//--> //--> //--> //-->
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:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Economic review"
~subject:"Risikoprämie"
~subject:"USA"
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:"Futures"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
USA
Derivat
150
Derivative
150
Theorie
100
Theory
100
Option pricing theory
77
Optionspreistheorie
77
United States
73
Interest rate derivative
48
Zinsderivat
48
CAPM
40
Hedging
36
Volatility
32
Volatilität
32
Stochastic process
30
Stochastischer Prozess
30
Yield curve
23
Zinsstruktur
23
Index futures
22
Index-Futures
22
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
18
Currency derivative
18
Share price
18
Währungsderivat
18
Option trading
17
Optionsgeschäft
17
Public bond
14
Öffentliche Anleihe
14
Risiko
13
Risk
13
Swap
13
Black-Scholes model
11
Black-Scholes-Modell
11
Credit risk
9
Kreditrisiko
9
Risikomanagement
8
Risk management
8
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
77
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Language
All
English
77
Author
All
Barone-Adesi, Giovanni
3
Chance, Don M.
3
Park, Hun Y.
3
Benth, Fred Espen
2
Fabozzi, Frank J.
2
Feinstein, Steven Phillip
2
Ma, Christopher K.
2
Overdahl, James A.
2
Rao, Ramesh P.
2
Ronn, Ehud I.
2
Schneeweis, Thomas
2
Scott, Louis O.
2
Seale, William E.
2
Smirlock, Michael L.
2
Tucker, Alan L.
2
Abken, Peter A.
1
Ackert, Lucy F.
1
Ahmadi, Hamid Z.
1
Arak, Marcelle V.
1
Arnott, Robert D.
1
Austin, Richard
1
Barnhill, Theodore M.
1
Bates, David S.
1
Becker, Kent Gregory
1
Becketti, Sean
1
Bera, Anil K.
1
Bhattacharya, Anand K.
1
Bliss, Robert R.
1
Bouchaud, Jean-Philippe
1
Bubnys, Edward L.
1
Cakici, Nusret
1
Carlson, John B.
1
Castelino, Mark G.
1
Chan, Nicholas
1
Chatterjee, Sris
1
Chen, David M.
1
Chen, Xinfu
1
Choi, Jin W.
1
Cohen, Hugh I.
1
Cross, Edward M.
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
Applied mathematical finance
Economic review
The journal of futures markets
540
The journal of finance : the journal of the American Finance Association
91
Journal of banking & finance
90
The review of financial studies
88
Working paper / National Bureau of Economic Research, Inc.
85
Journal of financial and quantitative analysis : JFQA
67
Energy economics
61
Journal of financial economics
50
Applied financial economics
47
Journal of international money and finance
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
International review of financial analysis
36
Review of futures markets
35
The journal of alternative investments
33
The journal of fixed income
32
International review of economics & finance : IREF
31
NBER working paper series
31
Discussion paper / Centre for Economic Policy Research
29
The journal of business : B
29
American journal of agricultural economics
28
Journal of empirical finance
28
Working paper
28
Journal of international financial markets, institutions & money
27
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
NBER Working Paper
24
The financial review : the official publication of the Eastern Finance Association
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of money, credit and banking : JMCB
21
Review of quantitative finance and accounting
21
The journal of financial research
21
The journal of structured finance
21
Applied economics
20
Global finance journal
16
Journal of agricultural and applied economics
16
Economics letters
15
Finance and economics discussion series
15
International journal of theoretical and applied finance
14
Econometric Institute research papers
13
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
2
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
3
Have extended trading hours made agricultural commodity markets riskier?
Kauffman, Nathan
- In:
Economic review
98
(
2013
)
3
,
pp. 67-94
Persistent link: https://www.econbiz.de/10010211880
Saved in:
4
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
5
Evidence on the efficiency of index options markets
Ackert, Lucy F.
;
Tian, Yisong Sam
- In:
Economic review
85
(
2000
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10001494846
Saved in:
6
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
7
The economic significance of the forecast bias of S&P 100 index option implied volatility
Fleming, Jeff
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 219-251
Persistent link: https://www.econbiz.de/10001434835
Saved in:
8
The skewness premium : option pricing under asymmetric processes
Bates, David S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 51-82
Persistent link: https://www.econbiz.de/10001226772
Saved in:
9
ARCH effects and efficient estimation of hedge ratios for stock index
futures
Bera, Anil K.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 313-328
Persistent link: https://www.econbiz.de/10001145832
Saved in:
10
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->