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type_genre:"Multi-volume publication"
~isPartOf:"Quantitative finance"
~isPartOf:"WPg : Kompetenz schafft Vertrauen"
~subject:"Balancing accounts"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Balancing accounts
Option trading
Derivat
87
Derivative
87
Option pricing theory
41
Optionspreistheorie
41
Hedging
19
Stochastic process
19
Stochastischer Prozess
19
Volatility
19
Volatilität
19
Optionsgeschäft
13
IFRS
12
Deutschland
11
Germany
11
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10
Portfolio-Management
10
Theorie
10
Theory
10
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9
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8
Monte Carlo simulation
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Risikomanagement
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Yield curve
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Zinsstruktur
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Balance sheet
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Derivatives
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Interest rate derivative
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Option pricing
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Article
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Multi-volume publication
Aufsatz in Zeitschrift
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English
13
German
8
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Patek, Guido Andreas
2
Alexander, Carol
1
Barckow, Andreas
1
Bollinger, Thomas R.
1
Bouchouev, Ilia
1
Cufaro Petroni, Nicola
1
Dombek, Martina
1
Ewald, Christian
1
Favreau, Charles
1
Germano, G.
1
Glau, Kathrin
1
Gäbel, Daniela
1
Hagan, Patrick S.
1
Hoencamp, J. H.
1
Imeraj, Arben
1
Jain, Surbhi
1
Johnson, Brett
1
Kandhai, B. D.
1
Kane, Hayden
1
Kim, Kyoung-Kuk
1
Klotzbach, Daniela
1
Kropp, Matthias
1
Kühnle, Manfred
1
Lesniewski, Andrew
1
Lim, Dong-Young
1
Lopatta, Kerstin
1
Marazzina, D.
1
Melick, William Robert
1
Orłowski, Piotr
1
Pachón, Ricardo
1
Phelan, C. E.
1
Pötz, Christian
1
Rose, Simone
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1
Shelton, Austin
1
Skoufis, G. E.
1
Thomas, Charles P.
1
Woodward, Diana E.
1
Wu, Yuexiang
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Yamada, Toshihiro
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Bundesverband Deutscher Banken / Ausschuss für Bilanzierung
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Quantitative finance
WPg : Kompetenz schafft Vertrauen
The journal of futures markets
25
International journal of theoretical and applied finance
22
Review of derivatives research
17
Applied mathematical finance
16
International journal of financial engineering
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial economics
11
KoR : internationale und kapitalmarktorientierte Rechnungslegung ; IFRS
11
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of financial markets
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Journal of mathematical finance
8
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
Economic modelling
6
Applied economics letters
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Computational economics
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Energy economics
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Global finance journal
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Journal of econometrics
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Review of quantitative finance and accounting
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The journal of computational finance
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Annals of finance
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Applied financial economics
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Betriebs-Berater : BB
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Cogent economics & finance
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Finance and stochastics
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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IRZ : Zeitschrift für internationale Rechnungslegung
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Journal of derivatives & hedge funds
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
21
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1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
4
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
5
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
6
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
7
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
8
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
9
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
10
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
Phelan, C. E.
;
Marazzina, D.
;
Germano, G.
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 899-918
Persistent link: https://www.econbiz.de/10012262635
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