//--> //--> //--> //-->
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:"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
| 3 applied filters
Year of publication
From:
To:
Subject
All
USA
Derivat
131
Derivative
131
Theorie
94
Theory
94
Option pricing theory
77
Optionspreistheorie
77
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
Risikoprämie
8
Risk
8
Risk premium
8
Credit risk
7
Kreditrisiko
7
Simulation
7
more ...
less ...
Type of publication
All
Article
57
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Language
All
English
57
Author
All
Barone-Adesi, Giovanni
3
Chance, Don M.
3
Park, Hun Y.
3
Fabozzi, Frank J.
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
Ahmadi, Hamid Z.
1
Arak, Marcelle V.
1
Arnott, Robert D.
1
Barnhill, Theodore M.
1
Bates, David S.
1
Becker, Kent Gregory
1
Bera, Anil K.
1
Bhattacharya, Anand K.
1
Bouchaud, Jean-Philippe
1
Bubnys, Edward L.
1
Cakici, Nusret
1
Castelino, Mark G.
1
Chatterjee, Sris
1
Chen, David M.
1
Choi, Jin W.
1
Cross, Edward M.
1
Diltz, J. David
1
Engle, Robert F.
1
Ferri, Michael G.
1
Ferris, Stephen P.
1
Finnerty, Joseph E.
1
Fleming, Jeff
1
Goodman, Laurie Sharon
1
Gruca, E.
1
Haghani, Victor
1
Harpaz, Giora
1
Hauser, Shmuel
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
526
The journal of finance : the journal of the American Finance Association
85
The review of financial studies
83
Working paper / National Bureau of Economic Research, Inc.
68
Journal of financial and quantitative analysis : JFQA
64
Journal of banking & finance
62
Applied financial economics
37
Journal of financial economics
36
Energy economics
35
Review of futures markets
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
35
The journal of alternative investments
31
The journal of fixed income
30
American journal of agricultural economics
28
The journal of business : B
28
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
24
Discussion paper / Centre for Economic Policy Research
23
The financial review : the official publication of the Eastern Finance Association
23
The journal of financial research
21
The journal of structured finance
21
International review of financial analysis
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Working paper
19
International review of economics & finance : IREF
18
Journal of international money and finance
17
Journal of money, credit and banking : JMCB
17
Review of quantitative finance and accounting
17
Economic review
16
Journal of agricultural and applied economics
16
Applied economics
14
Finance and economics discussion series
14
Global finance journal
14
Journal of empirical finance
13
Journal of economics & business
12
Journal of financial services research : JFSR
12
Journal of international financial markets, institutions & money
12
Econometric Institute research papers
11
Interest rate futures : concepts and issues
11
Journal of multinational financial management
11
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
A test of rational expectations in the index options market
Barone-Adesi, Giovanni
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 137-147
Persistent link: https://www.econbiz.de/10001123292
Saved in:
6
Cash
futures
pricing and hedge ratios
Lady, George M.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 137-152
Persistent link: https://www.econbiz.de/10001339380
Saved in:
7
Empirical analysis of the liquidity of the S&P 500 index
futures
market during the October 1987 market break
Wang, George H. K.
(
contributor
)
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 191-218
Persistent link: https://www.econbiz.de/10001104155
Saved in:
8
The effect of individual stock option expirations on stock returns before and after the introduction of SP 100 index options
Vu, Joseph D.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 341-356
Persistent link: https://www.econbiz.de/10001081713
Saved in:
9
The Monday effect and speculative opportunities in the stock-index
futures
market
Pieptea, Daniel R.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 319-328
Persistent link: https://www.econbiz.de/10001081716
Saved in:
10
Hedge ratios in up and down equity markets
Junkus, Joan C.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 279-289
Persistent link: https://www.econbiz.de/10001081767
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->