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~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~subject:"Risk attitude"
~subject:"Zinsstruktur"
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Search: subject:"Optionspreistheorie"
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Risk attitude
Zinsstruktur
Option pricing theory
150
Optionspreistheorie
150
Volatility
57
Volatilität
57
Option trading
51
Optionsgeschäft
51
Stochastic process
46
Stochastischer Prozess
46
Derivat
22
Derivative
22
Estimation
15
Schätzung
15
Theorie
12
Theory
12
ARCH model
11
ARCH-Modell
11
Börsenkurs
11
Option pricing
11
Share price
11
Yield curve
11
CAPM
10
Black-Scholes model
9
Black-Scholes-Modell
9
Markov chain
9
Markov-Kette
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Portfolio selection
8
Portfolio-Management
8
Stochastic volatility
8
Hedging
7
Incomplete market
7
Index futures
7
Index-Futures
7
Interest rate
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Risiko
7
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Risk
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English
13
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Bhuruth, M.
1
Byström, Hans N. E.
1
Chen, Jun-Home
1
Chen, Son-nan
1
Chiang, Mi-hsiu
1
Dookhitram, K.
1
Giamouridis, Daniel
1
Hattori, Takahiro
1
He, Jia
1
Honda, Tetsuhiro
1
Hsu, Pao-peng
1
Jiang, Jingjing
1
Juneja, Januj
1
Li, Chang-yi
1
Lian, Yu-Min
1
Mashele, Hopolang Phillip
1
Neave, Edwin H.
1
Rubio, Gonzalo
1
Serrano, Pedro
1
Shiohama, Takayuki
1
Sonono, Masimba Energy
1
Sorwar, Ghulam
1
Tamaki, Kenichiro
1
Tangman, D. Y.
1
Thakoor, N.
1
Vaello-Sebastià, Antoni
1
Wang, Xiaoyu
1
Wu, Xiaoxia
1
Xie, Dejun
1
Yang, Jun
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Applied financial economics
Finance research letters
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
17
The journal of fixed income
15
The journal of futures markets
14
International journal of financial engineering
13
Risks : open access journal
10
Journal of financial economics
8
The review of financial studies
8
Asia-Pacific financial markets
7
SpringerLink / Bücher
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Lecture notes in economics and mathematical systems : LNEMS
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
Discussion paper / B
5
European journal of operational research : EJOR
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
Annals of financial economics
4
Gabler Edition Wissenschaft
4
Journal of economic dynamics & control
4
Journal of empirical finance
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
Review of quantitative finance and accounting
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ECONIS (ZBW)
13
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1
The international integration of the term structure of expected market risk premia
Rubio, Gonzalo
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014633420
Saved in:
2
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
3
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
4
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
5
Credit-implied forward volatility and volatility expectations
Byström, Hans N. E.
- In:
Finance research letters
16
(
2016
),
pp. 132-138
Persistent link: https://www.econbiz.de/10011655141
Saved in:
6
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
7
Valuation of quanto options in a Markovian regime-switching market : a Markov-modulated Gaussian HJM model
Chen, Son-nan
;
Chiang, Mi-hsiu
;
Hsu, Pao-peng
;
Li, Chang-yi
- In:
Finance research letters
11
(
2014
)
2
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010441191
Saved in:
8
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:
9
Fast approximations of bond option prices under CKLS models
Tangman, D. Y.
;
Thakoor, N.
;
Dookhitram, K.
;
Bhuruth, M.
- In:
Finance research letters
8
(
2011
)
4
,
pp. 206-212
Persistent link: https://www.econbiz.de/10009425850
Saved in:
10
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:
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