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Option pricing theory
208
Optionspreistheorie
208
Volatility
74
Volatilität
74
Theorie
48
Theory
48
Option trading
43
Optionsgeschäft
43
Stochastic process
31
Stochastischer Prozess
31
Derivat
30
Derivative
30
Hedging
23
Risikoprämie
23
Risk premium
23
Yield curve
23
Zinsstruktur
23
Estimation
20
Schätzung
19
Capital income
16
Kapitaleinkommen
16
Credit risk
14
Kreditrisiko
14
ARCH model
13
ARCH-Modell
13
Black-Scholes model
13
Black-Scholes-Modell
13
Forecasting model
13
Portfolio selection
13
Portfolio-Management
13
Prognoseverfahren
13
USA
13
United States
13
CAPM
12
Commodity derivative
10
Risikomaß
10
Risk measure
10
Rohstoffderivat
10
Börsenkurs
9
Index futures
9
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Undetermined
68
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Article
209
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1
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208
Aufsatz in Zeitschrift
208
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1
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1
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1
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English
210
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Leippold, Markus
4
Martzoukos, Spiros A.
4
Nawalkha, Sanjay K.
4
Andreou, Panayiotis C.
3
Fusai, Gianluca
3
Kim, Young Shin
3
Koussis, Nicos
3
Prokopczuk, Marcel
3
Skiadopoulos, George
3
Stentoft, Lars
3
Trigeorgis, Lenos
3
Agarwal, Vineet
2
Alexander, Carol
2
Back, Janis
2
Barbachan, José Santiago Fajardo
2
Barone-Adesi, Giovanni
2
Bernales, Alejandro
2
Bianchi, Michele Leonardo
2
Casassus, Jaime
2
Choy, Siu Kai
2
Chung, San-Lin
2
Chung, San-lin
2
Coleman, Thomas F.
2
Collin-Dufresne, Pierre
2
Corrado, Charles Joseph
2
Câmara, António
2
Das, Sanjiv R.
2
Dias, José Carlos
2
Ederington, Louis H.
2
Fabozzi, Frank J.
2
Fuh, Cheng-der
2
Gkionis, Konstantinos
2
Grasselli, Martino
2
Guan, Wei
2
Hull, John
2
Kagkadis, Anastasios
2
Klein, Peter
2
Kostakis, Alexandros
2
Li, Yuying
2
Nunes, Joaõ Pedro Vidal
2
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EOE
1
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Journal of banking & finance
International journal of project management : the journal of The International Project Management Association
1,131
International journal of theoretical and applied finance
467
International journal of managing projects in business
375
European journal of operational research : EJOR
305
Project management journal : PMJ
304
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
255
Applied mathematical finance
240
Finance and stochastics
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Insurance / Mathematics & economics
183
SpringerLink / Bücher
182
Review of derivatives research
170
Project management journal
166
International journal of project organisation & management : IJPOM
161
IEEE transactions on engineering management : EM
139
Risks : open access journal
138
Journal of economic dynamics & control
131
International journal of financial engineering
117
Finance research letters
116
Computational economics
110
Journal of mathematical finance
109
Projektmanagement aktuell
97
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
94
Research paper series / Swiss Finance Institute
89
Management science : journal of the Institute for Operations Research and the Management Sciences
84
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
82
Journal of financial economics
80
Asia-Pacific financial markets
78
Computers & operations research : and their applications to problems of world concern ; an international journal
73
NBER working paper series
70
Journal of econometrics
67
Energy economics
64
Europäische Hochschulschriften / 5
60
International journal of production research
60
Project leadership and society
60
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ECONIS (ZBW)
210
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1
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:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
4
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
5
Can real options explain the skewness of stock returns?
Ho, Tuan
;
Kim, Kirak
;
Li, Yang
;
Xu, Fangming
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248283
Saved in:
6
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:
7
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:
8
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
9
Tax-loss harvesting under uncertainty
McKeever, Daniel
;
Rydqvist, Kristian
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013463082
Saved in:
10
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
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