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~isPartOf:"Agricultural finance review"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation"
~subject:"Theory"
~subject:"Yield curve"
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Search: subject:"Termingeschäft"
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Estimation
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 selection
19
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
CAPM
12
Markov-Kette
12
Interest rate derivative
10
Statistical distribution
10
Statistische Verteilung
10
Zinsderivat
10
CVA
9
Agrarversicherung
8
Agricultural insurance
8
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8
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Article
89
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90
Conference paper
3
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3
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2
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English
90
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Brigo, Damiano
6
Jeanblanc, Monique
4
Bielecki, Tomasz R.
3
Pallavicini, Andrea
3
Aurell, Erik
2
Buescu, Cristin
2
Cialenco, Igor
2
Crépey, S.
2
D'Ippoliti, Fernanda
2
Gapeev, Pavel V.
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
Turvey, Calum Greig
2
Albanese, Claudio
1
Andersen, Leif B. G.
1
Antonacci, Flavia
1
Assa, Hirbod
1
Avellaneda, Marco
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
Capponi, Agostino
1
Capriotti, Luca
1
Chege Maina, Samuel
1
Chekhlov, Alexei
1
Chen, Li
1
Chiarella, Carl
1
Chmakova, Alina Y.
1
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Agricultural finance review
International journal of theoretical and applied finance
The journal of futures markets
158
Journal of banking & finance
78
Journal of financial and quantitative analysis : JFQA
36
The journal of finance : the journal of the American Finance Association
35
Advances in futures and options research : a research annual
34
Energy economics
33
International review of financial analysis
31
Journal of financial economics
31
NBER working paper series
31
Finance and stochastics
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
The review of financial studies
29
Applied mathematical finance
28
Applied financial economics
27
NBER Working Paper
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Review of derivatives research
26
Economics letters
25
SpringerLink / Bücher
25
The European journal of finance
25
The journal of fixed income
23
International review of economics & finance : IREF
22
Working paper / National Bureau of Economic Research, Inc.
21
European journal of operational research : EJOR
20
Finance research letters
20
Journal of economic dynamics & control
20
The journal of credit risk : published quarterly by Incisive Media
19
Gabler Edition Wissenschaft
18
The journal of computational finance
18
Quantitative finance
17
Working paper
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Finance and economics discussion series
15
Discussion paper / B
14
Europäische Hochschulschriften / 5
14
Finance : revue de l'Association Française de Finance
14
Applied economics letters
13
Discussion paper
13
Journal of empirical finance
13
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ECONIS (ZBW)
90
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41
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
42
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
43
Information asymmetry in pricing of credit derivatives
Hillairet, Caroline
;
Jiao, Ying
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 611-633
Persistent link: https://www.econbiz.de/10009298523
Saved in:
44
Counterparty risk for Credit Default Swap with states related default intensity processes
Tang, Dan
;
Wang, Yongjin
;
Zhou, Yuzhen
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1335-1353
Persistent link: https://www.econbiz.de/10009541993
Saved in:
45
A regularized fourier transform approach for valuing options under stochastic dividend yields
Dia, Baye M.
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 211-240
Persistent link: https://www.econbiz.de/10008860410
Saved in:
46
Fast valuation of forward-starting basket default swaps
Jackson, Ken
;
Kreinin, Alex
;
Zhang, Wanhe
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10008860414
Saved in:
47
Approximating Lévy processes with a view to option pricing
Crosby, John
;
Le Saux, Nolwenn
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10008860423
Saved in:
48
Exact pricing with stochastic volatility and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
Saved in:
49
When are swing options bang-bang?
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 867-899
Persistent link: https://www.econbiz.de/10008905111
Saved in:
50
A finite-dimensional HJM model : how important is arbitrage-free evolution?
Devin, Siobhán
;
Hanzon, Bernard
;
Ribarits, Thomas
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1241-1263
Persistent link: https://www.econbiz.de/10008906164
Saved in:
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