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:"Option pricing theory"
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
Are all Credit Default Swap Da...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
131
Theory
131
Credit risk
38
Kreditrisiko
38
USA
38
United States
36
Yield curve
36
Zinsstruktur
36
Optionspreistheorie
35
Bank lending
32
Kreditgeschäft
32
Volatility
32
Volatilität
31
Portfolio selection
30
Portfolio-Management
30
Credit derivative
28
EU countries
28
EU-Staaten
28
Kreditderivat
28
Derivat
27
Derivative
27
Financial crisis
27
Finanzkrise
27
Real options analysis
27
Realoptionsansatz
27
Welt
27
World
27
Corporate finance
25
Unternehmensfinanzierung
25
Commodity derivative
24
Risikoprämie
24
Risk premium
24
Rohstoffderivat
24
Spain
24
Spanien
24
Eurozone
22
Bank
20
Euro area
20
Insolvency
20
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Article
23
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
2
Working Paper
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Graue Literatur
1
Non-commercial literature
1
Reprint
1
Sammelwerk
1
more ...
less ...
Language
All
English
33
Author
All
Schwartz, Eduardo S.
31
Trolle, Anders B.
7
Longstaff, Francis A.
6
Cortazar, Gonzalo
4
Miltersen, Kristian R.
2
Morck, Randall
2
Peña Sánchez de Rivera, Juan Ignacio
2
Santa-Clara, Pedro
2
Blanco, Iván
1
Brennan, Michael J.
1
Casassus, Jaime
1
Giammarino, Ronald P. M.
1
Kraft, Holger
1
Löwener, Andrés
1
Moon, Mark A.
1
Rodríguez, Rosa
1
Rubio, Gonzalo
1
Serna, Gregorio
1
Stangeland, David A.
1
Stangeland, David Alan
1
Torous, Walter N.
1
Trigeorgis, Lenos
1
Zechner, Josef
1
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Published in...
All
The journal of finance : the journal of the American Finance Association
3
Journal of energy finance & development
2
Journal of financial and quantitative analysis : JFQA
2
NBER Working Paper
2
NBER working paper series
2
The review of financial studies
2
Credit risk models and management
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Finanzmarkt und Portfolio-Management
1
Journal of banking & finance
1
Journal of financial economics
1
Latin American journal of economics : LAJE
1
Publications from Department of Management
1
Real R & D options
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Real options and investment under uncertainty : classical readings and recent contributions
1
Review of derivatives research
1
The Canadian journal of economics
1
The energy journal
1
The journal of fixed income
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
Saved in:
2
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
3
Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
4
Modelling electricity swaps with stochastic forward premium models
Blanco, Iván
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The energy journal
39
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011825389
Saved in:
5
Monte Carlo evaluation model of an undeveloped oil field
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10001440011
Saved in:
6
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
7
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
8
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-819
Persistent link: https://www.econbiz.de/10001340027
Saved in:
9
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
10
Optimal investment and production decisions and the value of the firm
Cortazar, Gonzalo
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10001250188
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
