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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Yield curve"
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Search: subject_exact:"Optionspreismodell"
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Yield curve
Option pricing theory
132
Optionspreistheorie
132
Volatility
42
Volatilität
42
Stochastic process
36
Stochastischer Prozess
36
Option trading
35
Optionsgeschäft
35
Theorie
20
Theory
20
Black-Scholes model
17
Black-Scholes-Modell
17
CAPM
14
Credit risk
12
Kreditrisiko
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Aktienoption
11
Derivat
11
Derivative
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Markov chain
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Markov-Kette
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Option pricing
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Stock option
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Zinsstruktur
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Estimation
9
Schätzung
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Statistical distribution
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ARCH model
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ARCH-Modell
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Interest rate
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Stochastic volatility
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Zins
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Hedging
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Chang, Chuang-chang
1
Chu, Quentin C.
1
Fujita, Takahiko
1
Kariya, Takeaki
1
Kuo, I.-doun
1
Lin, Jun-Biao
1
Lin, Yun-Yung
1
Macrina, Andrea
1
Maeda, Akira
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Miura, Masakazu
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Muroi, Yoshifumi
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Nakajima, Katsushi
1
Nishimura, Kiyohiko G.
1
Parbhoo, Priyanka A.
1
Sato, Seisho
1
Shiohama, Takayuki
1
Takada, Hideyuki
1
Takahashi, Akihiko
1
Takino, E. Kazuhiro
1
Tamaki, Kenichiro
1
Tanokura, Yoko
1
Yamamura, Yoshiro
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Yang, Chun-Chieh
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Asia-Pacific financial markets
Review of quantitative finance and accounting
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
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
17
The journal of fixed income
15
The journal of futures markets
14
International journal of financial engineering
13
Risks : open access journal
10
Finance research letters
8
Journal of financial economics
8
The review of financial studies
8
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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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
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:
3
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:
4
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:
5
Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations
Miura, Masakazu
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Asia-Pacific financial markets
20
(
2013
)
4
,
pp. 311-344
Persistent link: https://www.econbiz.de/10010345916
Saved in:
6
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:
7
Pricing derivatives using the asymptotic expansion approach : credit migration models with stochastic credit spreads
Muroi, Yoshifumi
;
Takino, E. Kazuhiro
- In:
Asia-Pacific financial markets
18
(
2011
)
4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10009348324
Saved in:
8
Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
Nakajima, Katsushi
;
Maeda, Akira
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10003609542
Saved in:
9
Pricing derivatives in Zone Model
Fujita, Takahiko
- In:
Asia-Pacific financial markets
9
(
2002
)
3/4
,
pp. 211-215
Persistent link: https://www.econbiz.de/10001769384
Saved in:
10
Determinants of the dollar value of default risk : a put option perspective
Chu, Quentin C.
;
Lin, Yun-Yung
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10001748010
Saved in:
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