//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~language:"eng"
~subject:"Zinsderivat"
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
Search: subject_exact:"Optionspreismodell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zinsderivat
Option pricing theory
335
Optionspreistheorie
335
Theorie
110
Theory
110
Option trading
82
Optionsgeschäft
82
Volatility
78
Volatilität
78
Stochastic process
54
Stochastischer Prozess
54
USA
34
United States
34
Derivat
28
Derivative
28
Yield curve
28
Zinsstruktur
28
Estimation
26
Schätzung
26
Hedging
25
Black-Scholes model
24
Black-Scholes-Modell
24
CAPM
21
Statistical distribution
21
Statistische Verteilung
21
Aktienoption
20
Stock option
20
Credit risk
17
Kreditrisiko
17
Markov chain
16
Markov-Kette
16
ARCH model
14
ARCH-Modell
14
Interest rate derivative
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Currency option
11
Devisenoption
11
Option pricing
11
Index futures
10
more ...
less ...
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
Author
All
Chen, Son-nan
3
Wu, Ting-pin
3
Beliaeva, Natalia A.
1
Ben-Ameur, Hatem
1
Chang, Jui-jane
1
Chen, Ren-Raw
1
Jensen, Malene Shin
1
Karoui, Lotfi
1
Kijima, Masaaki
1
Komoribayashi, Katsuya
1
Kuo, I.-doun
1
Mnif, Walid
1
Nawalkha, Sanjay K.
1
Ritchken, Peter H.
1
Sankarasubramanian, L.
1
Scott, Louis O.
1
Soto, Gloria M.
1
Svenstrup, Mikkel
1
Turnbull, Stuart M.
1
Uhrig, Marliese
1
Wang, Chun-chao
1
Wei, Jason
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of computational finance
18
International journal of theoretical and applied finance
17
Review of derivatives research
10
Applied mathematical finance
9
Finance and stochastics
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
European journal of operational research : EJOR
4
Journal of mathematical finance
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
The journal of futures markets
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
3
Journal of financial economics
3
SSE EFI working paper series in economics and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The review of financial studies
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Berichte des Fraunhofer ITWM
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
Discussion paper / B
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Finance research letters
2
Financial markets and portfolio management
2
Interest rate, term structure, and valuation modeling
2
International Journal of Financial Markets and Derivatives : IJFMD
2
Journal of econometrics
2
Journal of economic dynamics & control
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing interest-rate derivatives with piecewise multilinear interpolations and transition parameters
Ben-Ameur, Hatem
;
Karoui, Lotfi
;
Mnif, Walid
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10011311415
Saved in:
2
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
3
Pricing and hedging volatility smile under multifactor interest rate models
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
Saved in:
4
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
5
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
6
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
7
Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
Saved in:
8
A Markov chain model for valuing credit risk derivatives
Kijima, Masaaki
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10001248808
Saved in:
9
An empirical examination of the Longstaff-Schwartz bond option valuation model
Uhrig, Marliese
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10001207623
Saved in:
10
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->