//--> //--> //--> //-->
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 economics"
~subject:"Option pricing theory"
~subject:"Theory"
~subject:"Volatility"
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:"Finanzderivat"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Theory
Volatility
Derivat
73
Derivative
73
Theorie
20
USA
19
United States
19
Hedging
12
Option trading
12
Optionsgeschäft
12
Credit risk
10
Kreditrisiko
10
Yield curve
9
Zinsstruktur
9
Optionspreistheorie
8
CAPM
7
Credit derivative
7
Estimation
7
Kreditderivat
7
Schätzung
7
Derivatives
6
Volatilität
6
Capital income
5
Kapitaleinkommen
5
OTC market
5
OTC-Handel
5
Options
5
Portfolio selection
5
Portfolio-Management
5
Swap
5
Börsenkurs
4
Capital structure
4
Financial market regulation
4
Finanzmarktregulierung
4
Kapitalstruktur
4
Risikoprämie
4
Risk premium
4
Share price
4
Welt
4
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
29
Author
All
Bakshi, Gurdip S.
2
Bai, Jennie
1
Banerjee, Snehal
1
Bertsimas, Dimitris
1
Bessembinder, Hendrik
1
Boudoukh, Jacob
1
Boyle, Glenn W.
1
Brown, Gregory W.
1
Cenedese, Gino
1
Chan, Kalok
1
Chava, Sudheer
1
Chen, Nai-fu
1
Choi, Yong Seok
1
Cremers, Martijn
1
Crosby, John
1
Deli, Daniel Newton
1
Doshi, Hitesh
1
Figlewski, Stephen
1
Fleckenstein, Matthias
1
Gandhi, Priyank
1
Gao, Bin
1
Gao, Xiaohui
1
Gay, Gerald D.
1
Geske, Robert Leonard
1
Goldenberg, David Harold
1
Goldstein, Robert S.
1
Golez, Benjamin
1
Graveline, Jeremy J.
1
Guay, Wayne R.
1
Hansen, Jorge W.
1
Jackwerth, Jens Carsten
1
Jacobs, Kris
1
Johnson, Herb
1
Kale, Jayant R.
1
Kitsul, Yuriy
1
Kogan, Leonid
1
Kothari, S. P.
1
Li, Gang
1
Liu, Jun
1
Lo, Andrew W.
1
more ...
less ...
Published in...
All
Journal of financial economics
The journal of futures markets
188
International journal of theoretical and applied finance
155
Journal of banking & finance
93
Applied mathematical finance
76
Energy economics
70
Review of derivatives research
56
Quantitative finance
52
European journal of operational research : EJOR
47
Finance research letters
45
International review of financial analysis
44
Finance and stochastics
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
The journal of computational finance
42
The European journal of finance
40
International review of economics & finance : IREF
38
Journal of economic dynamics & control
38
The journal of finance : the journal of the American Finance Association
37
Journal of mathematical finance
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
35
NBER working paper series
34
Advances in futures and options research : a research annual
33
Journal of financial and quantitative analysis : JFQA
33
The North American journal of economics and finance : a journal of financial economics studies
33
SpringerLink / Bücher
30
Applied financial economics
29
Economics letters
29
International journal of financial engineering
29
The review of financial studies
29
NBER Working Paper
27
The journal of derivatives : JOD
27
Risks : open access journal
26
Applied economics letters
24
Insurance / Mathematics & economics
24
Working paper / National Bureau of Economic Research, Inc.
24
The journal of credit risk : published quarterly by Incisive Media
23
Journal of risk and financial management : JRFM
21
Applied economics
20
Journal of econometrics
20
The journal of fixed income
20
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Competition and manipulation in derivative contract markets
Zhang, Anthony Lee
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 396-413
Persistent link: https://www.econbiz.de/10013413119
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
4
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
5
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
6
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
7
Counterparty credit risk and derivatives pricing
Li, Gang
;
Zhang, Chu
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 647-668
Persistent link: https://www.econbiz.de/10012168658
Saved in:
8
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
9
Trading in derivatives when the underlying is scarce
Banerjee, Snehal
;
Graveline, Jeremy J.
- In:
Journal of financial economics
111
(
2014
)
3
,
pp. 589-608
Persistent link: https://www.econbiz.de/10010375931
Saved in:
10
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->