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Derivat
2,054
Derivative
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Option pricing theory
624
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464
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464
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439
Volatilität
414
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413
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285
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282
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259
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255
Stochastic process
241
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241
Commodity derivative
239
Rohstoffderivat
239
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219
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219
Kreditderivat
162
Credit derivative
157
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144
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144
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135
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135
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135
Swap
132
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131
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124
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123
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120
World
120
Risikoprämie
117
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117
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Wang, Xingchun
14
Benth, Fred Espen
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9
Acharya, Viral V.
8
Broll, Udo
8
Cui, Zhenyu
8
Jarrow, Robert A.
8
Fabozzi, Frank J.
7
Keffala, Mohamed Rochdi
7
Floros, Christos
6
Kruse, Susanne
6
Leung, Tim
6
Tunaru, Radu
6
Xu, Xiaojie
6
Bloss, Michael
5
Deutsch, Hans-Peter
5
Ernst, Dietmar
5
Escobar, Marcos
5
Fernandez-Perez, Adrian
5
Godin, Frédéric
5
Junge, Benjamin
5
Kwok, Yue-Kuen
5
Murphy, David
5
Procasky, William J.
5
Prokopczuk, Marcel
5
Ranasinghe, Tharindra
5
Račev, Svetlozar T.
5
Roncoroni, Andrea
5
Welzel, Peter
5
Wilkens, Marco
5
Yu, Min-Teh
5
Zhang, Jin E.
5
Augustin, Patrick
4
Azhar Mohamad
4
Branger, Nicole
4
Brooks, Robert
4
Bunn, Derek W.
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Chen, Yu-Lun
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Springer Fachmedien Wiesbaden
6
Edward Elgar Publishing
3
OECD
3
Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
2
Springer-Verlag GmbH
2
Universität Mannheim
2
Derivative Markets Conference <2022, Online>
1
Great Britain / Board of Inland Revenue
1
Institute of Chartered Financial Analysts of India
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Internationaler Währungsfonds / Monetary and Capital Markets Department
1
Organisation for Economic Co-operation and Development
1
Springer International Publishing
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Universität Bielefeld
1
Universität zu Köln
1
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Energy economics
71
SpringerLink / Bücher
60
Finance research letters
54
International journal of theoretical and applied finance
50
Journal of banking & finance
48
Quantitative finance
45
International review of economics & finance : IREF
37
The North American journal of economics and finance : a journal of financial economics studies
36
The journal of futures markets
35
International review of financial analysis
33
European journal of operational research : EJOR
32
Review of derivatives research
30
The journal of derivatives : JOD
29
Research in international business and finance
28
Applied economics
26
Applied mathematical finance
25
International journal of financial engineering
25
Journal of mathematical finance
25
The European journal of finance
25
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22
The journal of financial market infrastructures
21
The journal of computational finance
19
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18
Pacific-Basin finance journal
18
Applied economics letters
17
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17
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17
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16
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16
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16
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15
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14
Journal of financial markets
13
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Global finance journal
12
Journal of econometrics
12
Journal of financial stability
12
Theoretical economics letters
12
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ECONIS (ZBW)
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1
Dealer networks, client sophistication and pricing in OTC derivatives
Kamate, Vidya
;
Kumar, Abhishek
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014451392
Saved in:
2
Simulating and pricing CAT bonds using the spectral method based on Chebyshev basis
Aghdam, Y. Esmaeelzade
;
Neisy, A.
;
Adl, A.
- In:
Computational economics
63
(
2024
)
1
,
pp. 423-435
Persistent link: https://www.econbiz.de/10014472268
Saved in:
3
Connectedness between currency risk hedging and firm value : a deep neural network-based evaluation
Yao, Hongxing
;
Naveed, Hafiz Muhammad
;
Memon, Bilal Ahmed
; …
- In:
Computational economics
63
(
2024
)
2
,
pp. 599-638
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4
Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum
;
Yameen, Mohammad
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
Saved in:
5
Dynamic connectedness between energy markets and the Brazilian cash market : an empirical analysis pre- and post-COVID-19
Palazzi, Rafael Baptista
;
Assaf, Ata
;
Klotzle, Marcelo Cabus
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10014475422
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6
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
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7
A tale of two contracts : was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?
