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~subject:"Risikomanagement"
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Volatility derivatives and mod...
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Risikomanagement
Volatility
43,822
Volatilität
43,560
Theorie
27,467
Theory
26,985
Capital structure
15,937
Kapitalstruktur
15,743
Optionspreistheorie
15,643
Option pricing theory
15,183
Derivat
14,932
Derivative
14,894
Börsenkurs
11,764
Share price
11,608
Hedging
10,669
Schätzung
10,334
Estimation
10,108
USA
8,545
United States
8,295
Kapitaleinkommen
8,264
Capital income
8,236
Welt
8,223
World
8,105
ARCH-Modell
7,679
ARCH model
7,602
Portfolio-Management
7,391
Portfolio selection
7,348
Optionsgeschäft
6,636
Stochastischer Prozess
6,492
Option trading
6,430
Stochastic process
6,388
Aktienmarkt
6,335
Stock market
6,261
Risk
5,927
Risiko
5,883
Wechselkurs
5,438
Exchange rate
5,332
Prognoseverfahren
4,652
Forecasting model
4,599
Finanzmarkt
4,095
Zeitreihenanalyse
4,068
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Undetermined
1,183
Free
1,151
CC license
81
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Article
2,326
Book / Working Paper
1,857
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Article in journal
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228
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220
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220
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165
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Sammelwerk
91
Lehrbuch
56
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55
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50
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39
Bibliografie enthalten
38
Bibliography included
38
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30
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30
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25
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25
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18
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15
Sammlung
15
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13
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12
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12
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9
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8
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8
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7
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English
3,687
German
459
Undetermined
22
French
11
Italian
8
Dutch
3
Spanish
2
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1
Danish
1
Modern Greek (1453-)
1
Finnish
1
Croatian
1
Multiple languages
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1
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1
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Author
All
Broll, Udo
49
Wahl, Jack E.
20
Pelizzon, Loriana
19
Deutsch, Hans-Peter
18
Dionne, Georges
18
Eller, Roland
17
McAleer, Michael
16
Fabozzi, Frank J.
15
Li, Johnny Siu-Hang
14
Sherris, Michael
14
Bhansali, Vineer
13
Shiller, Robert J.
13
Fernando, Chitru S.
12
Rudolph, Bernd
12
Bloss, Michael
11
Hammoudeh, Shawkat
11
Kit, Pong Wong
11
Welzel, Peter
11
Luciano, Elisa
10
Mnasri, Mohamed
10
Schuermann, Til
10
Stein, Jerome L.
10
Strahan, Philip E.
10
Bodnar, Gordon M.
9
Brigo, Damiano
9
Caporin, Massimiliano
9
Chance, Don M.
9
Godin, Frédéric
9
Kavussanos, Manolis G.
9
Mußhoff, Oliver
9
Salas, Jesus M.
9
Schäfer, Klaus
9
Bolton, Patrick
8
Cairns, Andrew
8
Chang, Chia-Lin
8
Chorafas, Dimitris N.
8
Christoffersen, Peter F.
8
Froot, Kenneth
8
Gebhardt, Günther
8
Härdle, Wolfgang
8
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Institution
All
National Bureau of Economic Research
22
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
5
European Central Bank
4
International Association for the Study of Insurance Economics
4
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
4
Center for Economic Research <Tilburg>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Schweizerisches Bankwesen <Zürich>
3
Universität Augsburg / Institut für Volkswirtschaftslehre
3
Basel Committee on Banking Supervision
2
Chartered Alternative Investment Analyst Association
2
De Gruyter Oldenbourg
2
Federal Reserve Bank of Atlanta
2
Institute of Finance and Accounting <London>
2
Manchester Business School
2
PwC Deutsche Revision Aktiengesellschaft - Wirtschaftsprüfungsgesellschaft <Frankfurt, Main>
2
SUERF - The European Money and Finance Forum
2
The Wharton Financial Institutions Center
2
Universität Ulm
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Verlag Dr. Kovač
2
Walter de Gruyter Inc.
