//--> //--> //-->
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"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
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
Zinsstruktur
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
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Benth, Fred Espen
2
Bouchaud, Jean-Philippe
1
Chen, Xinfu
1
Di Nunno, Giulia
1
Hilliard, Jimmy E.
1
Khedher, Asma
1
Mai, Jan-Frederik
1
Olivares, Pablo
1
Pircalabu, Anca
1
Schenk, Steffen
1
Scherer, Matthias
1
Schmeck, Maren Diane
1
Scott, Louis O.
1
Swan, Bruce Q.
1
Swan, Tina T.
1
Tucker, Alan L.
1
Young, Saul David
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
Applied mathematical finance
Journal of banking & finance
31
The journal of futures markets
29
Energy economics
27
Journal of international money and finance
27
NBER working paper series
27
NBER Working Paper
24
Working paper / National Bureau of Economic Research, Inc.
21
International review of financial analysis
19
Journal of financial economics
16
Journal of empirical finance
15
Journal of international financial markets, institutions & money
15
Applied financial economics
14
International review of economics & finance : IREF
14
Discussion paper / Centre for Economic Policy Research
11
The review of financial studies
10
Working paper
10
The journal of finance : the journal of the American Finance Association
9
International journal of theoretical and applied finance
8
Discussion papers / CEPR
7
Economics letters
7
Research paper series / Swiss Finance Institute
7
Annals of finance
6
Applied economics
6
Economic modelling
6
Quantitative finance
6
The European journal of finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
The energy journal
6
Discussion papers in economics
5
European journal of operational research : EJOR
5
International journal of finance & economics : IJFE
5
Journal of commodity markets
5
Journal of econometrics
5
Journal of financial markets
5
Journal of money, credit and banking : JMCB
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Swiss Finance Institute Research Paper
5
BIS working papers
4
Finance research letters
4
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
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:
4
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:
5
Risk premia and the variation of stock index
futures
Scott, Louis O.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 215-234
Persistent link: https://www.econbiz.de/10001339376
Saved in:
6
Market-determined premia for American currency spot options
Hilliard, Jimmy E.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
Saved in:
7
Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
(
contributor
)
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
Saved in:
8
Macroeconomic forces and risk premiums on commodity
futures
Young, Saul David
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 241-254
Persistent link: https://www.econbiz.de/10001123285
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->