Xiong, Tao
;
Li, Miao
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 281-301
Persistent link: https://www.econbiz.de/10014475473
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8
The information content of wheat derivatives regarding the Ukrainian war
Branger, Nicole
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 420-431
Persistent link: https://www.econbiz.de/10014475501
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9
Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit
;
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
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10
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
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11
Pricing and risk management of multi-assets financial instruments to natural disasters
Chang, Jui-Jane
;
Huang, Pao-Hsien
;
Wu, Ting-Pin
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 19-43
Persistent link: https://www.econbiz.de/10014444330
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12
The influence of grain futures market on stock price fluctuation of agricultural listed companies
Zhang, Lulu
;
Shi, Qi
;
Zhou, Ning
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445303
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13
Price discovery of the Chinese crude oil options and futures markets
Zou, Mi
;
Han, Lin
;
Yang, Zhini
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490178
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14
Determinants of credit default swap spread changes : the sell-side perspective
Oh, Byungmin
;
Park, Haerang
;
Joe, Denis Yongmin
- In:
Finance research letters
61
(
2024
),
pp. 1.7
Persistent link: https://www.econbiz.de/10014490880
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15
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
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16
The cash-secured put-write strategy and the variance risk premium
Patel, Pratish
;
Raquel, Andrew
;
Chadwick, Savannah
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10014511610
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17
Does mandatory recognition of derivatives and hedging activities influence investors' uncertainty and diversity of opinion? : the moderating role of product market competition
Tessema, Abiot Mindaye
- In:
Accounting in Europe
21
(
2024
)
1
,
pp. 101-121
Persistent link: https://www.econbiz.de/10014511959
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18
Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
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19
Derivatives and market (il)liquidity
Huang, Shiyang
;
Yueshen, Bart Zhou
;
Zhang, Cheng
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014486310
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20
The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Kao, Yu-Sheng
;
Zhao, Kai
;
Chuang, Hwei-lin
;
Ku, Yu-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 524-542
Persistent link: https://www.econbiz.de/10014446485
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21
Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Cervera, Ignacio
;
Figuerola-Ferretti, Isabel
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 702-731
Persistent link: https://www.econbiz.de/10014446517
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22
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
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23
Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives
Sani, Sulaiman
;
Mhone, Peter Y.
;
Mhlongo, Mfundo
; …
- In:
Operations research forum
5
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014517567
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24
Development of a near-infrared band derived water indices algorithm for rapid flash flood inundation mapping from Sentinel-2 remote sensing datasets
Islam, Md. Monirul
;
Ahamed, Tofael
- In:
Asia-Pacific journal of regional science
7
(
2023
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10014327346
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25
The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
Procasky, William J.
;
Yin, Anwen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014470587
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26
Financialization and speculators risk premia in commodity futures markets
Carter, Colin Andre
;
Revoredo Giha, César L.
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471971
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27
The hedging effectiveness of electricity futures in the Spanish market
Peña Sánchez de Rivera, Juan Ignacio
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472285
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28
Electricity trading with derivative instruments : speculation, hedging, or speculative hedging?
Härri, Matthias
- In:
Finance in Crises : Financial Management Under Uncertainty
,
(pp. 159-175)
.
2023
Persistent link: https://www.econbiz.de/10014472369
Saved in:
29
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun
;
Yang, Jie
;
Huang, Qian
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
Saved in:
30
The impact of expected and unexpected events on Bitcoin price development : introduction of futures market and COVID-19
Cevik, Emrah Ismail
;
Gunay, Samet
;
Dibooglu, Sel
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472736
Saved in:
31
The effect of enterprise risk management on corporate risk management
Yun, Jiyeon
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473435
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32
Hedging with derivatives to increase firm value
Ji, Pengfei
;
Wei, Lei
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473495
Saved in:
33
Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
Saved in:
34
Do derivatives benefit shareholders? : evidence from India
Chaudhry, Neeru
;
Gupta, Aastha
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014473559
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35
The impact of the Bitcoin price on carbon neutrality : evidence from futures markets
Wu, Xiangling
;
Ding, Shusheng
- In:
Finance research letters
56
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014473700
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36
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
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37
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
Saved in:
38
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
39
Managerial tone and investors' hedging activities : evidence from credit default swaps
Liang, Peng
;
Hu, Nan
;
Liu, Ling
;
Zhang, Ting
- In:
Accounting and finance
63
(
2023
)
4
,
pp. 3971-3998
Persistent link: https://www.econbiz.de/10014476935
Saved in:
40
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
41
Do spot market auction data help price discovery?
Fernandez-Perez, Adrian
;
Miffre, Joëlle
;
Schoen, Tilman
; …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014477748
Saved in:
42
Determinants and dynamic interactions of trader positions in the gold futures market
Chen, Yu-Lun
;
Moh, Wan Shin
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014477760
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43
Parametric heat wave insurance
Larsson, Karl
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014477784
Saved in:
44
Trading time seasonality in electricity futures
Størdal, Ståle
;
Ewald, Christian
;
Lien, Gudbrand
; …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014477808
Saved in:
45
Informed trading in the options market surrounding data breaches
Piccotti, Louis R.
;
Wang, Heng
- In:
Global finance journal
56
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014478971
Saved in:
46
Selective hedging strategies for crude oil futures based on market state expectations
Yu, Xing
;
Shen, Xilin
;
Li, Yanyan
;
Gong, Xue
- In:
Global finance journal
57
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014479013
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47
Are credit default swaps still a sideshow? : How information flow between equity and CDS markets has changed since the financial crisis
Wang, Ruolin
;
Basu, Anup
;
Clements, Adam
- In:
Global finance journal
57
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014479021
Saved in:
48
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
49
Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps
Zeng, Pingping
;
Xu, Ziqing
;
Jiang, Pingping
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 842-890
Persistent link: https://www.econbiz.de/10014329916
Saved in:
50
Credit default swaps
Bomfim, Antúlio N.
- In:
Research handbook of financial markets
,
(pp. 429-450)
.
2023
Persistent link: https://www.econbiz.de/10014331088
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