//--> //--> //--> //-->
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
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Insolvency"
~subject:"Measurement"
~subject:"Yield curve"
~type_genre:"Article in journal"
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
Insolvency
Measurement
Yield curve
Derivat
50
Derivative
50
Theorie
29
Theory
29
Option pricing theory
22
Optionspreistheorie
22
Stochastic process
11
Stochastischer Prozess
11
Hedging
10
Portfolio selection
9
Portfolio-Management
9
Volatility
8
Volatilität
8
Credit risk
6
Incomplete market
6
Kreditrisiko
6
Unvollkommener Markt
6
Insolvenz
5
Option trading
5
Optionsgeschäft
5
Zinsstruktur
5
CAPM
4
counterparty risk
4
Australia
3
Australien
3
Credit derivative
3
Kreditderivat
3
Martingal
3
Martingale
3
Messung
3
Risiko
3
Risk
3
Swap
3
USA
3
United States
3
Analysis
2
Ansteckungseffekt
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
13
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
13
Author
All
Capponi, Agostino
2
Arai, Takuji
1
Bo, Lijun
1
Brigo, Damiano
1
Cont, Rama
1
El Karoui, Nicole
1
Fischer, Tom
1
Fukasawa, Masaaki
1
Goldammer, Verena
1
Gombani, Andrea
1
Kardaras, Constantinos
1
Levendorskij, Sergej Z.
1
Li, Libo
1
Magee, Shane
1
Minca, Andreea
1
Pallavicini, Andrea
1
Platen, Eckhard
1
Ravanelli, Claudia
1
Runggaldier, Wolfgang J.
1
Rutkowski, Marek
1
Schmock, Uwe
1
Sekine, Jun
1
more ...
less ...
Published in...
All
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
International journal of theoretical and applied finance
31
Journal of banking & finance
22
Review of derivatives research
13
The journal of futures markets
13
Applied mathematical finance
12
Quantitative finance
12
The journal of fixed income
11
Journal of financial economics
9
The journal of computational finance
9
The journal of credit risk : published quarterly by Incisive Media
9
International review of financial analysis
7
Journal of financial and quantitative analysis : JFQA
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
European journal of operational research : EJOR
5
Finance research letters
5
Journal of empirical finance
5
Journal of mathematical finance
5
The European journal of finance
5
Annual review of financial economics
4
Journal of money, credit and banking : JMCB
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Applied economics letters
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Energy economics
3
Finance and stochastics
3
International journal of financial engineering
3
Journal of economic dynamics & control
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Mathematics and financial economics
3
Risks : open access journal
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
The journal of real estate finance and economics
3
The review of financial studies
3
Advances in futures and options research : a research annual
2
Annals of finance
2
Applied financial economics
2
Asia-Pacific financial markets
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
2
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
3
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
4
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
5
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
6
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
7
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
8
The effect of foreign currency hedging on the probability of financial distress
Magee, Shane
- In:
Accounting and finance : journal of the Accounting …
53
(
2013
)
4
,
pp. 1107-1127
Persistent link: https://www.econbiz.de/10010240259
Saved in:
9
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
10
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->