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~subject:"Derivat"
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Volatility derivatives and mod...
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Derivat
Volatility
43,822
Volatilität
43,560
Theorie
27,467
Theory
26,985
Capital structure
15,937
Kapitalstruktur
15,743
Optionspreistheorie
15,643
Option pricing theory
15,183
Derivative
14,894
Börsenkurs
11,764
Share price
11,608
Hedging
10,669
Schätzung
10,334
Estimation
10,108
USA
8,545
United States
8,295
Kapitaleinkommen
8,264
Capital income
8,236
Welt
8,223
World
8,105
ARCH-Modell
7,679
ARCH model
7,602
Portfolio-Management
7,391
Portfolio selection
7,348
Optionsgeschäft
6,636
Stochastischer Prozess
6,492
Option trading
6,430
Stochastic process
6,388
Aktienmarkt
6,335
Stock market
6,261
Risk
5,927
Risiko
5,883
Wechselkurs
5,438
Exchange rate
5,332
Prognoseverfahren
4,652
Forecasting model
4,599
Risikomanagement
4,183
Finanzmarkt
4,095
Zeitreihenanalyse
4,068
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Free
4,040
Undetermined
2,563
CC license
145
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Article
7,966
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6,914
Journal
52
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7,042
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1,439
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577
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Sammelwerk
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Bibliografie enthalten
125
Bibliography included
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Glossar enthalten
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Glossary included
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Aufsatzsammlung
98
Konferenzschrift
91
Handbook
69
Handbuch
69
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68
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68
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67
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50
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32
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31
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31
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24
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23
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23
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21
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English
13,260
German
1,321
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135
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104
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48
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26
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14
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11
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8
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8
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4
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4
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3
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2
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Author
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Fabozzi, Frank J.
76
Hull, John
56
Lien, Da-hsiang Donald
53
Benth, Fred Espen
44
Jarrow, Robert A.
43
Broll, Udo
39
Härdle, Wolfgang
38
Leung, Tim
34
Brigo, Damiano
29
Gouriéroux, Christian
28
Acharya, Viral V.
27
Kit, Pong Wong
27
Joshi, Mark S.
26
Madan, Dilip B.
26
Platen, Eckhard
26
Shiller, Robert J.
26
Carr, Peter
25
Guirguis, Michel
25
White, Alan
25
Kolb, Robert W.
24
Ryu, Doojin
24
Subrahmanyam, Marti G.
24
Webb, Robert I.
24
Wolfers, Justin
24
Chance, Don M.
23
Irwin, Scott H.
23
Kavussanos, Manolis G.
23
Lee, Cheng F.
23
Perrakis, Stylianos
23
Whaley, Robert E.
23
McAleer, Michael
22
Prokopczuk, Marcel
21
Rudolph, Bernd
21
Stulz, René M.
21
Brooks, Robert
20
Duffie, Darrell
20
Frino, Alex
20
López Cabrera, Brenda
20
Wang, Xingchun
20
Chiarella, Carl
19
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Institution
All
National Bureau of Economic Research
69
Basel Committee on Banking Supervision
22
International Organization of Securities Commissions
13
European Commission / Joint Research Centre
10
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
9
OECD
8
European Central Bank
7
Bank für Internationalen Zahlungsausgleich
6
Ekonomiska forskningsinstitutet <Stockholm>
6
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
6
Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Philippinen / National Census and Statistics Office
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Universität Zürich / Institut für Schweizerisches Bankwesen
5
European Investment Bank
4
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
4
International Accounting Standards Board
4
International Options Market Association
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
4
School of Accounting, Economics and Finance <Geelong>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
4
Österreichische Termin- und Optionenbörse <Wien>
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bank of England
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
De Gruyter Oldenbourg
3
Deutsche Terminbörse <Frankfurt, Main>
3
Edward Elgar Publishing
3
European Commission / Directorate-General for Communications Networks, Content and Technology
3
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Published in...
All
The journal of futures markets
425
Journal of banking & finance
191
International journal of theoretical and applied finance
183
Energy economics
117
Applied mathematical finance
84
Finance research letters
84
The journal of finance : the journal of the American Finance Association
83
Journal of financial economics
82
Quantitative finance
80
The journal of derivatives : the official publication of the International Association of Financial Engineers
75
Review of derivatives research
71
NBER working paper series
67
European journal of operational research : EJOR
66
International review of financial analysis
65
The European journal of finance
64
Working paper / National Bureau of Economic Research, Inc.
64
Applied financial economics
62
Journal of financial and quantitative analysis : JFQA
61
SpringerLink / Bücher
60
Finance and stochastics
56
International review of economics & finance : IREF
56
NBER Working Paper
55
Advances in futures and options research : a research annual
52
The journal of computational finance
52
The journal of fixed income
51
Die Bank
49
Risks : open access journal
49
The North American journal of economics and finance : a journal of financial economics studies
48
Applied economics
47
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
47
Applied economics letters
45
Working paper
44
Economics letters
43
Journal of economic dynamics & control
43
Journal of risk and financial management : JRFM
42
Economic modelling
41
Journal of mathematical finance
40
The review of financial studies
40
Computational economics
39
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Source
All
ECONIS (ZBW)
14,883
EconStor
39
OLC EcoSci
9
USB Cologne (EcoSocSci)
1
Showing
1
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10
of
14,932
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articles prioritized
date (newest first)
date (oldest first)
1
The term structure of option-implied
volatility
and future realized
volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Saved in:
2
Effect of liquidity on the implied
volatility
surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
3
Corrections in Heston model derivations for bond options
Mandal, Satrajit
;
Bhattacharya, Sujoy
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012253419
Saved in:
4
Hedging
European derivatives with the polynomial variance
swap
under uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
5
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
6
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
7
Inferring the implied
volatility
of SOFR-Based swaptions
Yueh, Meng-Lan
;
Wu, Cho-Jui
- In:
The journal of derivatives : JOD
31
(
2024
)
4
,
pp. 157-179
Persistent link: https://www.econbiz.de/10015200194
Saved in:
8
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
9
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
10
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
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