//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"Journal of financial engineering"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Baviera, Roberto"
~person:"Broll, Udo"
~person:"Fabozzi, Frank J."
~person:"Hayre, Lakhbir S."
~person:"Hayre, Lakhbir"
~person:"Jarrow, Robert A."
~person:"Lee, Hangsuck"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Optionspreistheorie"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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:
Narrow search
Delete all filters
| 22 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Derivat
Kreditrisiko
Kreditsicherung
Kreditwürdigkeit
Optionspreistheorie
Statistical distribution
Theorie
22
Theory
22
Credit risk
16
USA
14
United States
14
Hypothek
13
Mortgage
13
Option pricing theory
12
Portfolio selection
12
Portfolio-Management
12
Yield curve
11
Zinsstruktur
11
Anleihe
9
Asset-Backed Securities
9
Asset-backed securities
9
Bond
9
Derivative
8
Credit derivative
7
Insolvency
7
Insolvenz
7
Kreditderivat
7
Collateral
5
Interest rate
5
Swap
5
Zins
5
Credit rating
4
Interest rate derivative
4
Option trading
4
Optionsgeschäft
4
Securitization
4
Verbriefung
4
Zinsderivat
4
Capital income
3
EU countries
3
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
38
Book section
4
Language
All
Bosnian
English
Author
All
Baviera, Roberto
Broll, Udo
Fabozzi, Frank J.
Hayre, Lakhbir S.
Hayre, Lakhbir
Jarrow, Robert A.
Lee, Hangsuck
Cantor, Richard
11
Goodman, Laurie Sharon
8
Wang, Xingchun
7
Zaremba, Adam
6
Das, Sanjiv R.
5
Lucas, Douglas J.
5
Parnes, Dror
5
Carr, Peter
4
Packer, Frank
4
Rösch, Daniel
4
Wu, Chunchi
4
Zhao, Yonggan
4
Ziemba, William T.
4
Ap Gwilym, Owain
3
Buchner, Axel
3
Casals, José
3
Chen, Jun-Home
3
Chen, Ren-Raw
3
Dynkin, Lev
3
Ferrer, Alex
3
Fridson, Martin S.
3
Galvani, Valentina
3
Hu, Jian
3
Jin, Justin Y.
3
Lee, Minha
3
Li, Weiping
3
Lian, Yu-Min
3
Liu, Sheen
3
Long, Huaigang
3
Madan, Dilip B.
3
Shahzad, Syed Jawad Hussain
3
Sotoca, Sonia
3
Taussig, Roi D.
3
Thornton, John
3
Wang, King
3
more ...
less ...
Published in...
All
Finance research letters
Financial markets and instruments
Journal of financial engineering
The journal of fixed income
International journal of theoretical and applied finance
11
Journal of banking & finance
9
Valuation, financial modeling, and quantitative tools
9
Review of derivatives research
8
The handbook of fixed income securities
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The journal of portfolio management : a publication of Institutional Investor
6
Annual review of financial economics
5
Mathematics and financial economics
5
Annals of finance
4
Applied financial economics
4
Computational economics
4
European journal of operational research : EJOR
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Applied economics
3
Economics letters
3
European financial management : the journal of the European Financial Management Association
3
Finance and stochastics
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international money and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of futures markets
3
The quarterly journal of finance
3
The review of financial studies
3
Advances in futures and options research : a research annual
2
Economics and business review
2
Finance
2
Financial engineering
2
Handbook of financial markets : securities, options and futures
2
Investment management and financial management
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
2
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
3
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
4
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
5
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:
6
Multi-step double barrier options
Lee, Hangsuck
;
Jeong, Himchan
;
Lee, Minha
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013457467
Saved in:
7
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:
8
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->