//--> //--> //--> //-->
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:"Review of derivatives research"
~isPartOf:"The journal of fixed income"
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
Derivat
113
Derivative
113
Option pricing theory
48
Optionspreistheorie
48
Theorie
37
Theory
37
Credit risk
30
Kreditrisiko
30
USA
22
United States
22
Volatility
21
Volatilität
21
Yield curve
19
Zinsstruktur
19
Hedging
18
Option trading
18
Optionsgeschäft
18
Stochastic process
15
Stochastischer Prozess
15
Portfolio selection
13
Portfolio-Management
13
Swap
13
Risk
10
Credit derivative
9
Kreditderivat
9
Risiko
9
Asset-Backed Securities
8
Asset-backed securities
8
Bond
6
CAPM
6
Anleihe
5
Black-Scholes model
5
Black-Scholes-Modell
5
Börsenkurs
5
Collateral
5
Estimation
5
Hypothek
5
Insolvency
5
Insolvenz
5
Interest rate derivative
5
more ...
less ...
Online availability
All
Undetermined
30
Free
5
Type of publication
All
Article
112
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
113
Aufsatz in Zeitschrift
113
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
113
Author
All
Fabozzi, Frank J.
3
Goodman, Laurie Sharon
3
Rösch, Daniel
3
Büchel, Patrick
2
Dynkin, Lev
2
Jarrow, Robert A.
2
Kavussanos, Manolis G.
2
Kijima, Masaaki
2
Kim, Young Shin
2
Koziol, Christian
2
Kratochwil, Michael
2
Lucas, Douglas J.
2
Mahayni, Antje
2
Martellini, Lionel
2
Muck, Matthias
2
Rendleman, Richard J.
2
Schwartz, Eduardo S.
2
Uhrig-Homburg, Marliese
2
Wang, Xingchun
2
Adelson, Mark H.
1
Aldrich, Simon P. B.
1
Amzelek, Philippe
1
Battauz, Anna
1
Beisland, Leif Atle
1
Belton, Terrence M.
1
Benzschawel, Terry L.
1
Bernard, Carole
1
Bhar, Ramaprasad
1
Bieri, David S.
1
Bizid, Abdelhamid
1
Bomfim, Antúlio N.
1
Bondarenko, Oleg
1
Bonnaud, Joe
1
Boyd, Naomi E.
1
Branger, Nicole
1
Brenner, Menachem
1
Byström, Hans
1
Bühler, Wolfgang
1
Cantor, Richard
1
Chan-Lau, Jorge A.
1
more ...
less ...
Published in...
All
Review of derivatives research
The journal of fixed income
The journal of futures markets
391
Journal of banking & finance
210
International journal of theoretical and applied finance
171
SpringerLink / Bücher
128
Energy economics
121
NBER working paper series
98
Working paper / National Bureau of Economic Research, Inc.
97
The journal of finance : the journal of the American Finance Association
89
Die Bank
84
Applied mathematical finance
79
Journal of financial economics
79
NBER Working Paper
78
Finance research letters
75
Discussion paper / Centre for Economic Policy Research
73
Journal of financial and quantitative analysis : JFQA
67
The European journal of finance
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
International review of economics & finance : IREF
65
International review of financial analysis
65
Applied financial economics
63
European journal of operational research : EJOR
60
Quantitative finance
59
Applied economics
58
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
56
Springer eBook Collection
56
Advances in futures and options research : a research annual
52
Working paper
52
IMF working papers
51
Applied economics letters
46
Wiley finance series
46
Finance and stochastics
45
Research in international business and finance
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
44
The journal of computational finance
43
The review of financial studies
42
Economics letters
41
Journal of risk and financial management : JRFM
41
more ...
less ...
Source
All
ECONIS (ZBW)
113
Showing
1
-
10
of
113
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10001205427
Saved in:
2
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
3
Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
4
A LIBOR-based approach to modeling the mortgage basis
Goodman, Laurie Sharon
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 29-35
Persistent link: https://www.econbiz.de/10001252730
Saved in:
5
Time-varying empirical duration and slope effects for mortgage-backed securities
Kon, Stanley Jay
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001252731
Saved in:
6
Effective and empirical durations of mortgage securities
Hayre, Lakhbir
- In:
The journal of fixed income
6
(
1997
)
4
,
pp. 17-33
Persistent link: https://www.econbiz.de/10001218361
Saved in:
7
Market making and risk management in options markets
Boyd, Naomi E.
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
Saved in:
8
On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo
;
Lim, Hyuncheul
;
Lee, Sungchul
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
Saved in:
9
Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés
;
Población, Javier
;
Serna, …
- In:
Review of derivatives research
18
(
2015
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
Saved in:
10
The valuation and information content of options on crude-oil futures contracts
Murphy, Finbarr
;
Ronn, Ehud I.
- In:
Review of derivatives research
18
(
2015
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011477287
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->