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:"Theorie"
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
CVA and FVA to Derivatives Tra...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Theory
15
Option pricing theory
12
Optionspreistheorie
12
Derivat
9
Derivative
9
Stochastic process
7
Stochastischer Prozess
7
Option trading
6
Optionsgeschäft
6
Volatility
4
Volatilität
4
Anleihe
3
Bond
3
Capital income
3
Collateral
3
Financial economics
3
Interest rate
3
Kapitaleinkommen
3
Kapitalmarkttheorie
3
Kreditsicherung
3
Stochastic volatility
3
Zins
3
Bewertung
2
CEV model
2
Counterparty default risk
2
Credit risk
2
Evaluation
2
Inflation
2
Kreditrisiko
2
Martingal
2
Martingale
2
Mathematisches Modell
2
Modellierung
2
Risikomanagement
2
Risk management
2
SABR model
2
Zinsfuß
2
American call
1
Arbitrage Pricing
1
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
9
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Lehrbuch
2
Textbook
2
Aufsatz im Buch
1
Book section
1
Language
All
English
15
Author
All
Wu, Lixin
15
Kwok, Yue-Kuen
4
Avellaneda, Marco
2
Yu, Hong
2
Dai, Min
1
Giannetti, Antoine
1
Ho, Siu Lam
1
Zhang, Dawei
1
Zhong, Rui
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
6
Chapman & Hall/CRC financial mathematics series
2
A Chapman & Hall book
1
Chapman and Hall/CRC financial mathematics series
1
Credit risk : models, derivatives, and management
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rate modeling : theory and practice
Wu, Lixin
-
2009
Persistent link: https://www.econbiz.de/10003804106
Saved in:
2
Interest rate modeling : theory and practice
Wu, Lixin
-
2019
-
Second edition
Persistent link: https://www.econbiz.de/10011994011
Saved in:
3
Pricing Parislan-style options with a lattice method
Avellaneda, Marco
;
Wu, Lixin
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001372086
Saved in:
4
Asian options with the American early exercise feature
Wu, Lixin
;
Kwok, Yue-Kuen
;
Yu, Hong
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
Saved in:
5
Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
Saved in:
6
Effects of callable feature on early exercise policy
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001566802
Saved in:
7
Credit contagion : pricing cross-country risk in Brady debt markets
Avellaneda, Marco
;
Wu, Lixin
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 921-938
Persistent link: https://www.econbiz.de/10001632651
Saved in:
8
Inventory hedging and option market making
Giannetti, Antoine
;
Zhong, Rui
;
Wu, Lixin
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 853-878
Persistent link: https://www.econbiz.de/10002420716
Saved in:
9
Optimal shouting policies of options with strike reset right
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 383-401
Persistent link: https://www.econbiz.de/10002125543
Saved in:
10
xVA : definition, evaluation and risk management
Wu, Lixin
;
Zhang, Dawei
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012270895
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