2
World Bank
2
American Management Association
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bayerische Landesbank
1
Bonn Graduate School of Economics
1
Books on Demand GmbH <Norderstedt>
1
Center for Entrepreneurial and Financial Studies <München>
1
Center for Urban & Real Estate Management <Zürich>
1
Centre for Analytical Finance <Århus>
1
Centre for European Policy Studies
1
Centro di Economia Monetaria e Finanziaria Paolo Baffi
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Conference "Crisis Management at Cross-Roads" <2009, Brüssel>
1
Duesseldorf University of Applied Sciences
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Ernst & Young
1
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Published in...
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Energy economics
53
Finance research letters
51
Journal of banking & finance
51
Insurance / Mathematics & economics
50
Risks : open access journal
43
The North American journal of economics and finance : a journal of financial economics studies
34
International journal of theoretical and applied finance
33
International review of financial analysis
33
European journal of operational research : EJOR
30
International review of economics & finance : IREF
29
Economic modelling
25
Journal of financial economics
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Journal of risk
23
NBER working paper series
22
SpringerLink / Bücher
22
The journal of futures markets
22
Quantitative finance
21
Applied economics
20
Journal of risk and financial management : JRFM
19
The European journal of finance
19
Journal of international financial markets, institutions & money
18
Agricultural finance review
17
Pacific-Basin finance journal
17
The journal of corporate finance : contracting, governance and organization
17
Gabler Edition Wissenschaft
16
Journal of risk management in financial institutions
15
NBER Working Paper
15
The journal of risk and insurance : the journal of the American Risk and Insurance Association
15
Wiley finance series
15
Working paper / National Bureau of Economic Research, Inc.
15
Journal of financial stability
14
Review of derivatives research
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Research in international business and finance
13
The journal of financial market infrastructures
13
Discussion paper / Tinbergen Institute
12
Journal of economic dynamics & control
12
Bank- und finanzwirtschaftliche Forschungen
11
Europäische Hochschulschriften / 5
11
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Source
All
ECONIS (ZBW)
3,989
USB Cologne (EcoSocSci)
130
EconStor
35
USB Cologne (business full texts)
26
BASE
2
RePEc
1
Showing
1
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10
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1
The Buffett critique :
volatility
and long-dated options
Gupta, Neeraj J.
;
Kurt, Mark
;
White, Reilly
- In:
Journal of economics and finance
40
(
2016
)
3
,
pp. 524-537
Persistent link: https://www.econbiz.de/10011659004
Saved in:
2
Price risk management by using dynamic
hedging
based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
3
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
4
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
5
Joint Dynamics For The Underlying Asset and Its Implied
Volatility
Surface : A New Methodology For Option Risk Management
Francois, Pascal
;
Galarneau-Vincent, Rémi
;
Gauthier, …
-
2023
This paper develops a dynamic joint model of the implied
volatility
(IV) surface and its underlying asset, impervious …
Persistent link: https://www.econbiz.de/10014258470
Saved in:
6
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
7
An introduction to derivatives and risk management
Chance, Don M.
-
2004
-
6. ed., internat. student ed.
Persistent link: https://www.econbiz.de/10001786590
Saved in:
8
An introduction to derivatives and risk management
Chance, Don M.
;
Brooks, Robert
-
2016
-
10. ed.
Persistent link: https://www.econbiz.de/10011381328
Saved in:
9
Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk
Poncet, Patrice
;
Portait, Roland
;
Toder, Igor
-
2022
Persistent link: https://www.econbiz.de/10012628654
Saved in:
10
Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk
Poncet, Patrice
;
Portait, Roland
;
Toder, Igor
-
2022
, hybrids and credit derivatives), portfolio theory and management, and risk assessment and
hedging
of individual positions as …
Persistent link: https://www.econbiz.de/10013441427
Saved in:
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