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subject:"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:"Kreditderivat"
~subject:"Optionspreistheorie"
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Risk management
Kreditderivat
Optionspreistheorie
Derivat
228
Derivative
228
Option pricing theory
105
Theorie
85
Theory
85
Credit risk
61
Kreditrisiko
61
Stochastic process
61
Stochastischer Prozess
61
Volatility
41
Volatilität
41
Hedging
35
Credit derivative
28
Yield curve
27
Zinsstruktur
27
Swap
24
Portfolio selection
23
Portfolio-Management
23
Option trading
22
Optionsgeschäft
22
Collateral
18
Kreditsicherung
18
OTC market
17
OTC-Handel
17
Risikomanagement
17
Black-Scholes model
14
Black-Scholes-Modell
14
Markov chain
14
Interest rate derivative
13
Markov-Kette
13
Zinsderivat
13
CAPM
12
Multivariate Verteilung
12
Multivariate distribution
12
Financial services
11
Finanzdienstleistung
11
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11
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Article
139
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2
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140
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140
Conference paper
3
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3
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2
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English
141
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Brigo, Damiano
4
Jeanblanc, Monique
4
Hess, Markus
3
Pallavicini, Andrea
3
Bernard, Carole
2
Bielecki, Tomasz R.
2
Capriotti, Luca
2
Chiarella, Carl
2
Crépey, S.
2
Ehrhardt, Matthias
2
Gapeev, Pavel V.
2
Hok, Julien
2
Joshi, Mark S.
2
Melʹnikov, Aleksandr V.
2
Meyer-Brandis, Thilo
2
Michielon, Matteo
2
Mijatovi´c, Aleksandar
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Taddei, Stefano
2
Takahashi, Akihiko
2
Torricelli, Lorenzo
2
Walker, Michael B.
2
Wang, Yongjin
2
Albanese, Claudio
1
Alòs, Elisa
1
Anderluh, J. H. M.
1
Andersson, Andreas
1
Antonelli, Fabio
1
Armstrong, John
1
Aurell, Erik
1
Avellaneda, Marco
1
Back, Janis
1
Badescu, Alexandru
1
Bakel, Sjoerd van
1
Banerjee, Tamal
1
Bansal, Matulya
1
Barbachan, José Santiago Fajardo
1
Bardou, Olivier
1
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Published in...
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Financial stability review : FSR
International journal of theoretical and applied finance
The journal of credit risk : published quarterly by Incisive Media
Applied mathematical finance
65
Journal of banking & finance
57
Review of derivatives research
49
The journal of futures markets
48
Quantitative finance
46
Energy economics
41
European journal of operational research : EJOR
36
Journal of mathematical finance
33
The journal of computational finance
33
The European journal of finance
30
International journal of financial engineering
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
SpringerLink / Bücher
25
The North American journal of economics and finance : a journal of financial economics studies
25
International review of financial analysis
24
Risks : open access journal
24
Finance and stochastics
23
Finance research letters
23
International review of economics & finance : IREF
23
Journal of economic dynamics & control
23
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
The journal of derivatives : JOD
22
Insurance / Mathematics & economics
19
Journal of econometrics
17
Journal of financial economics
17
Annals of finance
16
Applied economics
16
Computational economics
16
Wiley finance series
16
Research paper series / Swiss Finance Institute
15
Applied economics letters
14
SFB 649 discussion paper
14
Economic modelling
12
Journal of risk and financial management : JRFM
12
NBER working paper series
12
Journal of financial markets
11
Journal of financial stability
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
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ECONIS (ZBW)
141
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1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
3
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
4
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
5
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
6
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
7
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
8
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
9
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
10
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
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