//--> //--> //--> //-->
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:"Agricultural finance review"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Portfolio selection"
~subject:"Theory"
~subject:"Yield curve"
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:"Termingeschäft"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Estimation
Portfolio selection
Theory
Yield curve
Derivat
189
Derivative
189
Option pricing theory
102
Optionspreistheorie
102
Theorie
72
Stochastic process
60
Stochastischer Prozess
60
Volatility
41
Volatilität
41
Credit risk
40
Hedging
40
Kreditrisiko
40
Zinsstruktur
25
Option trading
22
Optionsgeschäft
22
Swap
20
Portfolio-Management
19
Weather
17
Wetter
17
Credit derivative
16
Kreditderivat
16
Risikomanagement
15
Risk management
15
Black-Scholes model
14
Black-Scholes-Modell
14
Markov chain
13
Markov-Kette
12
Interest rate derivative
10
Statistical distribution
10
Statistische Verteilung
10
Zinsderivat
10
CVA
9
Agrarversicherung
8
Agricultural insurance
8
Collateral
8
Incomplete market
8
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
101
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
103
Aufsatz in Zeitschrift
103
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Mehrbändiges Werk
2
Multi-volume publication
2
Sammelwerk
2
more ...
less ...
Language
All
English
103
Author
All
Brigo, Damiano
6
Jeanblanc, Monique
4
Pallavicini, Andrea
4
Bielecki, Tomasz R.
3
Aurell, Erik
2
Buescu, Cristin
2
Chiarella, Carl
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
D'Ippoliti, Fernanda
2
Gapeev, Pavel V.
2
Hess, Markus
2
Melʹnikov, Aleksandr V.
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
Turvey, Calum Greig
2
Walker, Michael B.
2
Albanese, Claudio
1
Andersen, Leif B. G.
1
Antonacci, Flavia
1
Assa, Hirbod
1
Avellaneda, Marco
1
Badescu, Alexandru
1
Banerjee, Tamal
1
Bardou, Olivier
1
Barrett, Christopher B.
1
Bayraktar, Erhan
1
Bennati, Eleonora
1
Benth, Fred Espen
1
Berg, Ernst
1
Biagini, Francesca
1
Bordag, L. A.
1
Bouthemy, Sandrine
1
Branger, Nicole
1
Bregman, Julia
1
Brodén, Mats
1
more ...
less ...
Published in...
All
Agricultural finance review
International journal of theoretical and applied finance
The journal of futures markets
169
Journal of banking & finance
97
Advances in futures and options research : a research annual
41
Energy economics
40
The journal of finance : the journal of the American Finance Association
40
Journal of financial and quantitative analysis : JFQA
39
International review of financial analysis
37
Journal of financial economics
36
Applied mathematical finance
34
NBER working paper series
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Finance and stochastics
32
The European journal of finance
32
Review of derivatives research
31
SpringerLink / Bücher
31
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
The review of financial studies
30
NBER Working Paper
29
Applied financial economics
27
Journal of economic dynamics & control
27
Economics letters
26
European journal of operational research : EJOR
26
The journal of fixed income
26
International review of economics & finance : IREF
24
Quantitative finance
24
Finance research letters
23
Working paper / National Bureau of Economic Research, Inc.
23
The journal of computational finance
22
Gabler Edition Wissenschaft
19
The journal of credit risk : published quarterly by Incisive Media
19
Working paper
18
Applied economics
17
Finance and economics discussion series
17
The North American journal of economics and finance : a journal of financial economics studies
17
Discussion paper / B
16
Economic modelling
16
Journal of mathematical finance
16
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
more ...
less ...
Source
All
ECONIS (ZBW)
103
Showing
1
-
10
of
103
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
3
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
4
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
5
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
6
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
7
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
8
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
9
Pricing-hedging duality for credit default swaps and the negative basis arbitrage
Mai, Jan-Frederik
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012153067
Saved in:
10
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->