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  • Search: subject:"futures options"
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Year of publication
Subject
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Option pricing theory 16 Optionspreistheorie 16 Derivat 15 Derivative 15 futures options 13 Volatilität 11 Volatility 10 Option trading 9 Optionsgeschäft 9 Interest rate derivative 6 Stochastic process 6 Stochastischer Prozess 6 Yield curve 6 Zinsderivat 6 Zinsstruktur 6 implied volatility 6 Futures options 5 ARCH-Modell 4 Commodity derivative 4 Eurodollar Futures Options 4 Implied Volatility 4 Interest rate 4 Rohstoffderivat 4 Zins 4 market efficiency 4 ARCH model 3 Currency derivative 3 Erdöl 3 Euromarkets 3 Euromarkt 3 Forecasting model 3 GARCH 3 Petroleum 3 Prognoseverfahren 3 Währungsderivat 3 derivative 3 futures contracts 3 futures prices 3 transaction costs 3 Bitcoin 2
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Online availability
All
Free 24 Undetermined 14 CC license 1
Type of publication
All
Article 28 Book / Working Paper 12
Type of publication (narrower categories)
All
Article in journal 15 Aufsatz in Zeitschrift 15 Working Paper 5 Article 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Conference paper 1 Konferenzbeitrag 1
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Language
All
English 29 Undetermined 11
Author
All
Kim, Kwanho 6 Cheng, Benjamin 4 Nikitopoulos, Christina Sklibosios 4 Schlögl, Erik 4 Busch, Thomas 2 Christensen, Bent Jesper 2 Constantinides, George M. 2 Czerwonko, Michal 2 Jackwerth, Jens Carsten 2 Nielsen, Morten Ørregaard 2 Poonvoralak, Wantanee 2 Venter, Pierre J. 2 Albici, Mihaela 1 Bagade, Darshan 1 Borensztein, Eduardo 1 Chatrath, Arjun 1 Cheng, Kevin C. 1 Cleveland, O.A. 1 Coakley, Jerry 1 Delia, Teselios 1 Doshi, Hitesh 1 Fan, Kun 1 Gutierrez, Eva 1 Haug, Espen Gaarder 1 Herndon Jr., Cary W. 1 Hilliard, Jitka 1 Hwang, Dong Il 1 Isengildina, Olga 1 Jacobs, Kris 1 Jain, Shweta 1 Jeanne, Olivier 1 Kim, Min Jae 1 Kim, Soo Yong 1 Ko, In Kyu 1 Kuo, Jing-Ming 1 Lee, Sun Young 1 Liu, Rui 1 Liu, Xiaoquan 1 Lung, Peter P. 1 Mainkar, Shaunak 1
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Institution
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International Monetary Fund (IMF) 3 Agricultural and Applied Economics Association - AAEA 1 Banca d'Italia 1 Economics Department, Queen's University 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Global Business & Finance Review (GBFR) 3 Global business and finance review 3 IMF Working Papers 3 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 3 Quantitative Finance 2 1999 Annual meeting, August 8-11, Nashville, TN 1 Annals - Economy Series 1 Australian Journal of Management 1 CoFE Discussion Paper 1 Decisions in economics and finance : a journal of applied mathematics 1 Economic modelling 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 International Journal of Financial Markets and Derivatives 1 International Journal of Financial Markets and Derivatives : IJFMD 1 International Journal of Sustainable Economy 1 International journal of financial engineering 1 Journal of Risk and Financial Management 1 Journal of banking & finance 1 Journal of financial economics 1 Journal of forecasting 1 Journal of risk and financial management : JRFM 1 MPRA Paper 1 Physica A: Statistical Mechanics and its Applications 1 Queen's Economics Department Working Paper 1 Risk management : a journal of risk, crisis and disaster 1 South Asian journal of management : SAJM 1 Swiss Journal of Economics and Statistics (SJES) 1 Temi di discussione (Economic working papers) 1 The European journal of finance 1 Working Papers / Economics Department, Queen's University 1
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Source
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ECONIS (ZBW) 18 RePEc 15 EconStor 6 BASE 1
Showing 1 - 10 of 40
Cover Image
Asian options with zero cost-of-carry : EEX options on freight and iron ore futures
Haug, Espen Gaarder - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 191-195
Persistent link: https://www.econbiz.de/10012587830
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Applying point planning in the Indian derivatives market : a step towards a resilient Viksit Bharat
Mainkar, Shaunak; Jain, Shweta; Bagade, Darshan - In: South Asian journal of management : SAJM 31 (2024) 5, pp. 57-78
Persistent link: https://www.econbiz.de/10015271306
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Modeling volatility in dynamic term structure models
Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Journal of financial economics 161 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015075688
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Univariate and multivariate GARCH models applied to Bitcoin futures option pricing
Venter, Pierre J.; Maré, E. - In: Journal of Risk and Financial Management 14 (2021) 6, pp. 1-14
In this paper, the Heston-Nandi futures option pricing model is applied to Bitcoin futures options. The model prices …
Persistent link: https://www.econbiz.de/10012611818
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Univariate and multivariate GARCH models applied to Bitcoin futures option pricing
Venter, Pierre J.; Maré, Eben - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-14
In this paper, the Heston-Nandi futures option pricing model is applied to Bitcoin futures options. The model prices …
Persistent link: https://www.econbiz.de/10012588206
Saved in:
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The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam - In: International journal of financial engineering 10 (2023) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
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Variance bounds test of volatility expectations in eurodollar futures options markets
Kim, Kwanho; Poonvoralak, Wantanee - In: Global Business & Finance Review (GBFR) 24 (2019) 2, pp. 20-32
Persistent link: https://www.econbiz.de/10012286676
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Cover Image
Variance bounds test of volatility expectations in eurodollar futures options markets
Kim, Kwanho; Poonvoralak, Wantanee - In: Global business and finance review 24 (2019) 2, pp. 20-32
Persistent link: https://www.econbiz.de/10012121276
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Cover Image
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho - In: Global Business & Finance Review (GBFR) 22 (2017) 3, pp. 45-60
Persistent link: https://www.econbiz.de/10012286633
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Cover Image
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho - In: Global business and finance review 22 (2017) 3, pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
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