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~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Theory"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Schätzung
Share price
Theory
Derivat
135
Derivative
135
Theorie
65
Option pricing theory
43
Optionspreistheorie
43
USA
25
United States
25
Portfolio selection
21
Portfolio-Management
21
Kreditrisiko
20
Credit risk
19
Deutschland
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Jarrow, Robert A.
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Brigo, Damiano
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1
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1
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1
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1
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1
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1
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1
Bo, Lijun
1
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1
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Fock, J. Henning
1
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1
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Gabler Edition Wissenschaft
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
172
Journal of banking & finance
81
International journal of theoretical and applied finance
70
The journal of finance : the journal of the American Finance Association
42
Journal of financial and quantitative analysis : JFQA
38
Advances in futures and options research : a research annual
37
Energy economics
33
International review of financial analysis
32
The review of financial studies
30
Finance and stochastics
29
Journal of financial economics
29
Applied financial economics
28
NBER working paper series
28
Economics letters
27
International review of economics & finance : IREF
26
NBER Working Paper
24
The European journal of finance
24
Applied mathematical finance
23
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
23
The journal of fixed income
22
Review of derivatives research
21
Working paper / National Bureau of Economic Research, Inc.
21
Finance research letters
20
Journal of economic dynamics & control
20
SpringerLink / Bücher
20
European journal of operational research : EJOR
19
The journal of credit risk : published quarterly by Incisive Media
18
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics letters
16
Journal of empirical finance
16
Review of quantitative finance and accounting
16
Applied economics
15
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Finance : revue de l'Association Française de Finance
15
Journal of financial markets
15
The journal of business : B
15
Working paper
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ECONIS (ZBW)
73
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1
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
Saved in:
2
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
3
Counterparty risk minimization by the optimal netting of OTC derivative trades
O'Kane, Dominic
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 48-65
Persistent link: https://www.econbiz.de/10011687335
Saved in:
4
Directional trading across stock limit order book and options markets
Wang, Qin
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
Saved in:
5
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
6
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
7
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
8
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
9
Demystifying credit risk derivatives and securitization : introducing the basic ideas to undergraduates
Cifuentes, Arturo
;
Pagnoncelli, Bernardo K.
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 110-118
Persistent link: https://www.econbiz.de/10011311414
Saved in:
10
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
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