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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~subject:"Schätzung"
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Search: subject:"Derivat <Wertpapier>"
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Schätzung
Derivat
213
Derivative
213
Option pricing theory
122
Optionspreistheorie
122
Volatility
66
Volatilität
66
Theorie
55
Theory
55
Option trading
46
Optionsgeschäft
46
Stochastic process
45
Stochastischer Prozess
45
Hedging
38
Credit risk
28
Kreditrisiko
28
Yield curve
22
Zinsstruktur
22
Risk
19
Risiko
18
Swap
18
Portfolio selection
16
Portfolio-Management
16
Black-Scholes model
15
Black-Scholes-Modell
15
Commodity derivative
14
Rohstoffderivat
14
Risikomanagement
13
Risk management
13
CAPM
12
Interest rate derivative
12
Zinsderivat
12
Credit derivative
10
Kreditderivat
10
Derivatives
9
Estimation
9
Incomplete market
9
Risikoprämie
9
Risk premium
9
USA
9
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9
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English
9
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Bai, Yujuan
1
Bühler, Wolfgang
1
Dunbar, Kwamie
1
Escobar, Marcos
1
Jena, Sangram Keshari
1
Kabir, M. Humayun
1
Korn, Olaf
1
Lin, Fang
1
Liu, Li
1
Morini, Massimo
1
Nan, Jiangxia
1
Owusu-Amoako, Johnson
1
Pan, Zhiyuan
1
Pandher, Gurupdesh S.
1
Pok, Wei Fong
1
Roubaud, David
1
Schöbel, Rainer
1
Tiwari, Aviral Kumar
1
Webber, Nick
1
Young, Martin R.
1
Zhang, Maojun
1
Zhao, Yang
1
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Applied mathematical finance
Finance research letters
Review of derivatives research
The journal of futures markets
26
Applied financial economics
17
International review of financial analysis
13
Journal of banking & finance
12
Energy economics
9
Applied economics letters
8
International review of economics & finance : IREF
8
The European journal of finance
8
Journal of financial economics
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Economic modelling
5
International journal of bonds and derivatives
5
Journal of financial and quantitative analysis : JFQA
5
Gabler Edition Wissenschaft
4
Journal of econometrics
4
Journal of empirical finance
4
Journal of financial markets
4
Journal of international financial markets, institutions & money
4
NBER working paper series
4
Quantitative finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of finance : the journal of the American Finance Association
4
Working paper
4
Agricultural finance review
3
Applied economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance and economics discussion series
3
International journal of theoretical and applied finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
Journal of risk finance : the convergence of financial products and insurance
3
Pacific-Basin finance journal
3
Research in international business and finance
3
The journal of real estate finance and economics
3
Working paper / National Bureau of Economic Research, Inc.
3
Advances in investment analysis and portfolio management : a research annual
2
Annual review of financial economics
2
Australian economic papers
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ECONIS (ZBW)
9
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1
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:
2
Investor sentiment and mean-variance relation : evidence from emerging futures markets
Pok, Wei Fong
;
Kabir, M. Humayun
;
Young, Martin R.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013341767
Saved in:
3
Economic policy uncertainty and volatility of treasury futures
Zhang, Maojun
;
Zhao, Yang
;
Nan, Jiangxia
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10013191386
Saved in:
4
Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
5
Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan
;
Pan, Zhiyuan
;
Liu, Li
- In:
Finance research letters
28
(
2019
),
pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
Saved in:
6
Comovements of gold futures markets and the spot market : a wavelet analysis
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Roubaud, David
- In:
Finance research letters
24
(
2018
),
pp. 19-24
Persistent link: https://www.econbiz.de/10011982447
Saved in:
7
An EZI method to reduce the rank of a correlation matrix in financial modelling
Morini, Massimo
;
Webber, Nick
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 309-331
Persistent link: https://www.econbiz.de/10003396206
Saved in:
8
Hedging long-term forwards with short-term futures : a two-regime approach
Bühler, Wolfgang
;
Korn, Olaf
;
Schöbel, Rainer
- In:
Review of derivatives research
7
(
2004
)
3
,
pp. 185-212
Persistent link: https://www.econbiz.de/10002566667
Saved in:
9
Drift estimation of generalized security price processes from high frequency derivative prices
Pandher, Gurupdesh S.
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 263-284
Persistent link: https://www.econbiz.de/10001596721
Saved in:
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