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~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
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Search: subject:"Derivat <Wertpapier>"
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Theory
Derivat
208
Derivative
208
Option pricing theory
120
Optionspreistheorie
120
Volatility
63
Volatilität
63
Theorie
55
Option trading
45
Optionsgeschäft
45
Stochastic process
44
Stochastischer Prozess
44
Hedging
38
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27
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27
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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
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16
Black-Scholes model
15
Black-Scholes-Modell
15
Commodity derivative
14
Rohstoffderivat
14
CAPM
12
Interest rate derivative
12
Risikomanagement
12
Risk management
12
Zinsderivat
12
Credit derivative
10
Kreditderivat
10
Derivatives
9
Estimation
9
Incomplete market
9
Risikoprämie
9
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9
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55
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Jarrow, Robert A.
3
Benth, Fred Espen
2
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
Becherer, Dirk
1
Benzennou, Bouchra
1
Berlinger, Edina
1
Bernales, Alejandro
1
Biegler-König, Richard
1
Bizid, Abdelhamid
1
Bonnaud, Joe
1
Bouchaud, Jean-Philippe
1
Brenner, Menachem
1
Cañón, Carlos Iván
1
Chen, Jingnan
1
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1
Chou, Pin-huang
1
ClauĂźen, Arndt
1
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1
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1
Driessen, Joost
1
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1
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1
Fouquau, Julien
1
Fung, Scott
1
Goard, Joanna
1
Grasselli, M. R.
1
Hauge, Ragnar
1
Hoencamp, J. H.
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
128
International journal of theoretical and applied finance
65
Journal of banking & finance
61
Advances in futures and options research : a research annual
33
Journal of financial and quantitative analysis : JFQA
33
The journal of finance : the journal of the American Finance Association
33
Finance and stochastics
29
The review of financial studies
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Economics letters
25
Energy economics
25
NBER working paper series
25
NBER Working Paper
22
SpringerLink / BĂĽcher
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of financial economics
20
Journal of economic dynamics & control
19
The journal of fixed income
19
International review of financial analysis
18
The journal of credit risk : published quarterly by Incisive Media
18
Working paper / National Bureau of Economic Research, Inc.
18
The European journal of finance
17
European journal of operational research : EJOR
16
Gabler Edition Wissenschaft
16
International review of economics & finance : IREF
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Applied financial economics
14
Discussion paper / B
14
Europäische Hochschulschriften / 5
14
Finance : revue de l'Association Française de Finance
13
The journal of business : B
13
The journal of computational finance
13
Die Bank
12
Discussion paper
12
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift fĂĽr Studium und Forschung
12
Finance and economics discussion series
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SFB 649 discussion paper
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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
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:
5
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:
6
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:
7
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:
8
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:
9
Commonality in liquidity across options and stock futures markets
Benzennou, Bouchra
;
Ap Gwilym, Owain
;
Williams, Gwion
- In:
Finance research letters
32
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430742
Saved in:
10
Optimal liquidation of financial derivatives
Chen, Jingnan
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436500
Saved in:
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