//--> //--> //--> //-->
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
To disclose or not to disclose...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Theorie
88
Theory
86
Liquidity
43
Kreditrisiko
39
Credit risk
38
Liquidität
33
Credit derivative
29
Kreditderivat
29
Optionspreistheorie
26
Corporate bond
25
Risiko
25
Unternehmensanleihe
25
Derivat
24
Derivative
24
Coronavirus
22
Risk
22
Bond market
21
Rentenmarkt
21
Yield curve
20
Zinsstruktur
20
USA
19
United States
19
Börsenkurs
18
Market liquidity
18
Marktliquidität
18
Betriebliche Liquidität
17
Corporate liquidity
17
Share price
17
EU countries
16
EU-Staaten
16
CAPM
14
Interest rate derivative
14
Public bond
14
Zinsderivat
14
Öffentliche Anleihe
14
Country risk
13
Financial crisis
13
Financial market regulation
13
Finanzmarktregulierung
13
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Article
12
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
7
Working Paper
7
Graue Literatur
6
Non-commercial literature
6
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
2
Konferenzschrift
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
24
Author
All
Subrahmanyam, Marti G.
23
Stapleton, Richard C.
12
Franke, Günter
6
Ho, Teng-suan
3
Huang, Jing-Zhi
3
Loubergé, Henri
3
Gao, Bin
2
Gupta, Anurag
2
Brenner, Menachem
1
Deuskar, Prachi
1
Eom, Young Ho
1
Filipović, Damir
1
Friewald, Nils
1
Peterson, Sandra
1
Pichler, Stefan
1
Satchell, Stephen
1
Uno, Jun
1
Yu, G. G.
1
more ...
less ...
Published in...
All
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Journal of banking & finance
2
The Geneva papers on risk and insurance theory
2
The review of financial studies
2
Australian journal of management
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
CoFE discussion papers
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Diskussionsbeiträge / 2
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of financial markets
1
Review of derivatives research
1
Special issue on insurance and financial risk management
1
The journal of finance : the journal of the American Finance Association
1
Working paper / European Institute for Advanced Studies in Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The term structure of interest rates : alternative approaches and their implications for the valuation of contingent claims
Subrahmanyam, Marti G.
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001334894
Saved in:
2
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
3
Credit risk and credit derivatives : special issue
Brenner, Menachem
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001497906
Saved in:
4
The valuation of American-style swaptions in a two-factor spot-futures model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001463939
Saved in:
5
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
-
1998
Persistent link: https://www.econbiz.de/10000998129
Saved in:
6
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
Saved in:
7
The valuation of American options on bonds
Ho, Teng-suan
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
Saved in:
8
The pricing of marked-to-market contingent claims in a no-arbitrage economy
Satchell, Stephen
- In:
Australian journal of management
22
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001256338
Saved in:
9
Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter
- In:
Journal of economic theory
82
(
1998
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
Saved in:
10
Special issue on insurance and financial risk management
Loubergé, Henri
(
contributor
); …
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 5-141
Persistent link: https://www.econbiz.de/10001210083
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->