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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of fixed income"
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Search: subject:"Option"
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Option pricing theory
505
Optionspreistheorie
505
Theorie
322
Theory
322
Option trading
217
Optionsgeschäft
217
Volatility
202
Volatilität
202
USA
176
United States
176
Credit derivative
139
Kreditderivat
139
Yield curve
119
Zinsstruktur
119
Credit risk
108
Kreditrisiko
108
Derivat
98
Derivative
98
Interest rate derivative
89
Zinsderivat
89
Risikoprämie
76
Risk premium
76
Aktienoption
71
Stock option
71
Estimation
70
Schätzung
69
Hedging
66
Stochastic process
64
Stochastischer Prozess
64
Börsenkurs
57
Share price
57
Black-Scholes model
54
Black-Scholes-Modell
54
Capital income
51
Kapitaleinkommen
51
Swap
51
CAPM
44
Insolvency
40
Insolvenz
40
Portfolio selection
38
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Undetermined
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Free
6
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Article
907
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2
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Article in journal
907
Aufsatz in Zeitschrift
907
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2
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2
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1
Bibliography
1
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1
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1
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1
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909
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Fabozzi, Frank J.
14
Hull, John
13
Chen, Ren-Raw
11
White, Alan
11
Ederington, Louis H.
8
Jacobs, Kris
8
Tian, Yisong Sam
8
Wu, Liuren
8
Chen, Son-nan
7
Wei, Jason
7
Wu, Ting-pin
7
Carr, Peter
6
Chung, San-lin
6
Das, Sanjiv R.
6
Nawalkha, Sanjay K.
6
Ap Gwilym, Owain
5
Chang, Chuang-chang
5
Christoffersen, Peter F.
5
Duan, Jin-Chuan
5
Klein, Peter
5
Nunes, Joaõ Pedro Vidal
5
Prokopczuk, Marcel
5
Subrahmanyam, Marti G.
5
Trigeorgis, Lenos
5
Beliaeva, Natalia A.
4
Fusai, Gianluca
4
Ho, Thomas S. Y.
4
Jarrow, Robert A.
4
Kim, Young Shin
4
Leippold, Markus
4
Longstaff, Francis A.
4
Martzoukos, Spiros A.
4
Pu, Xiaoling
4
Rendleman, Richard J.
4
Ritchken, Peter H.
4
Schoutens, Wim
4
Shastri, Kuldeep
4
Skiadopoulos, George
4
Stentoft, Lars
4
Sundaram, Rangarajan K.
4
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Institution
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EOE
1
Published in...
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Journal of banking & finance
Journal of financial and quantitative analysis : JFQA
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
International journal of theoretical and applied finance
554
The journal of futures markets
553
Mathematical finance : an international journal of mathematics, statistics and financial theory
298
The journal of computational finance
271
Applied mathematical finance
268
Finance and stochastics
251
Quantitative finance
215
Review of derivatives research
213
Finance research letters
187
Journal of financial economics
183
Journal of economic dynamics & control
170
European journal of operational research : EJOR
157
The review of financial studies
155
Insurance / Mathematics & economics
151
NBER working paper series
146
Working paper / National Bureau of Economic Research, Inc.
143
The journal of finance : the journal of the American Finance Association
134
Research paper series / Swiss Finance Institute
126
International review of financial analysis
125
Computational economics
122
International journal of financial engineering
122
The North American journal of economics and finance : a journal of financial economics studies
122
The European journal of finance
120
Journal of mathematical finance
117
Review of quantitative finance and accounting
112
International review of economics & finance : IREF
111
Risks : open access journal
108
NBER Working Paper
105
MPRA Paper
104
Asia-Pacific financial markets
97
Journal of empirical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
88
Applied economics
84
Journal of econometrics
84
Applied financial economics
82
Economic modelling
80
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ECONIS (ZBW)
909
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909
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1
Synthetic options and implied volatility for the corporate bond market
Chen, Steven Shu-Hsiu
;
Doshi, Hitesh
;
Seo, Sang Byung
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
3
,
pp. 1295-1325
Persistent link: https://www.econbiz.de/10014309492
Saved in:
2
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
3
Detecting political event risk in the
option
market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
4
Enhancement in a firm's information environment via options trading and the efficiency of corporate investment
Anagnostopoulou, Seraina C.
;
Trigeorgis, Lenos
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014462554
Saved in:
5
Why do firms issue callable convertible bonds? : a critique of the “backdoor equity financing” theory
Burlacu, Radu
;
Jimenez-Garcès, Sonia
- In:
Journal of banking & finance
144
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013538879
Saved in:
6
The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin
;
Gallmeyer, Michael F.
;
Petkevich, Alex
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
Saved in:
7
Maturity driven mispricing of options
Eisdorfer, Assaf
;
Sadka, Ronnie
;
Zhdanov, Alexei
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 514-542
Persistent link: https://www.econbiz.de/10012805807
Saved in:
8
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
9
Learning sequential
option
hedging models from market data
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256585
Saved in:
10
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
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