//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Insolvenz"
~subject:"Transaction costs"
~subject:"bilateral CVA"
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:"Wertpapiertermingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Insolvenz
Transaction costs
bilateral CVA
Derivat
44
Derivative
44
Theorie
28
Theory
28
Option pricing theory
22
Optionspreistheorie
22
Stochastic process
11
Stochastischer Prozess
11
Portfolio selection
9
Portfolio-Management
9
Hedging
8
Volatility
7
Volatilität
7
Credit risk
6
Incomplete market
6
Kreditrisiko
6
Unvollkommener Markt
6
Yield curve
5
Zinsstruktur
5
CAPM
4
Insolvency
4
Option trading
4
Optionsgeschäft
4
counterparty risk
4
Credit derivative
3
Kreditderivat
3
Martingal
3
Martingale
3
Measurement
3
Messung
3
Risiko
3
Risk
3
Swap
3
USA
3
United States
3
Analysis
2
Ansteckungseffekt
2
Arbitrage
2
Bubbles
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Capponi, Agostino
2
Bo, Lijun
1
Brigo, Damiano
1
Cont, Rama
1
Fischer, Tom
1
Guéant, Olivier
1
Minca, Andreea
1
Pallavicini, Andrea
1
Pu, Jiang
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
10
The journal of futures markets
9
International journal of theoretical and applied finance
8
The journal of credit risk : published quarterly by Incisive Media
5
Journal of economic dynamics & control
4
Essays on the market structure and pricing of credit derivatives
3
International review of economics & finance : IREF
3
International review of financial analysis
3
The journal of fixed income
3
Applied economics letters
2
Applied mathematical finance
2
CPMI papers
2
Discussion paper
2
European journal of operational research : EJOR
2
Finance and stochastics
2
Finance research letters
2
Financial markets and asset pricing
2
Journal of derivatives & hedge funds
2
Journal of financial and quantitative analysis : JFQA
2
Journal of mathematical finance
2
Journal of risk management in financial institutions
2
NBER Working Paper
2
NBER working paper series
2
Quantitative finance
2
Review of derivatives research
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The journal of investment compliance
2
The journal of portfolio management : a publication of Institutional Investor
2
The quarterly journal of finance
2
Working paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in futures and options research : a research annual
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annals of economics and statistics
1
Annals of finance
1
Annals of financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
3
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
4
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
5
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->