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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Zinsstruktur"
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Hedging
Kapitaleinkommen
Monte Carlo simulation
Zinsstruktur
Option pricing theory
203
Optionspreistheorie
203
Theorie
104
Theory
104
Option trading
54
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48
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Chen, Son-nan
4
Wu, Ting-pin
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Engle, Robert F.
2
Fabozzi, Frank J.
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Moraux, Franck
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Ritchken, Peter H.
2
Rosenberg, Joshua V.
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AitSahlia, Farid
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Brigo, Damiano
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Chang, Jui-jane
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1
Chiang, Mi-Hsiu
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Das, Sanjiv R.
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1
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1
Ho, Thomas S. Y.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
139
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Quantitative finance
72
The journal of computational finance
69
Applied mathematical finance
67
Finance and stochastics
62
Journal of banking & finance
59
The journal of futures markets
52
Review of derivatives research
40
Insurance / Mathematics & economics
35
Journal of economic dynamics & control
29
European journal of operational research : EJOR
28
Risks : open access journal
28
Finance research letters
27
International journal of financial engineering
27
Journal of financial economics
27
Computational economics
25
Research paper series / Swiss Finance Institute
25
The European journal of finance
23
Energy economics
22
The North American journal of economics and finance : a journal of financial economics studies
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Journal of risk and financial management : JRFM
20
The review of financial studies
20
The journal of fixed income
18
Journal of mathematical finance
17
Asia-Pacific financial markets
16
Journal of econometrics
15
The journal of finance : the journal of the American Finance Association
14
Discussion paper / B
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Swiss Finance Institute Research Paper
13
Journal of financial and quantitative analysis : JFQA
12
Annals of finance
11
Applied economics
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
11
International review of economics & finance : IREF
11
International review of financial analysis
11
Journal of empirical finance
11
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1
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
2
Static hedging of timing risk
Carr, Peter
;
Picron, Jean-Francois
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001432497
Saved in:
3
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
4
On perpetual American strangles
Moraux, Franck
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 82-97
Persistent link: https://www.econbiz.de/10003862829
Saved in:
5
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
6
Four things you might not know about the Black-Scholes formula
Poulsen, Rolf
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 77-81
Persistent link: https://www.econbiz.de/10003673319
Saved in:
7
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
8
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
9
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
10
The term structure of equity risk : an empirical analysis
Dravid, Ajay R.
- In:
The journal of derivatives : the official publication …
3
(
1996
)
4
,
pp. 48-63
Persistent link: https://www.econbiz.de/10001202804
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