//--> //--> //-->
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:"Always learning"
~isPartOf:"International journal of financial engineering"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Markov chain"
~subject:"Risikomanagement"
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_exact:"Option trading"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Risikomanagement
Optionsgeschäft
80
Option trading
79
Option pricing theory
72
Optionspreistheorie
72
Derivat
31
Derivative
31
Volatility
24
Volatilität
24
Black-Scholes model
19
Black-Scholes-Modell
19
Stochastic process
18
Stochastischer Prozess
18
Hedging
11
Experiment
9
Credit risk
8
Kreditrisiko
8
Option pricing
7
Portfolio selection
7
Portfolio-Management
7
Barrier option
6
Esscher transform
6
Risk management
5
CAPM
4
Implied volatility
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Reflection principle
4
Risiko
4
Risikoprämie
4
Risk
4
Risk premium
4
Theorie
4
Theory
4
Aktienoption
3
COS method
3
Financial Futures
3
Forecasting model
3
Interest rate
3
Prognoseverfahren
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
7
Author
All
Bajo, Emanuele
1
Barbi, Massimiliano
1
Engelmann, Bernd
1
Giribone, Pier Giuseppe
1
Ligato, Simone
1
Liu, Xunzhi
1
Lu, Peili
1
Mehrdoust, Farshid
1
Noorani, Idin
1
Qin, Haoyang
1
Romagnoli, Silvia
1
Shen, Jiaqi
1
Thomsett, Michael C.
1
Wang, Xingchun
1
Ye, Zhongxing
1
Zhao, Liheng
1
more ...
less ...
Published in...
All
Always learning
International journal of financial engineering
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
6
International journal of theoretical and applied finance
5
Annals of finance
4
Investment management and financial innovations
4
Quantitative finance
4
Review of derivatives research
4
Bloomberg financial series
3
European journal of operational research : EJOR
3
Insurance / Mathematics & economics
3
Review of Pacific Basin financial markets and policies
3
The European journal of finance
3
The professional risk managers' guide to financial instruments
3
Computational economics
2
Energy economics
2
Finance research letters
2
IAMO policy brief
2
INFORMS journal on computing : JOC
2
International journal of production research
2
International review of economics & finance : IREF
2
Journal of economic dynamics & control
2
Journal of financial markets
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Stevens Institute of Technology School of Business Research Paper
2
The journal of computational finance
2
The journal of derivatives : JOD
2
Wiley finance series
2
Working paper / Department of Economics, Queen Mary
2
4OR : a quarterly journal of operations research
1
7th National Conference on business Innovations, ISBN: 978-93-84562-05-2
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Agricultural and resource economics review : ARER
1
Annals of Finance, Forthcoming
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Australian journal of management
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
2
Catastrophe equity put options with floating strike prices
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012665469
Saved in:
3
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
4
Pricing S&P500 barrier put option of American type under Heston-CIR model with regime-switching
Mehrdoust, Farshid
;
Noorani, Idin
- In:
International journal of financial engineering
6
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012167493
Saved in:
5
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Saved in:
6
Optimal corporate hedging using options with basis and production risk
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 56-71
Persistent link: https://www.econbiz.de/10010463594
Saved in:
7
Options trading for the institutional investor : managing risk in financial institutions
Thomsett, Michael C.
-
2014
Persistent link: https://www.econbiz.de/10010400332
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->