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~isPartOf:"Annals of financial economics"
~isPartOf:"Applied financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Zinsstruktur"
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Search: subject:"Optionspreistheorie"
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Zinsstruktur
Option pricing theory
114
Optionspreistheorie
114
Theorie
49
Theory
49
Volatility
36
Volatilität
36
Stochastic process
23
Stochastischer Prozess
23
USA
22
United States
22
Option trading
19
Optionsgeschäft
19
Estimation
15
Index futures
15
Index-Futures
15
Schätzung
15
CAPM
13
Derivat
13
Derivative
13
Yield curve
13
Interest rate
8
Zins
8
Aktienoption
7
Black-Scholes model
7
Black-Scholes-Modell
7
Capital income
7
Kapitaleinkommen
7
Portfolio selection
7
Portfolio-Management
7
Risiko
7
Risk
7
Stock option
7
Risikoprämie
6
Risk premium
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Credit risk
5
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5
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English
13
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Ahmad, Hijaz
1
Boenawan, Kiekie
1
Bühler, Wolfgang
1
Collin-Dufresne, Pierre
1
Edeki, Sunday Onos
1
Fergusson, K.
1
Juneja, Januj
1
Longstaff, Francis A.
1
Nawalkha, Sanjay K.
1
Okoli, Deborah Chikwado
1
Ritchken, Peter H.
1
Santa-Clara, Pedro
1
Schwartz, Eduardo S.
1
Solnik, Bruno
1
Sorwar, Ghulam
1
Stoll, Hans R.
1
Sundaresan, Suresh M.
1
Tzeng, Chi-Feng
1
Uhrig-Homburg, Marliese
1
Walter, Ulrich
1
Weber, Thomas
1
Wong, Wing Keung
1
Yamazaki, Akira
1
Zhuo, Xiaoyang
1
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American Finance Association
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Annals of financial economics
Applied financial economics
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
15
The journal of fixed income
15
The journal of futures markets
13
International journal of financial engineering
12
Risks : open access journal
10
Journal of financial economics
8
The review of financial studies
8
Asia-Pacific financial markets
7
Finance research letters
7
The European journal of finance
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
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ECONIS (ZBW)
13
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1
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
2
Approximate series solutions of a one-factor term structure model for bond pricing
Edeki, Sunday Onos
;
Okoli, Deborah Chikwado
;
Ahmad, Hijaz
; …
- In:
Annals of financial economics
16
(
2021
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013185499
Saved in:
3
Asymptotics of bond yields and volatilities for extended Vasicek models under the real-world measure
Fergusson, K.
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011716067
Saved in:
4
Asset pricing with non-geometric type of dividends
Yamazaki, Akira
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011408577
Saved in:
5
Credit spreads and bankruptcy information from options data
Tzeng, Chi-Feng
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010489092
Saved in:
6
A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
Saved in:
7
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
8
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
9
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
10
Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1569-1622
Persistent link: https://www.econbiz.de/10001505405
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