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Option pricing theory
Optionspreistheorie
15,643
Öffentliche Anleihe
9,759
Public bond
9,582
Theorie
8,386
Theory
8,213
Anleihe
8,163
Bond
7,889
Optionsgeschäft
6,636
Option trading
6,430
Volatilität
5,480
Volatility
5,398
Zinsstruktur
5,050
Yield curve
5,004
Unternehmensanleihe
4,321
Corporate bond
4,308
Stochastischer Prozess
3,939
Stochastic process
3,884
Derivat
3,715
Derivative
3,708
Portfolio-Management
3,379
Portfolio selection
3,358
USA
3,241
United States
3,159
Rentenmarkt
2,901
Bond market
2,850
Kapitaleinkommen
2,782
Capital income
2,777
Risikoprämie
2,713
Risk premium
2,688
Credit risk
2,674
Kreditrisiko
2,652
Schätzung
2,411
Estimation
2,348
Börsenkurs
2,318
Share price
2,284
CAPM
2,064
EU-Staaten
2,063
Welt
2,046
World
2,023
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Free
4,883
Undetermined
3,301
CC license
203
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Article
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6,633
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15
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552
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541
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423
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Sammlung
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Madan, Dilip B.
90
Härdle, Wolfgang
88
Fabozzi, Frank J.
82
Cui, Zhenyu
70
Takahashi, Akihiko
66
Carr, Peter
65
Joshi, Mark S.
65
Chiarella, Carl
59
Schoutens, Wim
56
Stentoft, Lars
55
Jacobs, Kris
52
Kwok, Yue-Kuen
47
Hull, John
46
Benth, Fred Espen
45
Elliott, Robert J.
45
Christoffersen, Peter F.
43
Jarrow, Robert A.
38
Račev, Svetlozar T.
38
Kim, Young Shin
37
Lee, Cheng F.
37
Siu, Tak Kuen
37
Fusai, Gianluca
34
Oosterlee, Cornelis W.
34
Wang, Xingchun
34
Schlögl, Erik
33
Zhang, Jin E.
33
Jacquier, Antoine (Jack)
32
Platen, Eckhard
32
Yang, Zhaojun
32
Barone-Adesi, Giovanni
31
Chesney, Marc
31
Ewald, Christian-Oliver
31
Schwartz, Eduardo S.
31
Li, Lingfei
29
Schoenmakers, John
29
Todorov, Viktor
29
Prokopczuk, Marcel
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Alexander, Carol
27
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National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Chambre de commerce et d'industrie de Paris
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Deutsche Forschungsgemeinschaft
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
European Parliament / Directorate-General for Internal Policies of the Union
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Hochschule für Bankwirtschaft
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
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International journal of theoretical and applied finance
481
The journal of futures markets
275
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
256
Applied mathematical finance
249
Finance and stochastics
233
Quantitative finance
225
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
179
Insurance / Mathematics & economics
158
European journal of operational research : EJOR
137
Finance research letters
137
Journal of economic dynamics & control
128
Computational economics
127
International journal of financial engineering
121
Risks : open access journal
113
Journal of mathematical finance
112
Research paper series / Swiss Finance Institute
90
The North American journal of economics and finance : a journal of financial economics studies
86
The European journal of finance
85
Journal of financial economics
83
Asia-Pacific financial markets
76
Journal of econometrics
72
International review of economics & finance : IREF
62
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
60
Journal of financial and quantitative analysis : JFQA
59
Annals of finance
58
NBER working paper series
58
Energy economics
57
Journal of risk and financial management : JRFM
57
SFB 649 discussion paper
57
The journal of finance : the journal of the American Finance Association
57
Review of quantitative finance and accounting
56
Journal of empirical finance
55
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Economic modelling
53
The journal of derivatives : JOD
52
The journal of real estate finance and economics
52
Mathematics and financial economics
51
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ECONIS (ZBW)
15,176
RePEc
6
EconStor
1
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1
Credit risk and the life cycle of callable bonds : implications for corporate financing and investing
Becker, Bo
;
Campello, Murillo
;
Dong, Yan
;
Thell, Viktor
-
2021
Persistent link: https://www.econbiz.de/10012543122
Saved in:
2
A fundamental approach to corporate
bond
options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
3
Prepayment risk on callable bonds : theory and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
4
Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691
Saved in:
5
A joint factor model for bonds, stocks, and options
Bali, Turan G.
;
Beckmeyer, Heiner
;
Goyal, Amit
-
2023
-
This version: November 8, 2023
Persistent link: https://www.econbiz.de/10014483091
Saved in:
6
Defaultable bonds as Asian options
Buffet, Emmanuel
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 571
Persistent link: https://www.econbiz.de/10001524455
Saved in:
7
Call feature and corporate
bond
yield spreads
Samet, Anis
;
Obay, Lamia
- In:
Journal of multinational financial management
25/26
(
2014
),
pp. 1-20
Persistent link: https://www.econbiz.de/10010516827
Saved in:
8
Callable bonds, reinvestment risk, and credit rating improvements : role of the call premium
Tewari, Manish
;
Byrd, Anthony K.
;
Ramanlal, Pradipkumar
- In:
Journal of financial economics
115
(
2015
)
2
,
pp. 349-360
Persistent link: https://www.econbiz.de/10011347487
Saved in:
9
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
10
Valuation of callable/putable corporate bonds in a one-factor lognormal interest-rate model
Goldberg, Robert S.
;
Ronn, Ehud I.
;
Xu, Liying
- In:
The journal of fixed income : JFI
31
(
2021
)
1
,
pp. 80-95
Persistent link: https://www.econbiz.de/10012613114
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