//--> //--> //-->
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
subject:"Portfolio selection"
~person:"Jarrow, Robert A."
~subject:"Option pricing theory"
~type_genre:"Article in journal"
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:"Derivative"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Option pricing theory
Derivat
23
Derivative
23
Theorie
15
Theory
15
Optionspreistheorie
6
Bubbles
4
CAPM
4
Spekulationsblase
4
Hedging
3
USA
3
United States
3
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Collateral
2
Commodity derivative
2
Credit risk
2
Incomplete market
2
Indexation
2
Indexbindung
2
Kapitaleinkommen
2
Kreditrisiko
2
Kreditsicherung
2
Martingal
2
Martingale
2
Risiko
2
Risk
2
Rohstoffderivat
2
Securities trading
2
Unvollkommener Markt
2
Wertpapierhandel
2
Yield curve
2
Zinsstruktur
2
risk-neutral valuation
2
ABS
1
Anleihe
1
Asset pricing models
1
Asset-Backed Securities
1
Asset-backed securities
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Aufsatzsammlung
1
Collection of articles written by one author
1
Einführung
1
Glossar enthalten
1
Glossary included
1
Lehrbuch
1
Sammlung
1
Textbook
1
more ...
less ...
Language
All
English
7
Author
All
Jarrow, Robert A.
Wang, Xingchun
15
Benth, Fred Espen
13
Escobar, Marcos
11
Carr, Peter
9
Fabozzi, Frank J.
9
Gouriéroux, Christian
8
Cui, Zhenyu
7
Madan, Dilip B.
7
Platen, Eckhard
7
Schoutens, Wim
7
Siu, Tak Kuen
7
Zagst, Rudi
7
Barone-Adesi, Giovanni
6
Brigo, Damiano
6
Chiarella, Carl
6
Kwok, Yue-Kuen
6
Račev, Svetlozar T.
6
Ryu, Doojin
6
Sabino, Piergiacomo
6
Tunaru, Radu
6
Alghalith, Moawia
5
Balbás de la Corte, Alejandro
5
Branger, Nicole
5
Brooks, Robert
5
Elliott, Robert J.
5
Fusai, Gianluca
5
Godin, Frédéric
5
Härdle, Wolfgang
5
Joshi, Mark S.
5
Kyriakou, Ioannis
5
Leung, Tim
5
Lin, Shih-kuei
5
Melʹnikov, Aleksandr V.
5
Monfort, Alain
5
Muck, Matthias
5
Muroi, Yoshifumi
5
Oosterlee, Cornelis Willebrordus
5
Takahashi, Akihiko
5
Xu, Wei
5
more ...
less ...
Published in...
All
Annual review of financial economics
1
Journal of economic surveys
1
Journal of financial education
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
Saved in:
2
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
3
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
4
The dangers of calibration and hedging the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
Saved in:
5
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
6
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Saved in:
7
Option pricing and implicit volatilities
Jarrow, Robert A.
- In:
Journal of economic surveys
3
(
1989
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->