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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Zinsderivat"
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Search: subject_exact:"Optionspreismodell"
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Zinsderivat
Option pricing theory
280
Optionspreistheorie
280
Theorie
105
Theory
105
Option trading
65
Optionsgeschäft
65
Volatility
52
Volatilität
52
Stochastic process
40
Stochastischer Prozess
40
USA
29
United States
29
Derivat
25
Derivative
25
Yield curve
25
Zinsstruktur
25
Hedging
22
Estimation
19
Schätzung
19
Black-Scholes model
16
Black-Scholes-Modell
16
Statistical distribution
15
Statistische Verteilung
15
CAPM
14
Credit risk
13
Kreditrisiko
13
Interest rate derivative
12
Aktienoption
11
Markov chain
11
Markov-Kette
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Stock option
11
ARCH model
9
ARCH-Modell
9
Currency option
8
Devisenoption
8
Portfolio selection
8
Portfolio-Management
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English
12
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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
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
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Asia-Pacific financial markets
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
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Quantitative finance
5
The journal of futures markets
5
European journal of operational research : EJOR
4
Journal of mathematical finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
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
Europäische Hochschulschriften / 5
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
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ECONIS (ZBW)
12
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Interest rate digital options and range notes
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 92-101
Persistent link: https://www.econbiz.de/10001219428
Saved in:
10
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
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