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~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Search: subject_exact:"Futures"
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Derivat
39
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39
Theorie
25
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25
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4
Option pricing theory
4
Optionspreistheorie
4
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4
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MĂĽller, Sigrid M.
3
Martikainen, Teppo
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Puttonen, Vesa
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Shaffer, Sherrill
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Black, Fischer
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Campello, Murillo
1
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Economics letters
The journal of futures markets
441
Journal of banking & finance
183
International journal of theoretical and applied finance
171
Energy economics
129
The journal of finance : the journal of the American Finance Association
83
Applied mathematical finance
79
International review of financial analysis
78
Journal of financial economics
73
The journal of derivatives : the official publication of the International Association of Financial Engineers
70
Working paper / National Bureau of Economic Research, Inc.
70
Review of derivatives research
69
Finance research letters
67
The European journal of finance
66
Applied financial economics
65
International review of economics & finance : IREF
64
Quantitative finance
62
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Applied economics
49
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Finance and stochastics
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The journal of computational finance
44
Applied economics letters
43
The review of financial studies
42
Journal of economic dynamics & control
39
Journal of mathematical finance
39
Review of quantitative finance and accounting
38
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Research in international business and finance
36
Economic modelling
35
Finance and economics discussion series
33
Pacific-Basin finance journal
33
Risks : open access journal
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ECONIS (ZBW)
39
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1
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A.
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Saved in:
2
A new interpretation and derivation of the Swaps index
Cosaert, Sam
;
Surana, Khushboo
- In:
Economics letters
226
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014313306
Saved in:
3
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
4
London vs. Leipzig : price discovery of carbon futures during Phase III of the ETS
Stefan, Martin
;
Wellenreuther, Claudia
- In:
Economics letters
188
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012227862
Saved in:
5
An analysis of price discovery between Bitcoin futures and spot markets
Kapar, Burcu
;
Olmo, Jose
- In:
Economics letters
174
(
2019
),
pp. 62-64
Persistent link: https://www.econbiz.de/10012121020
Saved in:
6
Market power and forward prices
Ruddell, Keith
;
Downward, Anthony
;
Philpott, Andy
- In:
Economics letters
166
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10012011935
Saved in:
7
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
8
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
Saved in:
9
Does short sale restriction lower price efficiency when substitutes exist? : evidence from the Korean market
Lee, Soonhee
- In:
Economics letters
158
(
2017
),
pp. 77-79
Persistent link: https://www.econbiz.de/10011849812
Saved in:
10
Banking regulation and the changing geography of off-balance sheet activities
D'Avino, Carmela
- In:
Economics letters
157
(
2017
),
pp. 155-158
Persistent link: https://www.econbiz.de/10011847337
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