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:"Finance and stochastics"
~subject:"Optionspreistheorie"
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
Vorstellung des Credit Support...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Derivat
45
Derivative
45
Theorie
29
Theory
29
Option pricing theory
20
Stochastic process
10
Stochastischer Prozess
10
Portfolio selection
9
Portfolio-Management
9
Volatility
7
Volatilität
7
Martingal
6
Martingale
6
Credit derivative
5
Credit risk
5
Kreditderivat
5
Kreditrisiko
5
Markov chain
5
Markov-Kette
5
Black-Scholes model
4
Black-Scholes-Modell
4
CAPM
4
Hedging
4
Incomplete market
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Option trading
4
Optionsgeschäft
4
Unvollkommener Markt
4
Swap
3
Yield curve
3
Zinsstruktur
3
Affine processes
2
Analysis
2
Bubbles
2
Commodity derivative
2
Commodity exchange
2
Credit derivatives
2
Financial services
2
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Carr, Peter
2
Muhle-Karbe, Johannes
2
Nutz, Marcel
2
Ackerer, Damien
1
Baños, D.
1
Beek, Misha van
1
Belomestny, Denis
1
Bentata, Amel
1
Benth, Fred Espen
1
Brigo, Damiano
1
Cont, Rama
1
Cox, Alexander M. G.
1
Cuchiero, Christa
1
Davis, Mark
1
Detering, Nils
1
Dickmann, Fabian
1
Duedahl, S.
1
Filipović, Damir
1
Fontana, Claudio
1
Galimberti, Luca
1
Gnoatto, Alessandro
1
Guyon, Julien
1
Hansen, Asbjørn Trolle
1
Hobson, David G.
1
Jamshidian, Farshid
1
Jin, Xing
1
Kallsen, Jan
1
Keller-Ressel, Martin
1
Krühner, Paul
1
Linetsky, Vadim
1
Madan, Dilip B.
1
Mandjes, Michel
1
Mendoza-Arriaga, Rafael
1
Menegaux, Romain
1
Mercurio, Fabio
1
Meyer-Brandis, T.
1
Poulsen, Rolf
1
Proske, Frank
1
Schoenmakers, John
1
Schwarz, Daniel C.
1
more ...
less ...
Published in...
All
Finance and stochastics
International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
44
Quantitative finance
39
The journal of computational finance
32
The journal of futures markets
31
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Risks : open access journal
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Finance research letters
15
Journal of econometrics
15
SpringerLink / Bücher
15
Insurance / Mathematics & economics
14
Applied economics letters
13
International review of financial analysis
13
Annals of finance
12
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
11
Research paper series / Swiss Finance Institute
11
SFB 649 discussion paper
11
Mathematical finance
10
Wiley finance series
10
Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Economic modelling
8
Journal of financial economics
8
Lecture notes in economics and mathematical systems : LNEMS
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A note on the forward measure
Davis, Mark
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 19-28
Persistent link: https://www.econbiz.de/10001230162
Saved in:
2
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
3
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
4
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
Saved in:
5
Market completion with derivative securities
Schwarz, Daniel C.
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 263-284
Persistent link: https://www.econbiz.de/10011944367
Saved in:
6
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
7
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
8
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
9
A simple regime switching term structure model
Hansen, Asbjørn Trolle
;
Poulsen, Rolf
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 409-429
Persistent link: https://www.econbiz.de/10001539190
Saved in:
10
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
