 Ghoddusi, Hamed 1 Hardy, Mary Rosalyn 1 Hegde, Shantaram P. 1 Hieber, Peter 1 Ho, Hsiao-Wei 1 Huang, Henry Hongren 1 Kort, Dirk-Jan 1 Levendorskii, Sergei Z 1 Levendorskiy, Sergey 1 Lindensjö, Kristoffer 1 Liu, Liang-Chih 1 Mateti, Ravi S. 1 Mjøs, Aksel 1 Natolski, Jan 1 Nteukam T., Oberlain 1 Pereira, Leonardo 1 Persson, Svein-Arne 1 Planchet, Frédéric 1 Saunders, David M. 1 Schmeiser, H. 1 Tumminello, Michele 1 Vasudevan, Gopala 1 Wagner, J. 1 Werner, Ralf 1 Wu, Wei-Hwa 1
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Institution
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EconWPA 3 Society for Computational Economics - SCE 2 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Society for Economic Dynamics - SED 1 Swiss Finance Institute 1
Published in...
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Finance 3 Insurance: Mathematics and Economics 2 Scandinavian actuarial journal 2 2006 Meeting Papers 1 Asia-Pacific financial markets 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Computing in Economics and Finance 2004 1 Computing in Economics and Finance 2006 1 Contemporary Economics 1 Contemporary economics 1 Contributions in Theoretical Economics 1 Contributions to Theoretical Economics 1 Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 FAME Research Paper Series 1 Insurance / Mathematics & economics 1 International journal of financial engineering 1 Quantitative finance 1 Review of quantitative finance and accounting 1 The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association 1 The North American Journal of Economics and Finance 1 The international journal of finance 1 The journal of futures markets 1 Český finanční a účetní časopis 1
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Source
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RePEc 13 ECONIS (ZBW) 12 EconStor 1 Other ZBW resources 1
Showing 1 - 10 of 27
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A reduced-form model for lease contract valuation with embedded options
Chang, Chuang-chang; Ho, Hsiao-Wei; Huang, Henry Hongren; … - In: Review of quantitative finance and accounting 62 (2024) 2, pp. 841-864
Persistent link: https://www.econbiz.de/10014503183
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Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd - In: International journal of financial engineering 10 (2023) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
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Analyzing interactive call, default, and conversion policies for corporate bonds
Liu, Liang-Chih; Dai, Tian-Shyr; Zhou, Lei; Chang, Hao-Han - In: The journal of futures markets 42 (2022) 8, pp. 1597-1638
Persistent link: https://www.econbiz.de/10013288012
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Pricing renewable identification numbers under uncertainty
Afkhami, Mohamad; Ghoddusi, Hamed - In: Quantitative finance 22 (2022) 4, pp. 725-742
Persistent link: https://www.econbiz.de/10013367855
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Valuation of contractual assets using statistical simulation
Vlachý, Jan - In: Contemporary Economics 10 (2016) 2, pp. 153-162
path dependency of the problem, Monte Carlo is an appropriate and practical tool for analyzing embedded options, incident …
Persistent link: https://www.econbiz.de/10011659882
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Pricing options embedded in debentures with credit risk
Almeida, Caio; Pereira, Leonardo - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10011538968
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Valuation of contractual assets using statistical simulation
Vlachý, Jan - In: Contemporary economics 10 (2016) 2, pp. 153-162
path dependency of the problem, Monte Carlo is an appropriate and practical tool for analyzing embedded options, incident …
Persistent link: https://www.econbiz.de/10011515817
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Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
Hieber, Peter; Natolski, Jan; Werner, Ralf - In: Scandinavian actuarial journal 2019 (2019) 6, pp. 478-507
Persistent link: https://www.econbiz.de/10012194965
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Valuatin of an early exercise defined benefit underpin hybrid pension
Zhu, Xiaobai; Hardy, Mary Rosalyn; Saunders, David M. - In: Scandinavian actuarial journal (2018) 9, pp. 823-844
Persistent link: https://www.econbiz.de/10011939749
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Callable and Puttable Bond Valuation and Embedded Call and Put Option on Bond Cash Flow
Brada, Jaroslav - In: Český finanční a účetní časopis 2012 (2012) 3, pp. 52-60
The article describes the valuation of callable and puttable bonds without the need for treatment based on modeling of interest rates movement and without using of binomial or Black-Scholes option pricing model, using only the functions min and max. This paper also demonstrates how to calculate...
Persistent link: https://www.econbiz.de/10011194816
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