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~isPartOf:"Annals of finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject:"Termingeschäft"
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CAPM
Estimation
Nichtparametrisches Verfahren
Derivat
105
Derivative
105
Option pricing theory
68
Optionspreistheorie
68
Stochastic process
39
Stochastischer Prozess
39
Volatility
34
Volatilität
34
Hedging
24
Theorie
23
Theory
23
Option trading
22
Optionsgeschäft
22
Portfolio selection
14
Portfolio-Management
14
Risikoprämie
12
Risk premium
12
Credit risk
11
Kreditrisiko
11
Yield curve
11
Zinsstruktur
11
Risiko
10
Risk
10
Black-Scholes model
9
Black-Scholes-Modell
9
Estimation theory
9
Experiment
9
Option pricing
9
Risikomanagement
9
Risk management
9
Schätztheorie
9
Schätzung
9
Statistical distribution
9
Statistische Verteilung
9
Commodity derivative
8
Monte Carlo simulation
8
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8
Rohstoffderivat
8
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2
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Article
20
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21
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2
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English
21
Author
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Anagnostou, I.
1
Asensio, Ivan Oscar
1
Bao, Li
1
Barone-Adesi, Giovanni
1
Broadie, Mark
1
Cai, Zongwu
1
Capriotti, Luca
1
Cheung, William Ming Yan
1
Cheung, Yin-Wong
1
D'Addona, Stefano
1
Dokučaev, Nikolaj G.
1
Escanciano, Juan Carlos
1
Fusari, Nicola
1
Garlaschelli, D.
1
Gouriéroux, Christian
1
Hall, Peter
1
Herzberg, Frederik
1
Kandhai, D.
1
Li, Zheng
1
Lin, Wei
1
Ling, Shiqing
1
Madan, Dilip B.
1
Marinelli, Carlo
1
Mira, Antonietta
1
Monfort, Alain
1
Ng, Lilian K.
1
Putyatin, Vladislav
1
Rebonato, Riccardo
1
Renne, Jean-Paul
1
Ruf, Johannes
1
Sala, Carlo
1
Song, Kyungchul
1
Squartini, T.
1
Stoikov, Sasha
1
Su, Li
1
Tang, Ke
1
Thijssen, Jacco J. J.
1
Unger, Stephan
1
Wang, King
1
Yatchew, Adonis John
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Annals of finance
Journal of econometrics
Quantitative finance
The journal of futures markets
49
Journal of banking & finance
23
Journal of financial and quantitative analysis : JFQA
20
Advances in futures and options research : a research annual
19
Applied financial economics
17
The journal of finance : the journal of the American Finance Association
17
International journal of theoretical and applied finance
15
International review of financial analysis
15
The European journal of finance
14
Journal of financial economics
13
The review of financial studies
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Discussion paper / B
10
Applied economics letters
9
Energy economics
9
Review of derivatives research
9
Finance research letters
8
International review of economics & finance : IREF
8
Journal of mathematical finance
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Working paper
8
Journal of economic dynamics & control
7
NBER working paper series
7
The North American journal of economics and finance : a journal of financial economics studies
7
Discussion paper
6
Applied mathematical finance
5
Economic modelling
5
European journal of operational research : EJOR
5
Finance and economics discussion series
5
International journal of bonds and derivatives
5
Journal of empirical finance
5
Journal of risk and financial management : JRFM
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Working paper / National Bureau of Economic Research, Inc.
5
wi - Wirtschaft
5
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ECONIS (ZBW)
21
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
3
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
4
Hedging housing price risks : some empirical evidence from the US
Bao, Li
;
Cheung, William Ming Yan
;
Unger, Stephan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1997-2013
Persistent link: https://www.econbiz.de/10012313538
Saved in:
5
7th International Conference on Futures and Other Derivatives (ICFOD)
Tang, Ke
(
ed.
)
-
International Conference on Futures and Other …
-
2020
Persistent link: https://www.econbiz.de/10012313596
Saved in:
6
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
7
VIX futures term structure and the expectations hypothesis
Asensio, Ivan Oscar
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 619-638
Persistent link: https://www.econbiz.de/10012194910
Saved in:
8
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
9
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
10
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
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