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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:"Share price"
~subject:"Theory"
~subject:"Zinsstruktur"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Share price
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Zinsstruktur
Derivat
135
Derivative
135
Theorie
65
Option pricing theory
43
Optionspreistheorie
43
USA
25
United States
25
Portfolio selection
21
Portfolio-Management
21
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20
Credit risk
19
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Jarrow, Robert A.
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1
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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
164
International journal of theoretical and applied finance
82
Journal of banking & finance
82
The journal of finance : the journal of the American Finance Association
41
Advances in futures and options research : a research annual
38
Journal of financial and quantitative analysis : JFQA
38
Journal of financial economics
31
NBER working paper series
31
Finance and stochastics
30
International review of financial analysis
30
The review of financial studies
30
Energy economics
29
Applied mathematical finance
28
Economics letters
27
NBER Working Paper
26
Review of derivatives research
26
The journal of fixed income
24
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
23
International review of economics & finance : IREF
22
SpringerLink / Bücher
22
Working paper / National Bureau of Economic Research, Inc.
22
Journal of economic dynamics & control
21
The European journal of finance
21
Applied financial economics
19
European journal of operational research : EJOR
19
Finance research letters
19
The journal of credit risk : published quarterly by Incisive Media
19
The journal of computational finance
18
Finance : revue de l'Association Française de Finance
16
Quantitative finance
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Review of quantitative finance and accounting
15
The journal of business : B
15
Applied economics
14
Applied economics letters
14
Discussion paper / B
14
Europäische Hochschulschriften / 5
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ECONIS (ZBW)
73
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1
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73
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1
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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