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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Finance and economics discussion series"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Derivatives Finanzinstrument"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance and economics discussion series
The journal of futures markets
124
International journal of theoretical and applied finance
65
Journal of banking & finance
60
Advances in futures and options research : a research annual
33
Journal of financial and quantitative analysis : JFQA
32
The journal of finance : the journal of the American Finance Association
32
Finance and stochastics
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The review of financial studies
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Economics letters
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Energy economics
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Applied mathematical finance
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Journal of economic dynamics & control
19
The journal of fixed income
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International review of financial analysis
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Review of derivatives research
18
The journal of credit risk : published quarterly by Incisive Media
18
The European journal of finance
17
European journal of operational research : EJOR
16
International review of economics & finance : IREF
16
Applied financial economics
14
Finance research letters
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Finance : revue de l'Association Française de Finance
13
The journal of computational finance
13
Die Bank
12
Economic notes : economic review of Banca Monte dei Paschi di Siena
12
The journal of business : B
12
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Insurance / Mathematics & economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Kredit und Kapital
9
Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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The financial review : the official publication of the Eastern Finance Association
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American journal of agricultural economics
8
Applied economics
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Journal of econometrics
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Journal of economic theory
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ECONIS (ZBW)
21
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1
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
2
Demystifying credit risk derivatives and securitization : introducing the basic ideas to undergraduates
Cifuentes, Arturo
;
Pagnoncelli, Bernardo K.
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 110-118
Persistent link: https://www.econbiz.de/10011311414
Saved in:
3
Implied ICA : factor extraction and multiasset derivative pricing
Kumiega, Andrew
;
Neururer, Thaddeus
;
Van Vliet, Benjamin
- In:
The journal of derivatives : the official publication …
19
(
2012
)
4
,
pp. 39-52
Persistent link: https://www.econbiz.de/10009671738
Saved in:
4
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
5
Meteorological forecasts and the pricing of temperature futures
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009413613
Saved in:
6
The bino-trinomial tree : a simple model for efficient and accurate option pricing
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
Saved in:
7
A simplified approach to approximate diffusion processes widely used in finance
Costabile, Massimo
;
Massabó, Ivar
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 65-85
Persistent link: https://www.econbiz.de/10003961022
Saved in:
8
Variance reduction for multivariate Monte Carlo simulation
Wang, Jr-yan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 7-28
Persistent link: https://www.econbiz.de/10003771438
Saved in:
9
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
10
Valuing credit derivatives using an implied copula approach
Hull, John
;
White, Alan D.
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 8-28
Persistent link: https://www.econbiz.de/10003400047
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