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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"
~subject:"Yield curve"
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Search: subject_exact:"Optionspreismodell"
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Yield curve
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
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
Zinsderivat
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Currency option
11
Devisenoption
11
Option pricing
11
Index futures
10
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28
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Chen, Son-nan
4
Wu, Ting-pin
4
Bjerregaard Pedersen, Morten
1
Chang, Chuang-chang
1
Chang, Jui-jane
1
Chen, Ren-Raw
1
Chiang, Mi-Hsiu
1
Chu, Quentin C.
1
Chuang, Ming-Che
1
Dravid, Ajay R.
1
Engle, Robert F.
1
Fabozzi, Frank J.
1
Fujita, Takahiko
1
Ho, Thomas S. Y.
1
Hull, John
1
Jensen, Malene Shin
1
Kariya, Takeaki
1
Kim, Young Shin
1
Kuo, I.-doun
1
Leblon, Grégoire
1
Lin, Jun-Biao
1
Lin, Shih-kuei
1
Lin, Yun-Yung
1
Lu, Ling
1
Macrina, Andrea
1
Maeda, Akira
1
Miura, Masakazu
1
Moraux, Franck
1
Muroi, Yoshifumi
1
Nakajima, Katsushi
1
Nishimura, Kiyohiko G.
1
Parbhoo, Priyanka A.
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Račev, Svetlozar T.
1
Ritchken, Peter H.
1
Rosenberg, Joshua V.
1
Sankarasubramanian, L.
1
Sarig, Oded H.
1
Sato, Seisho
1
Scott, Louis O.
1
Shiohama, Takayuki
1
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Asia-Pacific financial markets
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
18
Review of derivatives research
18
Quantitative finance
15
The journal of fixed income
15
The journal of futures markets
13
International journal of financial engineering
12
Risks : open access journal
10
Journal of financial economics
8
The review of financial studies
8
Finance research letters
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
3
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ECONIS (ZBW)
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1
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
2
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
3
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
4
A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk
Lu, Ling
;
Xu, Wei
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011931521
Saved in:
5
Measuring credit risk of individual corporate bonds in US energy sector
Kariya, Takeaki
;
Tanokura, Yoko
;
Takada, Hideyuki
; …
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 229-262
Persistent link: https://www.econbiz.de/10011619917
Saved in:
6
Analytical pricing of European bond options within one-factor quadratic term structure models
Leblon, Grégoire
;
Moraux, Franck
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 29-41
Persistent link: https://www.econbiz.de/10011687340
Saved in:
7
The effect of stochastic interest rates on a firm's capital structure under a generalized model
Chang, Chuang-chang
;
Lin, Jun-Biao
;
Yang, Chun-Chieh
- In:
Review of quantitative finance and accounting
45
(
2015
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10011532102
Saved in:
8
Modeling term structure of default correlation
Suchintabandid, Sira
- In:
The journal of derivatives : the official publication …
22
(
2015
)
4
,
pp. 26-36
Persistent link: https://www.econbiz.de/10011399738
Saved in:
9
Randomised mixture models for pricing kernels
Macrina, Andrea
;
Parbhoo, Priyanka A.
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 281-315
Persistent link: https://www.econbiz.de/10010511573
Saved in:
10
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
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