//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Derivative"
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
The Market Price of Risk in In...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivative
Theorie
103
Theory
103
USA
72
United States
72
China
52
Risikoprämie
46
Risk premium
46
CAPM
38
Portfolio selection
37
Portfolio-Management
37
Capital income
36
Kapitaleinkommen
36
Börsenkurs
34
Share price
34
Credit risk
31
Kreditrisiko
31
Yield curve
21
Zinsstruktur
21
Government securities
19
Staatspapier
19
Swap
19
Asset-Backed Securities
17
Asset-backed securities
17
Corporate bond
17
Public bond
17
Unternehmensanleihe
17
Öffentliche Anleihe
17
Anlageverhalten
16
Behavioural finance
16
Financial economics
16
Kapitalmarkttheorie
16
Securities trading
16
Wertpapierhandel
16
Option pricing theory
15
Optionspreistheorie
15
Arbeitsverhalten
14
Work behaviour
14
Aktienmarkt
13
Derivat
13
more ...
less ...
Online availability
All
Free
2
CC license
1
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
13
Author
All
Longstaff, Francis A.
11
Arora, Navneet
2
Gandhi, Priyank
2
Liu, Jun
2
Bhansali, Vineer
1
Cui, Yian
1
Gingrich, Robert
1
Grinblatt, Mark
1
Grünbichler, Andreas
1
He, Shaoyi
1
Pan, Jun
1
Schwartz, Eduardo S.
1
Wang, Ashley W.
1
Xiong, Xiong
1
Yan, Xiaocong
1
more ...
less ...
Published in...
All
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
Journal of banking & finance
2
Financial analysts' journal : FAJ
1
Financial innovation : FIN
1
The journal of business : B
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A.
- In:
The journal of business : B
65
(
1992
)
4
,
pp. 571-592
Persistent link: https://www.econbiz.de/10001132973
Saved in:
2
Pricing options with extendible maturities : analysis and applications
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
3
,
pp. 935-957
Persistent link: https://www.econbiz.de/10001090933
Saved in:
3
The valuation of options on coupon bonds
Longstaff, Francis A.
- In:
Journal of banking & finance
17
(
1993
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001140681
Saved in:
4
The valuation of options on yields
Longstaff, Francis A.
- In:
Journal of financial economics
26
(
1990
)
1
,
pp. 97-121
Persistent link: https://www.econbiz.de/10001100937
Saved in:
5
Financial innovation and tahe role of derivative securities : an empirical analysis of the Treasury STRIPS program
Grinblatt, Mark
;
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1415-1436
Persistent link: https://www.econbiz.de/10001497630
Saved in:
6
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:
7
Valuing futures and options on volatility
Grünbichler, Andreas
- In:
Journal of banking & finance
20
(
1996
)
6
,
pp. 985-1001
Persistent link: https://www.econbiz.de/10001203103
Saved in:
8
Electricity forward prices : a high-frequency empirical analysis
Longstaff, Francis A.
;
Wang, Ashley W.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1877-1900
Persistent link: https://www.econbiz.de/10002190759
Saved in:
9
Counterparty credit risk and the credit default swap market
Arora, Navneet
;
Gandhi, Priyank
;
Longstaff, Francis A.
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 280-293
Persistent link: https://www.econbiz.de/10009501396
Saved in:
10
Systemic credit risk : what is the market telling us?
Bhansali, Vineer
;
Gingrich, Robert
;
Longstaff, Francis A.
- In:
Financial analysts' journal : FAJ
64
(
2008
)
4
,
pp. 16-24
Persistent link: https://www.econbiz.de/10003753568
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->