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:"Volatility"
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
Dynamics of Implied Volatility...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
70
Theory
69
Volatilität
46
Option pricing theory
34
Optionspreistheorie
34
Derivat
25
Derivative
25
Securities trading
23
Wertpapierhandel
23
Kreditrisiko
22
Börsenkurs
21
Credit risk
21
Risk management
21
Share price
21
Risikomanagement
20
Market microstructure
19
Marktmikrostruktur
19
Stochastic process
19
Stochastischer Prozess
19
Credit derivative
15
Kreditderivat
15
Systemic risk
15
Portfolio selection
14
Portfolio-Management
14
Risiko
14
Risk
14
Systemrisiko
14
Welt
13
World
13
Correlation
12
Financial crisis
12
Financial market
12
Finanzkrise
12
Finanzmarkt
12
Korrelation
12
Stresstest
11
Ansteckungseffekt
10
Capital income
10
Clearing
10
more ...
less ...
Online availability
All
Free
22
Undetermined
10
Type of publication
All
Article
24
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
45
Author
All
Cont, Rama
20
Fonseca, José da
16
Da Fonseca, José
10
Gottschalk, Katrin
5
Grasselli, Martino
5
Gnoatto, Alessandro
3
Ignatieva, Ekaterina
3
Vuletić, Milena
3
Zaatour, Riadh
3
Ziveyi, Jonathan
3
Deguest, Romain
2
Ignatieva, Katja
2
Kokholm, Thomas
2
Wagalath, Lakshithe
2
Bentata, Amel
1
Bouchaud, Jean-Philippe
1
Capponi, Francesco
1
Cucuringu, Mihai
1
Das, Purba
1
Durrleman, Valdo
1
Hamida, Sana Ben
1
Ielpo, Florian
1
Martini, Claude
1
Wang, Peiming
1
Wong, Patrick
1
Xu, Yahua
1
Zhang, Chao
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The journal of futures markets
3
Applied economics
2
Applied mathematical finance
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Energy economics
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Insurance : mathematics and economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of international money and finance
1
Long memory in economics : with 50 tables
1
Macroeconomic dynamics
1
Operations research letters
1
Scandinavian actuarial journal
1
The journal of computational finance
1
UNSW Business School Research Paper
1
Wiley finance series
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic models of implied volatility surfaces
Cont, Rama
;
Fonseca, José da
;
Durrleman, Valdo
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10001676006
Saved in:
2
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
3
A joint analysis of the term structure of credit default swap spreads and the implied volatility surface
Fonseca, José da
;
Gottschalk, Katrin
- In:
The journal of futures markets
33
(
2013
)
6
,
pp. 494-517
Persistent link: https://www.econbiz.de/10009756569
Saved in:
4
Hawkes process : fast calibration, application to trade clustering, and diffuse limit
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 548-579
Persistent link: https://www.econbiz.de/10010371413
Saved in:
5
Cross-hedging strategies between CDS spreads and option volatility during crises
Fonseca, José da
;
Gottschalk, Katrin
- In:
Journal of international money and finance
49
(
2014
),
pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
Saved in:
6
On moment non-explosions for Wishart-based stochastic volatility models
Fonseca, José da
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 889-894
Persistent link: https://www.econbiz.de/10011521879
Saved in:
7
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
Saved in:
8
Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
Saved in:
9
Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
Fonseca, José da
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Energy economics
56
(
2016
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011664232
Saved in:
10
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
