//--> //--> //--> //-->
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
~isPartOf:"Advances in futures and options research : a research annual"
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_exact:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
52
Derivative
52
Theorie
33
Theory
33
USA
24
United States
24
CAPM
19
Portfolio selection
9
Portfolio-Management
9
Börsenkurs
8
Share price
8
Hedging
6
Indexation
5
Indexbindung
5
Capital income
4
Index
4
Index number
4
Kapitaleinkommen
4
Betriebliche Finanzwirtschaft
3
Forecasting model
3
Managerial finance
3
Prognoseverfahren
3
1979-1984
2
1984-1986
2
Arbitrage
2
Currency derivative
2
Estimation theory
2
Schätztheorie
2
Währungsderivat
2
Yield curve
2
Zinsstruktur
2
1966-1989
1
1971-1980
1
1972-1983
1
1972-1984
1
1977
1
1977-1978
1
1978-1979
1
1978-1986
1
1982-1984
1
more ...
less ...
Type of publication
All
Article
52
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Language
All
English
52
Author
All
Chen, David M.
3
Welch, Robert L.
3
Barone-Adesi, Giovanni
2
Brooks, Robert
2
Clarke, Roger G.
2
Levy, Haim
2
Ma, Christopher K.
2
Omberg, Edward
2
Perrakis, Stylianos
2
Rao, Ramesh P.
2
Schneeweis, Thomas
2
Trigeorgis, Lenos
2
Whaley, Robert E.
2
Becker, Kent Gregory
1
Blazenko, George W.
1
Boyle, Phelim P.
1
Brown, Keith C.
1
Cakici, Nusret
1
Chance, Don M.
1
Cross, Edward M.
1
Crouhy, Michel
1
Diltz, J. David
1
Dothan, Michael U.
1
Engle, Robert F.
1
Ferri, Michael G.
1
Ferris, Stephen P.
1
Finnerty, Joseph E.
1
Galai, Dan
1
Goodman, Laurie Sharon
1
Gruca, E.
1
Harpaz, Giora
1
Harriff, Richard B.
1
Heaton, Hal
1
Hill, Joanne M.
1
Howard, C. D.
1
Hull, John
1
Jamshidian, Farshid
1
Jarrow, Robert A.
1
Kalotay, Andrew J.
1
Kremer, Joseph W.
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
123
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
73
International review of financial analysis
70
Finance research letters
68
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
56
SpringerLink / Bücher
56
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Research in international business and finance
35
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
50
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
2
A comparison of actual and theoretical transaction cost estimates for CBOE-listed options
Diltz, J. David
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 355-365
Persistent link: https://www.econbiz.de/10001145821
Saved in:
3
Portfolio insurance : does it pay?
Brooks, Robert
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
Saved in:
4
The term structure of interest rates and the basis for financial futures
Livingston, Miles
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 117-135
Persistent link: https://www.econbiz.de/10001145848
Saved in:
5
A multifactor option pricing model
Okunev, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 67-80
Persistent link: https://www.econbiz.de/10001145852
Saved in:
6
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
Saved in:
7
The relative mispricing of American calls under alternative dividend models
Chen, David M.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 15-43
Persistent link: https://www.econbiz.de/10001145855
Saved in:
8
Implied index volatilities and intraweek effects in the US equity market
Becker, Kent Gregory
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 297-308
Persistent link: https://www.econbiz.de/10001123282
Saved in:
9
A comparative analysis of price dependence in the spot and futures markets
Rao, Ramesh P.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 267-278
Persistent link: https://www.econbiz.de/10001123283
Saved in:
10
Biases and profit opportunities in warrant markets
Lauterbach, Beni
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 255-266
Persistent link: https://www.econbiz.de/10001123284
Saved in:
11
Macroeconomic forces and risk premiums on commodity futures
Young, Saul David
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 241-254
Persistent link: https://www.econbiz.de/10001123285
Saved in:
12
Warrant valuation and equity volatility
Crouhy, Michel
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 203-215
Persistent link: https://www.econbiz.de/10001123288
Saved in:
13
Stochastic-dominance tests of portfolio insurance strategies
Clarke, Roger G.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 185-202
Persistent link: https://www.econbiz.de/10001123289
Saved in:
14
Static optimization of American contingent claims
Welch, Robert L.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 175-184
Persistent link: https://www.econbiz.de/10001123290
Saved in:
15
A transaction data study of stock returns and trading activity during option expiration periods
Ferris, Stephen P.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 149-174
Persistent link: https://www.econbiz.de/10001123291
Saved in:
16
Random-variance option pricing : empirical tests of the model and delta-sigma hedging
Scott, Louis O.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 113-135
Persistent link: https://www.econbiz.de/10001123293
Saved in:
17
Option valuation : an extension of the binomial model
Levy, Haim
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 49-69
Persistent link: https://www.econbiz.de/10001123296
Saved in:
18
Option pricing and asset returns in discrete time
Page, Frank H.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 31-48
Persistent link: https://www.econbiz.de/10001123297
Saved in:
19
On the theory of perfect hedging
Omberg, Edward
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 1-29
Persistent link: https://www.econbiz.de/10001123298
Saved in:
20
The effect of alternative return measures in financial futures research
Yau, Jot
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 281-295
Persistent link: https://www.econbiz.de/10001101724
Saved in:
21
The response of implied standard deviations to changing market conditions
Randolph, William L.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 265-280
Persistent link: https://www.econbiz.de/10001101725
Saved in:
22
The inefficiency of the value line futures market
Cakici, Nusret
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 237-251
Persistent link: https://www.econbiz.de/10001101727
Saved in:
23
Portfolio insurance performance with discrete rebalance filter and serially correlated prices
Trippi, Robert R.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 177-190
Persistent link: https://www.econbiz.de/10001101734
Saved in:
24
The predictive ability of stock prices implied in option premia
Kumar, Raman
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 165-176
Persistent link: https://www.econbiz.de/10001101735
Saved in:
25
A real-options application in natural-resource investments
Trigeorgis, Lenos
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 153-164
Persistent link: https://www.econbiz.de/10001101736
Saved in:
26
Options on stocks versus index options : the portfolio effect
Brooks, Robert
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 111-124
Persistent link: https://www.econbiz.de/10001101739
Saved in:
27
Valuation of tandem options
Blazenko, George W.
