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subject:"Risk management"
~isPartOf:"Financial derivatives : pricing and risk management"
~isPartOf:"Financial stability review : FSR"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Derivative"
~subject:"Markov chain"
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Risk management
Derivative
Markov chain
Derivat
248
Option pricing theory
108
Optionspreistheorie
108
Theorie
85
Theory
85
Credit risk
62
Kreditrisiko
62
Stochastic process
61
Stochastischer Prozess
61
Volatility
41
Volatilität
41
Hedging
37
Credit derivative
29
Kreditderivat
29
Yield curve
28
Zinsstruktur
28
Swap
26
Option trading
23
Optionsgeschäft
23
Portfolio selection
23
Portfolio-Management
23
Risikomanagement
22
OTC market
20
OTC-Handel
20
Collateral
18
Kreditsicherung
18
Black-Scholes model
15
Black-Scholes-Modell
15
Interest rate derivative
14
Zinsderivat
14
CAPM
13
Markov-Kette
13
Insolvency
12
Insolvenz
12
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12
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12
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19
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English
248
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Brigo, Damiano
6
Benth, Fred Espen
5
Bielecki, Tomasz R.
4
Jeanblanc, Monique
4
Pallavicini, Andrea
4
Capriotti, Luca
3
Hess, Markus
3
Hull, John
3
Antonelli, Fabio
2
Aurell, Erik
2
Avellaneda, Marco
2
Bernard, Carole
2
Buescu, Cristin
2
Carmona, René
2
Chiarella, Carl
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
D'Ippoliti, Fernanda
2
Di Graziano, Giuseppe
2
Ehrhardt, Matthias
2
Fouque, Jean-Pierre
2
Gapeev, Pavel V.
2
Hok, Julien
2
Jabłecki, Juliusz
2
Joshi, Mark S.
2
Junkus, Joan C.
2
Kjaer, Mats
2
Kumar, Manmohan S.
2
Mai, Jan-Frederik
2
Marshall, Cara M.
2
Melʹnikov, Aleksandr V.
2
Meyer-Brandis, Thilo
2
Michielon, Matteo
2
Mijatovi´c, Aleksandar
2
Papatheodorou, Vasileios
2
Pirrong, Craig
2
Pykhtin, Michael
2
Rosa-Clot, Marco
2
Rosen, Dan
2
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1
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Financial derivatives : pricing and risk management
Financial stability review : FSR
International journal of theoretical and applied finance
The journal of credit risk : published quarterly by Incisive Media
The journal of futures markets
397
Journal of banking & finance
177
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
79
Journal of financial economics
73
International review of financial analysis
70
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
The European journal of finance
62
Finance research letters
61
International review of economics & finance : IREF
61
Quantitative finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
56
SpringerLink / Bücher
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
42
Applied economics letters
41
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Wiley finance series
39
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
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ECONIS (ZBW)
248
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11
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
12
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
13
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
14
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
15
Robust bounds for derivative prices in markovian models
Sester, Julian
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012271014
Saved in:
16
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
17
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
18
Bounds on multi-asset derivatives via neural networks
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012496914
Saved in:
19
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
20
Statistics of VIX futures and applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012012774
Saved in:
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