//--> //--> //--> //-->
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"
~subject:"Risikoprämie"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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
Zinsstruktur
Derivat
131
Derivative
131
Theorie
94
Theory
94
Option pricing theory
77
Optionspreistheorie
77
USA
57
United States
57
Interest rate derivative
44
Zinsderivat
44
CAPM
39
Hedging
31
Volatility
31
Volatilität
31
Stochastic process
30
Stochastischer Prozess
30
Yield curve
23
Index futures
20
Index-Futures
20
Portfolio selection
19
Portfolio-Management
19
Currency derivative
18
Währungsderivat
18
Option trading
17
Optionsgeschäft
17
Börsenkurs
14
Share price
14
Public bond
12
Öffentliche Anleihe
12
Black-Scholes model
11
Black-Scholes-Modell
11
Swap
10
Risiko
8
Risk
8
Risk premium
8
Credit risk
7
Kreditrisiko
7
Simulation
7
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
27
Language
All
English
27
Author
All
Benth, Fred Espen
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Bouchaud, Jean-Philippe
1
Börger, Reik H.
1
Chen, Xinfu
1
Chiu, Chun-Yuan
1
Costabile, Massimo
1
Deelstra, Griselda
1
Di Nunno, Giulia
1
Eberlein, Ernst
1
Gerhart, Christoph
1
Goldman, D.
1
Heath, D.
1
Heys, Jan van
1
Hilliard, Jimmy E.
1
Hoencamp, J. H.
1
Kaisajuntti, Linus
1
Kandhai, B. D.
1
Kawai, Atsushi
1
Kentwell, Glenn
1
Kercheval, Alec
1
Khedher, Asma
1
Kort, J. P. de
1
Li, Anlong
1
Livingston, Miles
1
Lopes, Sara Dutra
1
Lütkebohmert-Holtz, Eva
1
Mai, Jan-Frederik
1
Manoliu, Mihaela
1
Massabo, Ivar
1
Munnik, Jeroen F. de
1
Olivares, Pablo
1
Pircalabu, Anca
1
Pirjol, Dan
1
Platen, Eckhard
1
Rayée, Grégory
1
Ronn, Ehud I.
1
Russo, Emilio
1
Rutkowski, Marek
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
61
Journal of banking & finance
55
International journal of theoretical and applied finance
47
Journal of international money and finance
35
Energy economics
34
Journal of financial economics
29
International review of financial analysis
28
Journal of empirical finance
24
The journal of fixed income
24
The review of financial studies
22
Applied financial economics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
The journal of finance : the journal of the American Finance Association
21
Journal of international financial markets, institutions & money
20
Quantitative finance
18
International review of economics & finance : IREF
17
Review of derivatives research
17
The journal of computational finance
16
Journal of financial and quantitative analysis : JFQA
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Economics letters
13
Finance and stochastics
12
International journal of financial engineering
12
The European journal of finance
12
Economic modelling
10
Journal of money, credit and banking : JMCB
10
Applied economics
9
European journal of operational research : EJOR
9
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
Annals of finance
8
Journal of mathematical finance
8
Asia-Pacific financial markets
7
Journal of economic dynamics & control
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Risks : open access journal
7
The energy journal
7
European financial management : the journal of the European Financial Management Association
6
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
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
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:
3
Eurodollar
futures
pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
4
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:
5
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
6
Real-world scenarios with negative interest rates based on the LIBOR market model
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 466-482
Persistent link: https://www.econbiz.de/10012129176
Saved in:
7
A parametric n-dimensional Markov-functional model in the terminal measure
Kaisajuntti, Linus
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 327-358
Persistent link: https://www.econbiz.de/10010187661
Saved in:
8
Modelling credit risk in the jump threshold framework
Chiu, Chun-Yuan
;
Kercheval, Alec
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 411-433
Persistent link: https://www.econbiz.de/10012129172
Saved in:
9
Calibration of the Libor market model using correlations implied by CMS spread options
Börger, Reik H.
;
Heys, Jan van
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 453-469
Persistent link: https://www.econbiz.de/10008797251
Saved in:
10
A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->