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~subject:"Option pricing theory"
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Option pricing theory
Theorie
185
Theory
185
CAPM
64
Credit risk
51
Kreditrisiko
49
Derivat
45
Derivative
45
Bubbles
42
Spekulationsblase
42
Börsenkurs
40
Share price
40
Optionspreistheorie
39
Portfolio selection
38
Portfolio-Management
38
Yield curve
34
Zinsstruktur
34
Arbitrage
26
USA
24
United States
24
Risiko
18
Risk
18
Kapitalmarkttheorie
17
Financial economics
16
Incomplete market
16
Unvollkommener Markt
16
Martingal
15
Martingale
15
Risikomanagement
15
Risk management
15
Financial market
14
Finanzmarkt
14
Hedging
14
Insolvency
13
Insolvenz
13
Risikoprämie
13
Risk premium
13
Collateral
12
Interest rate
12
Interest rate derivative
12
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Free
5
Undetermined
5
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Article
28
Book / Working Paper
11
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Article in journal
26
Aufsatz in Zeitschrift
26
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Collection of articles written by one author
1
Einführung
1
Sammlung
1
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Language
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English
39
Author
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Jarrow, Robert A.
35
Turnbull, Stuart M.
8
Kwok, Simon Sai Man
3
Jacquier, Eric
2
Lando, David
2
Melino, Angelo
2
Amin, Kaushik I.
1
Carr, Peter
1
Chatterjea, Arkadev
1
Dengler, Heike
1
Deventer, Donald R. van
1
Fusari, Nicola
1
Grigorian, Karen
1
Hsieh, PeiLin
1
Jarrow, Robert
1
Lamichhane, Sujan
1
Madan, Dilip B.
1
Myneni, Ravi
1
Protter, Philip E.
1
Purnanandam, Amiyatosh
1
Rudd, Andrew T.
1
Trautmann, Siegfried
1
Tyagi, Vikrant
1
Wiggins, James B.
1
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Review of derivatives research
4
Finance research letters
2
Johnson School Research Paper Series
2
Journal of econometrics
2
Annals of finance
1
Annual review of financial economics
1
European finance review : the official journal of the European Finance Association
1
Finance
1
Financial engineering
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Johns Hopkins Carey Business School Research Paper
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of financial education
1
Journal of international money and finance
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Rodney L. White Center for Financial Research
1
The Irwin series in finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
The review of financial studies
1
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
1
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ECONIS (ZBW)
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A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
Saved in:
2
A unified approach for pricing contingent claims on multiple term structures
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1998
Persistent link: https://www.econbiz.de/10000986787
Saved in:
3
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 53-85
Persistent link: https://www.econbiz.de/10001178320
Saved in:
4
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Saved in:
5
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
6
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
7
Misspecification and the pricing and hedging of long-term foreign currency options
Melino, Angelo
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 373-393
Persistent link: https://www.econbiz.de/10001187522
Saved in:
8
Interest rate digital options and range notes
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 92-101
Persistent link: https://www.econbiz.de/10001219428
Saved in:
9
Pricing interest rate options
Jarrow, Robert A.
- In:
Finance
,
(pp. 251-272)
.
1995
Persistent link: https://www.econbiz.de/10001318013
Saved in:
10
Option pricing and market efficiency
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
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