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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"Quantitative finance"
~isPartOf:"Research in international business and finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
133
Derivative
133
Option pricing theory
45
Optionspreistheorie
45
Volatility
33
Volatilität
33
Hedging
22
Stochastic process
20
Stochastischer Prozess
20
Option trading
17
Optionsgeschäft
17
Steuerrecht
15
Tax law
15
Theorie
15
Theory
15
Welt
15
World
15
Portfolio selection
14
Portfolio-Management
14
Commodity derivative
12
Credit risk
12
Kreditrisiko
12
Rohstoffderivat
12
IFRS
11
Derivatives
10
Risikomanagement
10
Risk management
10
Experiment
9
Risikomaß
9
Risk measure
9
USA
9
United States
9
Yield curve
9
Zinsstruktur
9
Credit derivative
8
Kreditderivat
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Börsenkurs
7
China
7
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76
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14
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Article
128
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5
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Aufsatz in Zeitschrift
Aufsatzsammlung
Article in journal
132
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4
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4
Conference paper
3
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English
133
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Benth, Fred Espen
2
Bossu, Sébastien
2
Bunn, Derek W.
2
Carman, Paul
2
Carr, Peter
2
Christensen, Troels Sønderby
2
Delage, Erick
2
Funahashi, Hideharu
2
Hammer, Viva
2
Jacquier, Antoine
2
Joseph, Anton
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Murre, Donald
2
Papanicolaou, Andrew
2
Peters, M. J.
2
Sit, Tony
2
Tang, Ke
2
Wong, Hoi Ying
2
AlTalafha, Sarah H.
1
Alexander, Carol
1
Anagnostou, I.
1
Anderson, Brian P.
1
Arnold, Brian
1
Asensio, Ivan Oscar
1
Au-Yeung, Siu Pang
1
Azzone, Michele
1
Bahloul, Walid
1
Balbás de la Corte, Alejandro
1
Bao, Li
1
Batten, Jonathan A.
1
Baviera, Roberto
1
Bazih, Jad H.
1
Ben Khediri, Karim
1
Białkowski, Je̜drzej
1
Bo, Lijun
1
Bohl, Martin T.
1
Bollinger, Thomas R.
1
Bonesini, O.
1
Boonlert Jitmaneeroj
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Derivatives & financial instruments
Quantitative finance
Research in international business and finance
The journal of futures markets
388
Journal of banking & finance
176
International journal of theoretical and applied finance
170
Energy economics
122
Applied mathematical finance
80
The journal of finance : the journal of the American Finance Association
79
Journal of financial economics
72
International review of financial analysis
70
Review of derivatives research
68
Finance research letters
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
The European journal of finance
62
International review of economics & finance : IREF
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Applied economics letters
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Risks : open access journal
34
Economic modelling
33
Journal of securities operations & custody
33
The journal of credit risk : published quarterly by Incisive Media
33
International journal of financial engineering
31
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ECONIS (ZBW)
133
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1
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
2
Selling options to beat the market : further empirical evidence
Balbás de la Corte, Alejandro
;
Serna, Gregorio
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451533
Saved in:
3
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
4
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
5
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
6
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
7
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
8
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
9
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
10
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
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