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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Schätzung"
~subject:"Zinsderivat"
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Search: subject:"Option"
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Schätzung
Zinsderivat
Option pricing theory
460
Optionspreistheorie
460
Theorie
258
Theory
258
Option trading
185
Optionsgeschäft
185
Volatility
127
Volatilität
127
USA
120
United States
120
Stochastic process
88
Stochastischer Prozess
88
Black-Scholes model
64
Black-Scholes-Modell
64
Derivat
64
Derivative
64
Aktienoption
62
Stock option
62
Hedging
60
Yield curve
56
Zinsstruktur
56
Credit derivative
54
Estimation
54
Kreditderivat
54
Interest rate derivative
44
Portfolio selection
43
Portfolio-Management
43
Credit risk
42
Kreditrisiko
42
CAPM
40
Risikoprämie
32
Risk premium
32
Swap
29
Führungskräfte
27
Managers
27
Statistical distribution
26
Statistische Verteilung
26
Börsenkurs
21
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19
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10
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Article
61
Book / Working Paper
35
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Article in journal
61
Aufsatz in Zeitschrift
61
Arbeitspapier
35
Working Paper
35
Graue Literatur
27
Non-commercial literature
27
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English
96
Author
All
Engle, Robert F.
5
Rosenberg, Joshua V.
5
Chen, Son-nan
4
Wu, Ting-pin
4
Aït-Sahalia, Yacine
2
Chiarella, Carl
2
Edmans, Alex
2
Giglio, Stefano
2
Grasselli, Martino
2
Kelly, Bryan T.
2
Ritchken, Peter H.
2
Yermack, David L.
2
Abken, Peter A.
1
Alfay, Elia
1
Alfeus, Mesias
1
Ammann, Manuel
1
An, Byeong-je
1
Andersen, Torben
1
Ang, Andrew
1
Arvanitis, Angelo
1
Augustin, Patrick
1
Avdjiev, Stefan
1
Backus, David
1
Bai, Jennie
1
Bali, Turan G.
1
Bates, David S.
1
Begenau, Juliane
1
Beliaeva, Natalia A.
1
Ben-Ameur, Hatem
1
Benner, Wolfgang
1
Benzoni, Luca
1
Bogdanova, Bilyana
1
Bolton, Patrick
1
Boudoukh, Jacob
1
Boyer, Brian H.
1
Bu, Di
1
Caballero, Ricardo J.
1
Cakici, Nusret
1
Campa, José Manuel
1
Caporin, Massimiliano
1
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Published in...
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Asia-Pacific financial markets
Journal of economic dynamics & control
The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
186
Journal of banking & finance
52
International journal of theoretical and applied finance
43
The journal of finance : the journal of the American Finance Association
36
Journal of financial economics
34
The journal of fixed income
34
Advances in futures and options research : a research annual
30
NBER working paper series
27
The journal of computational finance
27
Review of derivatives research
26
International review of financial analysis
25
Journal of econometrics
25
Journal of international financial markets, institutions & money
24
Applied financial economics
23
The review of financial studies
23
Journal of empirical finance
22
Working paper
21
Applied mathematical finance
20
International review of economics & finance : IREF
20
Journal of financial and quantitative analysis : JFQA
20
NBER Working Paper
20
The European journal of finance
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Review of futures markets
18
Applied economics
17
Discussion paper / Centre for Economic Policy Research
17
Quantitative finance
17
SFB 649 discussion paper
17
Finance and stochastics
16
Finance research letters
16
Europäische Hochschulschriften / 5
14
Research paper series / Swiss Finance Institute
14
Economics letters
13
Review of quantitative finance and accounting
13
Gabler Edition Wissenschaft
12
International journal of financial engineering
12
Journal of international money and finance
12
Selected writings on futures markets : explorations in financial futures markets
12
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ECONIS (ZBW)
96
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1
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96
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1
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
2
Media-expressed tone,
option
characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
3
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
4
Estimating
option
-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
5
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
6
How do quasi-random
option
grants affect CEO risk-taking?
Shue, Kelly
;
Townsend, Richard R.
-
2017
Persistent link: https://www.econbiz.de/10011613468
Saved in:
7
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
Saved in:
8
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
9
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
10
Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011585385
Saved in:
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