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~isPartOf:"International journal of financial engineering"
~subject:"Risikomanagement"
~subject:"Share price"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Risikomanagement
Share price
Volatilität
Derivat
31
Derivative
31
Option pricing theory
24
Optionspreistheorie
24
Option trading
14
Optionsgeschäft
14
Stochastic process
13
Stochastischer Prozess
13
Volatility
12
Black-Scholes model
8
Black-Scholes-Modell
8
Hedging
7
Portfolio selection
6
Portfolio-Management
6
Risk management
6
Credit risk
5
Kreditrisiko
5
Theorie
5
Theory
5
Option pricing
4
Incomplete market
3
Risiko
3
Risk
3
Unvollkommener Markt
3
Yield curve
3
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Börsenkurs
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Interest rate derivative
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19
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Aghili, A.
1
Cui, Zhenyu
1
Dileep N.
1
Dunsmuir, William T.M.
1
Engelmann, Bernd
1
Florescu, Ionuţ
1
Funahashi, Hideharu
1
Ghamami, Samim
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Ikpe, Dennis
1
Kotreshwar G.
1
Kwok, Yue-Kuen
1
Li, Jiao
1
Li, Yu
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lu, Peili
1
Ma, Changfu
1
Matsumoto, Koichi
1
Mudzimbabwe, Walter
1
Ngare, Philip
1
Peters, Gareth W.
1
Qin, Haoyang
1
Radoičić, Radoš
1
Richards, Kylie-Anne
1
Saito, Taiga
1
Shen, Jiaqi
1
Stefanica, Dan
1
Sun, Youfa
1
Wirjanto, Tony S.
1
Xu, Wei
1
Yang, Ying
1
Ye, Zhongxing
1
Yuan, George
1
Yuan, Steven
1
Zhao, Liheng
1
Zhao, Zhe
1
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International journal of financial engineering
The journal of futures markets
84
Journal of banking & finance
56
Energy economics
52
International journal of theoretical and applied finance
46
International review of financial analysis
35
International review of economics & finance : IREF
29
Finance research letters
28
Applied mathematical finance
27
Quantitative finance
27
Review of derivatives research
24
The European journal of finance
24
Applied economics
20
The North American journal of economics and finance : a journal of financial economics studies
20
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
18
European journal of operational research : EJOR
18
Research in international business and finance
18
The journal of finance : the journal of the American Finance Association
18
Applied economics letters
17
Applied financial economics
17
Review of quantitative finance and accounting
15
Journal of econometrics
14
Journal of empirical finance
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Economic modelling
13
Journal of financial economics
13
Review of Pacific Basin financial markets and policies
13
SpringerLink / Bücher
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
International journal of bonds and derivatives
12
Pacific-Basin finance journal
12
Global finance journal
11
Journal of economic dynamics & control
11
Journal of financial markets
11
Journal of risk and financial management : JRFM
11
Risks : open access journal
11
The review of financial studies
11
Agricultural finance review
10
Insurance / Mathematics & economics
10
Working paper / National Bureau of Economic Research, Inc.
10
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ECONIS (ZBW)
19
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1
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10
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19
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1
Hedging rainfall risk : an illustrative analysis of rainfall index-based futures contracts
Dileep N.
;
Kotreshwar G.
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014521332
Saved in:
2
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:
3
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
4
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
5
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:
6
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
Saved in:
7
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
8
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
9
Hedging and pricing illiquid options with market impacts
Saito, Taiga
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011778270
Saved in:
10
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
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