//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~subject:"Stochastic process"
~subject:"Yield curve"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Futures"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Yield curve
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
Zinsstruktur
17
Interest rate derivative
16
Zinsderivat
16
Hedging
15
Swap
10
Black-Scholes model
8
Black-Scholes-Modell
8
Credit risk
7
Kreditrisiko
7
Portfolio selection
7
Portfolio-Management
7
Simulation
7
Weather
7
Wetter
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
more ...
less ...
Online availability
All
Undetermined
16
Free
1
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
Sabino, Piergiacomo
3
Eberlein, Ernst
2
Rutkowski, Marek
2
Ahlip, Rehez
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Badran, Alexander
1
Baldeaux, Jan
1
Benth, Fred Espen
1
Bouchaud, Jean-Philippe
1
Bouzianis, George
1
Börger, Reik H.
1
Chen, Xinfu
1
Chiu, Chun-Yuan
1
Costabile, Massimo
1
Cufaro Petroni, Nicola
1
Deelstra, Griselda
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
Heys, Jan van
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
Kaisajuntti, Linus
1
Kandhai, B. D.
1
Karlsson, Patrik
1
more ...
less ...
Published in...
All
Applied mathematical finance
International journal of theoretical and applied finance
100
The journal of futures markets
47
Journal of banking & finance
44
Quantitative finance
33
Energy economics
30
The journal of computational finance
30
Review of derivatives research
29
International journal of financial engineering
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Finance and stochastics
24
The journal of fixed income
24
NBER working paper series
23
Journal of mathematical finance
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Journal of financial economics
21
NBER Working Paper
20
European journal of operational research : EJOR
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Journal of econometrics
16
Journal of economic dynamics & control
16
Journal of empirical finance
16
The journal of finance : the journal of the American Finance Association
16
Working paper / National Bureau of Economic Research, Inc.
16
International review of financial analysis
15
Journal of financial and quantitative analysis : JFQA
15
Working paper
15
Risks : open access journal
13
The European journal of finance
13
The review of financial studies
13
Annals of finance
12
Finance research letters
11
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
11
Discussion paper / Centre for Economic Policy Research
10
SpringerLink / Bücher
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
Applied financial economics
9
Journal of international money and finance
9
Lecture notes in economics and mathematical systems : LNEMS
9
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
3
Eurodollar
futures
pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Real-world scenarios with negative interest rates based on the LIBOR market model
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 466-482
Persistent link: https://www.econbiz.de/10012129176
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->