//--> //--> //-->
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
A Note on Parameter Estimation...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivative
Theorie
9
Theory
9
Volatility
9
Volatilität
9
Option pricing theory
6
Optionspreistheorie
6
Commodity derivative
5
Rohstoffderivat
5
Stochastic process
5
Stochastischer Prozess
5
Yield curve
4
Zinsstruktur
4
Derivat
3
Portfolio selection
3
Portfolio-Management
3
Estimation
2
Interest rate derivative
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Schätzung
2
Zinsderivat
2
carry forward
2
forward price curve
2
make-up
2
regime switching volatility
2
swing contract
2
take-or-pay
2
1990-2010
1
1992-1995
1
2006-2012
1
Aufsatzsammlung
1
Australia
1
Australien
1
Bayesian
1
Derivat <Wertpapier>
1
Derivative securities
1
Economic model
1
Electricity price
1
Energy industries
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Language
All
English
3
Author
All
Clewlow, Les
2
Hodges, Stewart D.
2
Skiadopoulos, George
2
Strickland, Chris
1
Published in...
All
Decision making : recent developments and worldwide applications
1
Review of derivatives research
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of models for pricing interest rate derivative securities
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
Saved in:
2
The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
Saved in:
3
The dynamics of implied volatility surfaces
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Decision making : recent developments and worldwide …
,
(pp. 197-211)
.
2010
Persistent link: https://www.econbiz.de/10009152462
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->