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~subject:"Derivative"
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Derivative
Optionspreistheorie
15,700
Option pricing theory
15,240
Ankündigungseffekt
12,427
Announcement effect
12,320
Börsenkurs
7,592
Share price
7,532
Theorie
6,628
Theory
6,461
Volatilität
5,677
Volatility
5,593
Optionsgeschäft
4,186
Option trading
4,166
USA
4,024
United States
3,957
Derivat
3,898
Stochastischer Prozess
3,806
Stochastic process
3,756
Warenbörse
3,522
Commodity exchange
3,179
Kapitaleinkommen
3,163
Capital income
3,159
Food safety
2,876
Lebensmittelsicherheit
2,620
Schätzung
2,072
Estimation
2,018
Hedging
1,843
Rohstoffderivat
1,731
Commodity derivative
1,730
Portfolio-Management
1,610
Portfolio selection
1,598
Welt
1,597
World
1,579
CAPM
1,541
Geldpolitik
1,529
Risk
1,499
Monetary policy
1,495
Anlageverhalten
1,494
Aktienmarkt
1,488
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1,482
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1,114
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1,112
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73
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2,253
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12
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3,737
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128
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9
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6
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2
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1
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Hull, John
34
Fabozzi, Frank J.
28
Härdle, Wolfgang
26
Benth, Fred Espen
24
Madan, Dilip B.
21
Wang, Xingchun
20
Jarrow, Robert A.
18
Schoutens, Wim
18
López Cabrera, Brenda
17
Prokopczuk, Marcel
17
Carr, Peter
16
Joshi, Mark S.
15
Chiarella, Carl
14
Nikitopoulos, Christina Sklibosios
14
Kwok, Yue-Kuen
13
Schlögl, Erik
13
Escobar, Marcos
12
Guirguis, Michel
12
Hess, Markus
12
Irwin, Scott H.
12
Kolb, Robert W.
12
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
Gouriéroux, Christian
11
Lee, Cheng F.
11
Račev, Svetlozar T.
11
Cont, Rama
10
Howison, Sam
10
Platen, Eckhard
10
Takahashi, Akihiko
10
Till, Hilary
10
Zheng, Wendong
10
Branger, Nicole
9
García, Philip
9
Leung, Tim
9
Osipenko, Maria
9
Steiner, Manfred
9
Subrahmanyam, Marti G.
9
Brigo, Damiano
8
Chance, Don M.
8
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National Bureau of Economic Research
7
European Commission / Directorate-General for Communications Networks, Content and Technology
3
Canadian Wheat Pool
2
Chicago, Ill. / Education and Publication Services Department
2
Commodity Research Bureau
2
Eberhard Karls Universität Tübingen
2
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
2
Springer Fachmedien Wiesbaden
2
American Enterprise Institute for Public Policy Research
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Board of Governors of the Federal Reserve System
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Chicago Mercantile Exchange
1
City University
1
Commodity Research Bureau, inc.
1
Conference on the Industrial Organization of Future Markets
1
Deutsche Forschungsgemeinschaft
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European University Institute
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of St. Louis
1
Financial Options Research Centre
1
Food and Agriculture Organization of the United Nations, Committee on Commodity Problems, Intergovernmental Group on Grains, 21. sess., Rome, 4.-8.10.1982
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Indien / Forward Markets Commission
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
Institute of Purchasing and Supply
1
International Association of Energy Economists
1
International Association of Financial Engineers
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Investors Intelligence
1
Judge Institute of Management Studies
1
Kiel Institute of World Economics, Department IV
1
Københavns Universitet / Økonomisk Institut
1
Leuphana Universität Lüneburg
1
New York City / Futures Exchange
1
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Published in...
All
International journal of theoretical and applied finance
115
The journal of futures markets
111
Applied mathematical finance
66
Quantitative finance
56
Review of derivatives research
52
Journal of banking & finance
49
Energy economics
45
The journal of computational finance
45
Finance research letters
38
European journal of operational research : EJOR
36
Risks : open access journal
36
Journal of mathematical finance
33
Computational economics
31
Finance and stochastics
30
International journal of financial engineering
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
International review of financial analysis
26
The European journal of finance
26
The North American journal of economics and finance : a journal of financial economics studies
26
Applied economics letters
24
The journal of derivatives : JOD
24
Journal of economic dynamics & control
22
American journal of agricultural economics
21
Economic modelling
20
Journal of risk and financial management : JRFM
20
International review of economics & finance : IREF
19
Journal of financial economics
18
Working paper
18
Insurance / Mathematics & economics
17
Applied economics
16
International journal of financial markets and derivatives
15
SpringerLink / Bücher
15
The journal of finance : the journal of the American Finance Association
15
Theoretical economics letters
14
Annals of finance
12
Journal of econometrics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
SFB 649 discussion paper
12
Asia-Pacific financial markets
11
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ECONIS (ZBW)
3,892
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1
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10
of
3,892
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date (oldest first)
1
Feeder
cattle
options : where's the
beef
?
Fernandes, Gláucia
;
Brandão, Luiz Eduardo Teixeira
; …
- In:
Latin American business review : journal of the …
18
(
2017
)
3/4
,
pp. 317-339
Persistent link: https://www.econbiz.de/10011806491
Saved in:
2
The long-term effects of meat recalls on futures markets
Houser, Matthew
;
Dorfman, Jeffrey H.
- In:
Applied economic perspectives and policy
41
(
2019
)
2
,
pp. 235-248
Persistent link: https://www.econbiz.de/10012059635
Saved in:
3
Feasibility of hedging Delaware live
cattle
Kooker, Mark G.
;
Toensmeyer, Ulrich C.
-
1980
Persistent link: https://www.econbiz.de/10002245270
Saved in:
4
The potential role of futures markets and long-term contracts in reducing uncertainty in
beef
trading
Gellatly, Colin
;
Wall, Rowan
- In:
Australian agriculture and newly industrialising Asia : …
,
(pp. 198-220)
.
1980
Persistent link: https://www.econbiz.de/10002404648
Saved in:
5
Performance Persistence and the Implied Volatility Smile of the Commodity Options Contracts. We Examine Hedge Funds Contracts of Wheat, Corn, Live
Cattle
, Soybean Oil, and Lean Hog
Guirguis, Michel
-
2023
. We examine contracts of wheat, corn, live
cattle
, soybean oil, and lean hog. Hedge funds use options and futures in terms …
Persistent link: https://www.econbiz.de/10014355868
Saved in:
6
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Saved in:
7
Valuing commodity options and futures options with changing economic conditions
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Economic modelling
51
(
2015
),
pp. 524-533
Persistent link: https://www.econbiz.de/10011476145
Saved in:
8
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
9
Managing revenue risk of the firm : commodity futures and options
Broll, Udo
;
Kit, Pong Wong
- In:
IMA journal of management mathematics
28
(
2017
)
2
,
pp. 245-258
Persistent link: https://www.econbiz.de/10011723267
Saved in:
10
Simultaneity, rationality and price determination in US live
cattle
Goss, Barry A.
;
Avsar, S. Gulay
;
Inder, Brett A.
-
2000
Persistent link: https://www.econbiz.de/10001512276
Saved in:
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