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~isPartOf:"International journal of financial engineering"
~subject:"Investmentfonds"
~subject:"Portfolio-Management"
~subject:"Risk management"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Option trading"
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Investmentfonds
Portfolio-Management
Risk management
Option pricing theory
32
Option trading
32
Optionsgeschäft
32
Optionspreistheorie
32
Derivat
14
Derivative
14
Volatility
13
Volatilität
13
Black-Scholes model
10
Black-Scholes-Modell
10
Stochastic process
9
Stochastischer Prozess
9
Experiment
5
Option pricing
4
Portfolio selection
4
option pricing
3
options
3
Credit risk
2
Dividend
2
Dividende
2
Hedging
2
Implied volatility
2
Implied volatility surface
2
Kreditrisiko
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Options
2
Risikomanagement
2
Risikoprämie
2
Risk premium
2
dynamic hedging
2
stochastic volatility model
2
ATM options
1
ATM-forward options
1
Advanced lattice technique
1
Aktienoption
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Article in journal
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English
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Engelmann, Bernd
1
Kale, Jivendra K.
1
Lim, Tee
1
Liu, Xunzhi
1
Lo, C. F.
1
Lu, Peili
1
Qin, Haoyang
1
Shen, Jiaqi
1
Ye, Zhongxing
1
Zhao, Liheng
1
Zheng, X. F.
1
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International journal of financial engineering
Review of derivatives research
9
The journal of futures markets
9
Insurance / Mathematics & economics
7
Finance and stochastics
6
Journal of banking & finance
6
Journal of economic dynamics & control
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The review of financial studies
5
Finanzmarkt und Portfolio-Management
4
International journal of theoretical and applied finance
4
Investment management and financial innovations
4
Journal of mathematical finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Quantitative finance
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of derivatives : JOD
4
Cogent economics & finance
3
Economic modelling
3
Energy economics
3
European journal of operational research : EJOR
3
Managerial finance
3
Market microstructure and liquidity
3
The journal of investment strategies
3
Applied economics letters
2
Die Bank
2
Economic review
2
European financial management : the journal of the European Financial Management Association
2
Finance India : the quarterly journal of Indian Institute of Finance
2
International journal of production economics
2
International journal of production research
2
International review of economics & finance : IREF
2
Journal of financial economics
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
Review of Pacific Basin financial markets and policies
2
The journal of asset management
2
The journal of computational finance
2
The journal of finance : the journal of the American Finance Association
2
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ECONIS (ZBW)
4
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1
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
2
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
3
A simple closed-form approximation for constant elasticity of variance spread options
Lo, C. F.
;
Zheng, X. F.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012603776
Saved in:
4
Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller drawdowns and higher risk-adjusted returns
Kale, Jivendra K.
;
Lim, Tee
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012028870
Saved in:
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