//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of computational finance"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
101
Derivative
101
Theorie
46
Theory
46
Option pricing theory
37
Optionspreistheorie
37
USA
25
United States
25
CAPM
19
Yield curve
15
Zinsstruktur
15
Portfolio selection
13
Portfolio-Management
13
Stochastic process
12
Stochastischer Prozess
12
Credit risk
11
Hedging
11
Kreditrisiko
11
Interest rate derivative
9
Zinsderivat
9
Black-Scholes model
7
Black-Scholes-Modell
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Swap
7
Volatility
7
Volatilität
7
Option trading
6
Optionsgeschäft
6
1987
5
Analysis
5
Estimation
5
Interest rate
5
Mathematical analysis
5
Schätzung
5
Zins
5
Börsenkurs
4
Mathematical programming
4
Mathematische Optimierung
4
Risikomanagement
4
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
104
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
104
Language
All
English
104
Author
All
Johnson, Herbert
4
Hull, John
3
White, Alan
3
Bick, Avi
2
Boyle, Phelim P.
2
Crépey, Stéphane
2
Driessen, Joost
2
Escobar, Marcos
2
Finucane, Thomas J.
2
Fouque, Jean-Pierre
2
Hilliard, Jimmy E.
2
Jarrow, Robert A.
2
Jong, Frank de
2
Kandhai, Drona
2
Kennedy, Joanne E.
2
Pagès, Gilles
2
Rabinovitch, Ramón
2
Reisinger, Christoph
2
Shastri, Kuldeep
2
Tangman, Désiré Yannick
2
Vázquez, Carlos
2
Zagst, Rudi
2
Amin, Kaushik I.
1
Ankirchner, Stefan
1
Arnsdorf, Matthias
1
Bartram, Söhnke M.
1
Benk, Janos
1
Bessembinder, Hendrik
1
Bhattacharya, Mihir
1
Bhim, Louis
1
Bhuruth, Muddun
1
Blomeyer, Edward C.
1
Bodurtha, James N.
1
Booth, James R.
1
Breen, Richard
1
Brorsen, B. Wade
1
Brown, Gregory W.
1
Bujok, Karolina
1
Burgard, Christoph
1
Calvo-Garrido, M. C.
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
The journal of computational finance
The journal of futures markets
441
Journal of banking & finance
183
International journal of theoretical and applied finance
171
Energy economics
129
The journal of finance : the journal of the American Finance Association
83
Applied mathematical finance
79
International review of financial analysis
78
Journal of financial economics
73
The journal of derivatives : the official publication of the International Association of Financial Engineers
70
Working paper / National Bureau of Economic Research, Inc.
70
Review of derivatives research
69
Finance research letters
67
The European journal of finance
66
Applied financial economics
65
International review of economics & finance : IREF
64
Quantitative finance
62
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Applied economics
49
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Finance and stochastics
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
Applied economics letters
43
The review of financial studies
42
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
Review of quantitative finance and accounting
38
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Research in international business and finance
36
Economic modelling
35
Finance and economics discussion series
33
Pacific-Basin finance journal
33
Risks : open access journal
33
more ...
less ...
Source
All
ECONIS (ZBW)
104
Showing
1
-
10
of
104
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Derivatives and market (il)liquidity
Huang, Shiyang
;
Yueshen, Bart Zhou
;
Zhang, Cheng
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014486310
Saved in:
2
Systemic risk and collateral adequacy : evidence from the futures market
Raykov, Radoslav
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1142-1173
Persistent link: https://www.econbiz.de/10013187333
Saved in:
3
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
4
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
5
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
Saved in:
6
The effects of transaction costs and illiquidity on the prices of volatility derivatives
Dilloo, Mehzabeen Jumanah
;
Tangman, Désiré Yannick
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012672309
Saved in:
7
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane
;
Dixon, Matthew F.
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
Saved in:
8
Second-order Monte Carlo sensitivities
Daluiso, Roberto
- In:
The journal of computational finance
23
(
2020
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012212482
Saved in:
9
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
10
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->