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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~subject:"USA"
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Search: subject:"Derivat <Wertpapier>"
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USA
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
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9
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English
9
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Ang, James S.
1
Bouchaud, Jean-Philippe
1
Cao, Xinbang
1
Cheng, Yingmei
1
Clewlow, Les
1
Driessen, Joost
1
Feng, Yun
1
Hodges, Stewart D.
1
Huang, Qian
1
Jong, Frank de
1
Luo, Xingguo
1
Moreno, Manuel
1
Navas, Javier F.
1
Pandher, Gurupdesh S.
1
Pelsser, Antoon André Jean
1
Skiadopoulos, George
1
Sui, Xiuping
1
Wang, Yang
1
Yang, Jie
1
Ye, Zinan
1
Zhao, Wenxi
1
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Applied mathematical finance
Finance research letters
Review of derivatives research
The journal of futures markets
160
The journal of finance : the journal of the American Finance Association
39
Journal of banking & finance
30
Advances in futures and options research : a research annual
24
Journal of financial and quantitative analysis : JFQA
24
The journal of structured finance
20
Journal of financial economics
19
Working paper / National Bureau of Economic Research, Inc.
19
The journal of fixed income
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Review of futures markets
14
The financial review : the official publication of the Eastern Finance Association
13
The journal of business : B
13
The journal of financial research
13
The review of financial studies
13
Applied financial economics
10
Finance and economics discussion series
10
Economic perspectives
9
Economic review
9
Interest rate futures : concepts and issues
9
Journal of financial services research : JFSR
9
Handbook of financial markets : securities, options and futures
8
Journal of money, credit and banking : JMCB
8
Review of quantitative finance and accounting
8
American journal of agricultural economics
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
AEI studies
6
Fisher College of Business working paper series
6
Municipal finance journal : the state and local financing and municipal securities advisor
6
Review / Federal Reserve Bank of St. Louis
6
The business lawyer
6
The journal of investment compliance
6
Working paper
6
Gabler Edition Wissenschaft
5
Journal of economics & business
5
Review of financial economics : RFE
5
Review of research in futures markets : publ. three times a year by the Chicago Board of Trade in coop. with the Chicago Board of Trade Foundation
5
SFB 649 discussion paper
5
Advances in quantitative analysis of finance and accounting : a research annual
4
Applied economics
4
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ECONIS (ZBW)
9
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date (oldest first)
1
Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price : a new perspective from the multifractal method
Feng, Yun
;
Yang, Jie
;
Huang, Qian
- In:
Finance research letters
53
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472534
Saved in:
2
How do black swan events go global? : evidence from US reserves effects on TOCOM gold futures prices
Wang, Yang
;
Cao, Xinbang
;
Sui, Xiuping
;
Zhao, Wenxi
- In:
Finance research letters
31
(
2019
),
pp. 225-231
Persistent link: https://www.econbiz.de/10012421559
Saved in:
3
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Saved in:
4
Single stock futures : listing selection and trading volume
Ang, James S.
;
Cheng, Yingmei
- In:
Finance research letters
2
(
2005
)
1
,
pp. 30-40
Persistent link: https://www.econbiz.de/10002685722
Saved in:
5
On the information in the interest rate term structure and option prices
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
Saved in:
6
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
;
Navas, Javier F.
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
Saved in:
7
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:
8
Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
(
contributor
)
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
Saved in:
9
The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
Saved in:
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