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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of fixed income"
~person:"Chen, Son-nan"
~person:"Hull, John"
~subject:"Option pricing theory"
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Option pricing theory
Optionspreistheorie
10
Swap
7
Theorie
7
Theory
7
Yield curve
7
Zinsstruktur
7
Credit derivative
5
Interest rate derivative
5
Kreditderivat
5
Zinsderivat
5
Option trading
4
Optionsgeschäft
4
Financial analysis
3
Finanzanalyse
3
Insolvency
3
Insolvenz
3
Bewertung
2
Credit
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Kredit
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1999
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Aktie
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Arbeitskampf
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Black-Scholes model
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Black-Scholes-Modell
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Börsenkurs
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Credit rating
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Credit risk
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Delta
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Derivat
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Derivative
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English
10
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Chen, Son-nan
Hull, John
Fabozzi, Frank J.
9
Nawalkha, Sanjay K.
6
Wu, Ting-pin
6
Kim, Young Shin
4
Klein, Peter
4
Leippold, Markus
4
Martzoukos, Spiros A.
4
Nunes, Joaõ Pedro Vidal
4
Ritchken, Peter H.
4
Schoutens, Wim
4
Stentoft, Lars
4
Tian, Yisong Sam
4
Wei, Jason
4
White, Alan
4
Andreou, Panayiotis C.
3
Barone-Adesi, Giovanni
3
Beliaeva, Natalia A.
3
Bianchi, Michele Leonardo
3
Carr, Peter
3
Christoffersen, Peter F.
3
Chung, San-lin
3
Câmara, António
3
Das, Sanjiv R.
3
Duan, Jin-Chuan
3
Fusai, Gianluca
3
Koussis, Nicos
3
Newton, David P.
3
Orosi, Greg
3
Prokopczuk, Marcel
3
Račev, Svetlozar T.
3
Rosenberg, Joshua V.
3
Ruas, João Pedro
3
Russo, Emilio
3
Skiadopoulos, George
3
Taylor, Stephen
3
Trigeorgis, Lenos
3
Uhrig-Homburg, Marliese
3
Vetzal, Kenneth R.
3
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Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
wi - Wirtschaft
5
Always learning
4
The European journal of finance
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
2
Journal of investment management : JOIM
2
Prentice Hall finance series
2
Quantitative finance
2
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
The journal of futures markets
2
Finance research letters
1
Financial markets and asset pricing
1
International journal of economics and finance
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of financial and quantitative analysis : JFQA
1
Journal of risk management in financial institutions
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Options : classic approaches to pricing and modelling
1
Pearson Studium
1
Prentice-Hall international editions
1
Review of quantitative finance and accounting
1
The Prentice Hall series in finance
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of finance : the journal of the American Finance Association
1
Wi - Wirtschaft
1
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ECONIS (ZBW)
10
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1
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
2
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
3
A note to enhance the BPW model for the pricing of basket and spread options
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 77-82
Persistent link: https://www.econbiz.de/10009671104
Saved in:
4
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
5
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
6
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
7
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
8
The impact of default risk on the prices of options and other derivative securities
Hull, John
- In:
Journal of banking & finance
19
(
1995
)
2
,
pp. 299-322
Persistent link: https://www.econbiz.de/10001180777
Saved in:
9
Numerical procedures for implementing term structure models I : single-factor models
Hull, John
- In:
The journal of derivatives : the official publication …
2
(
1994
)
1
,
pp. 7-16
Persistent link: https://www.econbiz.de/10001219340
Saved in:
10
Efficient procedures for valuing European and American path-dependent options
Hull, John
- In:
The journal of derivatives : the official publication …
1
(
1993
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10001202810
Saved in:
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