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~isPartOf:"Applied mathematical finance"
~subject:"Kreditrisiko"
~subject:"Stochastic process"
~subject:"Wetter"
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Kreditrisiko
Stochastic process
Wetter
Derivat
79
Derivative
79
Option pricing theory
67
Optionspreistheorie
67
Theorie
32
Theory
32
Stochastischer Prozess
30
Volatility
30
Volatilität
30
Option trading
17
Optionsgeschäft
17
Yield curve
17
Zinsstruktur
17
Interest rate derivative
16
Zinsderivat
16
Hedging
15
Swap
10
Black-Scholes model
8
Black-Scholes-Modell
8
Credit risk
7
Portfolio selection
7
Portfolio-Management
7
Simulation
7
Weather
7
Commodity derivative
6
Incomplete market
6
Interest rate
6
Lévy processes
6
Rohstoffderivat
6
Unvollkommener Markt
6
Zins
6
Energiemarkt
5
Energy market
5
Risiko
5
Risikoprämie
5
Risk
5
Risk premium
5
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1
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39
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39
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39
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English
39
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Benth, Fred Espen
4
Sabino, Piergiacomo
3
Eberlein, Ernst
2
Sircar, Kaushik Ronnie
2
Ahlip, Rehez
1
Alaton, Peter
1
Alexandridis, A.
1
Badran, Alexander
1
Baldeaux, Jan
1
Barth, Andrea
1
Becherer, Dirk
1
Bouzianis, George
1
Chiu, Chun-Yuan
1
Costabile, Massimo
1
Cufaro Petroni, Nicola
1
Deelstra, Griselda
1
Djehiche, Boualem
1
Elliott, Robert J.
1
Escobar, Marcos
1
Figueroa-López, José E.
1
Funahashi, Hideharu
1
Gardini, Matteo
1
Gerhart, Christoph
1
Goard, Joanna
1
Gong, Ruoting
1
Goutte, Stéphane
1
Götz, Barbara
1
Hikspoors, Samuel
1
Hoencamp, J. H.
1
Hofer, Markus
1
Houdré, Christian
1
Howison, Sam
1
Hughston, Lane P.
1
Ismail, Amine
1
Jaimungal, Sebastian
1
Jain, Shashi
1
Kandhai, B. D.
1
Karlsson, Patrik
1
Kercheval, Alec
1
Kijima, Masaaki
1
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Applied mathematical finance
International journal of theoretical and applied finance
105
Journal of banking & finance
55
The journal of futures markets
32
Review of derivatives research
31
Energy economics
30
Quantitative finance
30
The journal of computational finance
27
European journal of operational research : EJOR
25
International journal of financial engineering
25
Journal of mathematical finance
21
The journal of fixed income
21
Finance and stochastics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of financial economics
19
Journal of economic dynamics & control
18
SFB 649 discussion paper
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance research letters
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Journal of econometrics
15
Agricultural finance review
14
SpringerLink / Bücher
14
The European journal of finance
14
Annals of finance
13
NBER working paper series
13
Risks : open access journal
13
Asia-Pacific financial markets
12
Finance and economics discussion series
12
Journal of empirical finance
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Research paper series / Swiss Finance Institute
12
Journal of risk management in financial institutions
11
Applied economics
10
Insurance / Mathematics & economics
10
International review of financial analysis
10
The journal of financial market infrastructures
10
Computational economics
9
International review of economics & finance : IREF
9
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ECONIS (ZBW)
39
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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
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
3
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
4
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
5
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
6
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
7
Liquidity costs : a new numerical methodology and an empirical study
Michel, Christophe
;
Reutenauer, Victor
;
Talay, Denis
; …
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011546989
Saved in:
8
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
9
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
10
Stochastic models for oil prices and the pricing of
futures
on oil
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 189-206
Persistent link: https://www.econbiz.de/10010505133
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