//--> //--> //--> //-->
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:"Risk management"
~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association"
~isPartOf:"Review of derivatives research"
~isPartOf:"Schriftenreihe Finanzmanagement"
~subject:"Option trading"
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:"Futures"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Option trading
Derivat
108
Derivative
108
Optionspreistheorie
49
Option pricing theory
48
Theorie
32
Theory
32
Volatility
27
Volatilität
27
Hedging
21
Kreditrisiko
20
Risikomanagement
19
Optionsgeschäft
18
Weather
18
Wetter
18
Credit risk
16
Stochastic process
16
Stochastischer Prozess
16
USA
16
United States
16
Agrarversicherung
12
Agricultural insurance
12
Yield curve
12
Zinsstruktur
12
Commodity derivative
10
Risk
10
Rohstoffderivat
10
Risiko
9
Swap
9
Derivat <Wertpapier>
8
Estimation
8
Schätzung
8
Deutschland
7
Germany
7
Getreide
7
Grain
7
CAPM
6
Portfolio selection
6
Portfolio-Management
6
more ...
less ...
Online availability
All
Undetermined
15
Free
3
Type of publication
All
Article
31
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Hochschulschrift
4
Thesis
4
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
32
German
4
Author
All
Berg, Ernst
2
Wang, Xingchun
2
Assa, Hirbod
1
Barth, Jörn
1
Battauz, Anna
1
Beisland, Leif Atle
1
Black, J. Roy
1
Boyd, Naomi E.
1
Büchel, Patrick
1
Carverhill, Andrew
1
Chen, Gang
1
Cheuk, Terry Hon Fu
1
Chu, Chang-chi
1
Cofey, Brian K.
1
Cruz, Aricson
1
De Donno, Marzia
1
Dias, José Carlos
1
Dong, Ziming
1
Drimus, Gabriel
1
Dyrting, Sigurd
1
Eaves, James
1
Eghbalzadeh, Ramin
1
Escobar, Marcos
1
Farkas, Walter
1
Finger, Robert
1
Fournier, Valerie
1
Frestad, Dennis
1
Gaillardetz, Patrice
1
Gajda, Janusz
1
Gao, Bin
1
Gehrmann, Volker
1
Godin, Frédéric
1
Guo, Changhao
1
Hanson, Steven D.
1
Hartarska, Valentina
1
Heimfarth, Leif Erec
1
Henneberry, Thomas J.
1
Hieber, Peter
1
Isengildina Massa, Olga
1
Kao, Lie-Jane
1
more ...
less ...
Published in...
All
Agricultural finance review
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
Review of derivatives research
Schriftenreihe Finanzmanagement
The journal of futures markets
38
International journal of theoretical and applied finance
29
Journal of banking & finance
28
Energy economics
24
Applied mathematical finance
19
Finance research letters
19
Quantitative finance
19
International journal of financial engineering
18
International review of economics & finance : IREF
18
The North American journal of economics and finance : a journal of financial economics studies
18
European journal of operational research : EJOR
16
International review of financial analysis
16
Journal of financial economics
16
The journal of derivatives : JOD
15
The European journal of finance
14
Journal of economic dynamics & control
10
Journal of mathematical finance
10
Risks : open access journal
10
SpringerLink / Bücher
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied economics
8
Economic modelling
8
Insurance / Mathematics & economics
8
Journal of financial markets
8
Journal of financial stability
8
Journal of risk and financial management : JRFM
8
Review of Pacific Basin financial markets and policies
8
Applied financial economics
7
European financial management : the journal of the European Financial Management Association
7
Review of quantitative finance and accounting
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Annals of finance
6
Computational economics
6
Discussion paper / Center for Economic Research, Tilburg University
6
Financial derivatives : pricing and risk management
6
International Journal of Financial Studies : open access journal
6
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
3
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
4
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
5
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
6
Costs of futures hedging in corn and soybean markets
Shi, Ruoding
;
Isengildina Massa, Olga
- In:
Journal of agricultural and resource economics : JARE ; …
47
(
2022
)
2
,
pp. 390-409
Persistent link: https://www.econbiz.de/10013285540
Saved in:
7
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
8
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
9
Approaching rainfall-based weather derivatives pricing and operational challenges
Martínez Salgueiro, Andrea
;
Tarrazón Rodón, …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 163-190
Persistent link: https://www.econbiz.de/10012229790
Saved in:
10
A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->