//--> //--> //--> //-->
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
type_genre:"Multi-volume publication"
~isPartOf:"Applied mathematical finance"
~subject:"Balancing accounts"
~subject:"Option trading"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Balancing accounts
Option trading
Theorie
Derivat
79
Derivative
79
Option pricing theory
61
Optionspreistheorie
61
Stochastic process
24
Stochastischer Prozess
24
Theory
23
Volatility
23
Volatilität
23
Optionsgeschäft
16
Hedging
14
Yield curve
10
Zinsstruktur
10
Black-Scholes model
7
Black-Scholes-Modell
7
Credit risk
7
Interest rate derivative
7
Kreditrisiko
7
Swap
7
Weather
7
Wetter
7
Zinsderivat
7
Incomplete market
6
Simulation
6
Unvollkommener Markt
6
Interest rate
5
Lévy processes
5
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risk
5
Zins
5
Energiemarkt
4
Energy market
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Risikoprämie
4
Risk premium
4
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Multi-volume publication
Aufsatz in Zeitschrift
Working Paper
Article in journal
39
Language
All
English
39
Author
All
Benth, Fred Espen
3
Cohen, Samuel N.
2
Howison, Sam
2
Reisinger, Christoph
2
Rutkowski, Marek
2
Wang, Sheng
2
Zheng, Wendong
2
Alaton, Peter
1
Aly, Sidi Mohamed Ould
1
Avellaneda, Marco
1
Bajeux-Besnainou, Isabelle
1
Baldeaux, Jan
1
Barth, Andrea
1
Becherer, Dirk
1
Biegler-König, Richard
1
Bossu, Sébastien
1
Bouchaud, Jean-Philippe
1
Cont, Rama
1
Cooper, Ian
1
Di Nunno, Giulia
1
Djehiche, Boualem
1
Eberlein, Ernst
1
Ekeland, Lars
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Gardini, Matteo
1
Gerstner, Thomas Stefan
1
Goard, Joanna
1
Gong, Ruoting
1
Grasselli, M. R.
1
Hauge, Ragnar
1
Hoencamp, J. H.
1
Hofer, Markus
1
Holtz, Markus
1
Houdré, Christian
1
Hurd, T. R.
1
Kandhai, B. D.
1
Khedher, Asma
1
Kijima, Masaaki
1
Kirkby, J. Lars
1
more ...
less ...
Published in...
All
Applied mathematical finance
The journal of futures markets
140
International journal of theoretical and applied finance
86
Journal of banking & finance
69
The journal of finance : the journal of the American Finance Association
35
Review of derivatives research
34
Advances in futures and options research : a research annual
33
Journal of financial and quantitative analysis : JFQA
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
32
Finance and stochastics
30
Energy economics
29
The review of financial studies
29
Journal of financial economics
28
European journal of operational research : EJOR
27
Economics letters
26
International review of economics & finance : IREF
26
Journal of economic dynamics & control
26
The European journal of finance
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
International review of financial analysis
24
Finance research letters
23
The North American journal of economics and finance : a journal of financial economics studies
22
Working paper / National Bureau of Economic Research, Inc.
21
Quantitative finance
20
The journal of fixed income
20
International journal of financial engineering
18
The journal of computational finance
18
The journal of credit risk : published quarterly by Incisive Media
18
Applied financial economics
17
The journal of derivatives : JOD
17
Journal of financial markets
14
Die Bank
13
Finance : revue de l'Association Française de Finance
13
Journal of mathematical finance
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Review of quantitative finance and accounting
13
The journal of business : B
13
Economic notes : economic review of Banca Monte dei Paschi di Siena
12
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
12
Annals of finance
11
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
4
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
5
Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
6
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
7
Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
8
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
9
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
10
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->