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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~subject:"Risikoprämie"
~subject:"Theory"
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Search: subject:"Derivat <Wertpapier>"
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Risikoprämie
Theory
Derivat
213
Derivative
213
Option pricing theory
122
Optionspreistheorie
122
Volatility
66
Volatilität
66
Theorie
55
Option trading
46
Optionsgeschäft
46
Stochastic process
45
Stochastischer Prozess
45
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38
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28
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28
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22
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22
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19
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18
Swap
18
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16
Portfolio-Management
16
Black-Scholes model
15
Black-Scholes-Modell
15
Commodity derivative
14
Rohstoffderivat
14
Risikomanagement
13
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13
CAPM
12
Interest rate derivative
12
Zinsderivat
12
Credit derivative
10
Kreditderivat
10
Derivatives
9
Estimation
9
Incomplete market
9
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9
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9
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61
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Benth, Fred Espen
4
Jarrow, Robert A.
3
Wang, Xingchun
3
Dömötör, Barbara
2
Howison, Sam
2
Kijima, Masaaki
2
Rutkowski, Marek
2
Alaton, Peter
1
Amzelek, Philippe
1
Ap Gwilym, Owain
1
Avellaneda, Marco
1
Bajeux-Besnainou, Isabelle
1
Baldeaux, Jan
1
Barth, Andrea
1
Barua, Ronil
1
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1
Benzennou, Bouchra
1
Berlinger, Edina
1
Bernales, Alejandro
1
Biegler-König, Richard
1
Bizid, Abdelhamid
1
Bonnaud, Joe
1
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1
Brenner, Menachem
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Ekeland, Lars
1
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1
Fung, Scott
1
García Mirantes, Andrés
1
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1
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Applied mathematical finance
Finance research letters
Review of derivatives research
The journal of futures markets
136
International journal of theoretical and applied finance
69
Journal of banking & finance
67
Energy economics
42
The journal of finance : the journal of the American Finance Association
35
Advances in futures and options research : a research annual
34
Journal of financial and quantitative analysis : JFQA
32
NBER working paper series
31
The review of financial studies
30
Finance and stochastics
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
NBER Working Paper
28
Economics letters
25
Journal of financial economics
22
SpringerLink / Bücher
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Working paper / National Bureau of Economic Research, Inc.
22
International review of economics & finance : IREF
21
International review of financial analysis
21
Journal of economic dynamics & control
20
The journal of fixed income
20
European journal of operational research : EJOR
19
The European journal of finance
19
The journal of credit risk : published quarterly by Incisive Media
18
Applied financial economics
17
Gabler Edition Wissenschaft
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Discussion paper / B
14
Europäische Hochschulschriften / 5
14
Discussion paper
13
Finance : revue de l'Association Française de Finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of business : B
13
The journal of computational finance
13
Die Bank
12
Finance and economics discussion series
12
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Relationship between deep hedging and delta hedging : leveraging a statistical arbitrage strategy
Horikawa, Hiroaki
;
Nakagawa, Kei
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530849
Saved in:
3
Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473553
Saved in:
4
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
5
Does commodity hedging with derivatives reduce stock price volatility?
Wang, Ningli
;
Zhou, Qichong
- In:
Finance research letters
50
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014245392
Saved in:
6
Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions
Barua, Ronil
;
Sharma, Anil Kumar
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479200
Saved in:
7
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
8
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
9
Diversification with options and structured products
Yuan, Shuonan
;
Rieger, Marc Oliver
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012498474
Saved in:
10
Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
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