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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~subject:"Theory"
~subject:"Zinsderivat"
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Search: subject:"Derivat <Wertpapier>"
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Theory
Zinsderivat
Derivat
213
Derivative
213
Option pricing theory
122
Optionspreistheorie
122
Volatility
66
Volatilität
66
Theorie
55
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46
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46
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16
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14
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14
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10
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66
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Jarrow, Robert A.
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2
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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
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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
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1
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1
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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
138
International journal of theoretical and applied finance
72
Journal of banking & finance
62
Advances in futures and options research : a research annual
33
The journal of finance : the journal of the American Finance Association
33
Journal of financial and quantitative analysis : JFQA
32
Finance and stochastics
30
The review of financial studies
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Economics letters
26
NBER working paper series
26
Energy economics
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
23
Journal of financial economics
22
NBER Working Paper
22
SpringerLink / Bücher
22
The European journal of finance
20
The journal of fixed income
20
International review of financial analysis
19
Journal of economic dynamics & control
19
The journal of credit risk : published quarterly by Incisive Media
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Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
18
The journal of computational finance
18
International review of economics & finance : IREF
17
Gabler Edition Wissenschaft
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Applied financial economics
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Discussion paper / B
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Europäische Hochschulschriften / 5
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Die Bank
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Finance : revue de l'Association Française de Finance
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Finance and economics discussion series
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ECONIS (ZBW)
66
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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 swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
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
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:
9
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
Saved in:
10
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
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