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 39-49
Persistent link: https://www.econbiz.de/10001101745
Saved in:
28
Intraday return and volatility patterns in the stock market : futures versus spot
Finnerty, Joseph E.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 301-317
Persistent link: https://www.econbiz.de/10001081718
Saved in:
29
Combining various futures contracts to get better hedges
Goodman, Laurie Sharon
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 257-268
Persistent link: https://www.econbiz.de/10001081727
Saved in:
30
On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation
Welch, Robert L.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 237-256
Persistent link: https://www.econbiz.de/10001081728
Saved in:
31
Preference-free option prices when the stock returns can go up, go down, or stay the same
Perrakis, Stylianos
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 209-235
Persistent link: https://www.econbiz.de/10001081729
Saved in:
32
A conceptual options framework for capital budgeting
Trigeorgis, Lenos
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 145-167
Persistent link: https://www.econbiz.de/10001081733
Saved in:
33
Embedded call options and refunding efficiency
Howard, C. D.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 97-117
Persistent link: https://www.econbiz.de/10001081736
Saved in:
34
Analysis of bonds with imbedded options
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 63-95
Persistent link: https://www.econbiz.de/10001081737
Saved in:
35
An analysis of the bias in option pricing caused by a stochastic volatility
Hull, John
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 29-61
Persistent link: https://www.econbiz.de/10001081739
Saved in:
36
Forward options and futures options
Jarrow, Robert A.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 15-28
Persistent link: https://www.econbiz.de/10001081740
Saved in:
37
On the valuation of American put options on dividend-paying stocks
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001081742
Saved in:
38
The Cox-Ross-Rubinstein option-pricing model for alternative underlying instruments
Meisner, James F.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 263-278
Persistent link: https://www.econbiz.de/10001081769
Saved in:
39
The benefits of insured stocks for corporate cash management
Brown, Keith C.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 243-261
Persistent link: https://www.econbiz.de/10001081771
Saved in:
40
The Berkeley options data base : a tool for empirical research
Rubinstein, Mark
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 209-221
Persistent link: https://www.econbiz.de/10001081777
Saved in:
41
Option bounds in discrete time and the pricing of corporate debt
Perrakis, Stylianos
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 179-207
Persistent link: https://www.econbiz.de/10001081779
Saved in:
42
The valuation of American put options with exponential exercise policies
Omberg, Edward
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 117-142
Persistent link: https://www.econbiz.de/10001081784
Saved in:
43
A random volatility correction for the Black-Scholes option-pricing formula
Dothan, Michael U.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 97-115
Persistent link: https://www.econbiz.de/10001081785
Saved in:
44
Stochastic dominance properties of option strategies
Clarke, Roger G.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 1-18
Persistent link: https://www.econbiz.de/10001081813
Saved in:
45
An analysis of the pricing of corporate warrants
Ferri, Michael G.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 201-226
Persistent link: https://www.econbiz.de/10001339364
Saved in:
46
Market characteristics, option trading, and volatility of the underlying stock
Ma, Christopher K.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 193-200
Persistent link: https://www.econbiz.de/10001339365
Saved in:
47
Maximum likelihood tests of option pricing models
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 181-192
Persistent link: https://www.econbiz.de/10001339366
Saved in:
48
Options and tax clienteles
Heaton, Hal
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 167-179
Persistent link: https://www.econbiz.de/10001339367
Saved in:
49
Analytic approximation for the American put option
MacMillan, Lionel W.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 119-139
Persistent link: https://www.econbiz.de/10001339369
Saved in:
50
New option instruments : arbitrageable linkages and valuation
Stoll, Hans R.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 25-62
Persistent link: https://www.econbiz.de/10001339372
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->