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~isPartOf:"Economics and business review"
~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of futures markets"
~language:"bos"
~language:"eng"
~person:"Baviera, Roberto"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Webb, Robert I."
~subject:"CAPM"
~subject:"Credit rating"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
Credit rating
Derivat
Kreditrisiko
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Option pricing theory
Statistical distribution
Theorie
Theory
27
Derivative
18
Portfolio selection
16
Portfolio-Management
16
Optionspreistheorie
11
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9
Interest rate derivative
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45
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12
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Baviera, Roberto
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Webb, Robert I.
Lien, Da-hsiang Donald
46
Kwok, Yue-Kuen
16
Elliott, Robert J.
15
Benth, Fred Espen
12
Jarrow, Robert A.
12
Levendorskij, Sergej Z.
12
Madan, Dilip B.
12
Brigo, Damiano
11
Kit, Pong Wong
11
Takahashi, Akihiko
11
Gay, Gerald D.
10
Jeanblanc, Monique
10
Kolb, Robert W.
10
Ryu, Doojin
10
Wang, Xingchun
10
Hui, Cho H.
9
Hung, Mao-Wei
9
Kang, Jangkoo
9
Kim, Hwa-sung
9
Schoutens, Wim
9
Chung, San-lin
8
Cui, Zhenyu
8
Daigler, Robert T.
8
Frino, Alex
8
Gauthier, Geneviève
8
Korn, Ralf
8
Liao, Szu-Lang
8
Račev, Svetlozar T.
8
Rutkowski, Marek
8
Shrestha, Keshab
8
Wang, George H. K.
8
Zhang, Jin E.
8
Avellaneda, Marco
7
Câmara, António
7
Gapeev, Pavel V.
7
Gupta, Rangan
7
Lee, Hangsuck
7
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Asia Pacific Association of Derivatives
5
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Asia Pacific Futures Research Symposium <15, 2005, Singapur>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
Management Development Institute <Gurgaon>
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
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Economics and business review
Finance research letters
Financial markets and instruments
International journal of theoretical and applied finance
The journal of futures markets
Valuation, financial modeling, and quantitative tools
21
The handbook of fixed income securities
18
The journal of fixed income
16
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Economics letters
7
Journal of banking & finance
7
Computational economics
6
Applied economics
5
European journal of operational research : EJOR
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Applied financial economics
4
Economic modelling
4
Energy economics
4
Jahrbücher für Nationalökonomie und Statistik
4
The European journal of finance
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of fixed income : JFI
4
Annals of operations research
3
European financial management : the journal of the European Financial Management Association
3
International economic journal
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of economics
3
Journal of international money and finance
3
Quantitative finance
3
Review of international economics
3
Review of quantitative finance and accounting
3
The Indian journal of economics
3
The handbook of municipal bonds
3
The journal of asset management
3
The journal of derivatives : JOD
3
The journal of portfolio management : JPM
3
Annals of finance
2
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Source
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ECONIS (ZBW)
54
Showing
1
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54
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1
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
2
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
3
Market risk, value-at-risk and exponential weighting
Broll, Udo
;
Förster, Andreas
- In:
Economics and business review
8/22
(
2022
)
2
,
pp. 80-91
Persistent link: https://www.econbiz.de/10013369763
Saved in:
4
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
5
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
6
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
7
Strategic option pricing
Bieta, Volker
;
Broll, Udo
;
Siebe, Wilfried
- In:
Economics and business review
6/20
(
2020
)
3
,
pp. 118-129
Persistent link: https://www.econbiz.de/10012604501
Saved in:
8
Back-of-the-envelope swaptions in a very parsimonious multi-curve interest rate model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153037
Saved in:
9
Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.
;
Lamba, Asjeet S.
;
Nishikawa, Takeshi
; …
- In:
Finance research letters
28
(
2019
),
pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
Saved in:
10
Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
Saved in:
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