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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Financial analysis
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Finanzanalyse
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Hull, John
3
White, Alan
3
Ayache, E.
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Białkowski, Je̜drzej
1
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Chen, Son-nan
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The accounting review : a publication of the American Accounting Association
109
International review of financial analysis
94
Finance research letters
91
Journal of banking & finance
91
Journal of accounting & economics
88
Review of accounting studies
88
Review of quantitative finance and accounting
82
Journal of financial economics
66
Journal of financial and quantitative analysis : JFQA
65
Management science : journal of the Institute for Operations Research and the Management Sciences
60
The journal of finance : the journal of the American Finance Association
59
Journal of business finance & accounting : JBFA
53
Pacific-Basin finance journal
50
International review of economics & finance : IREF
42
Applied financial economics
41
Applied economics
40
Journal of accounting research
40
The review of financial studies
39
The journal of corporate finance : contracting, governance and organization
37
The journal of applied business research
36
The journal of investing
35
The journal of asset management
34
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
33
Journal of empirical finance
32
The European journal of finance
32
Advances in accounting : a research annual
31
Applied economics letters
31
The journal of portfolio management : JPM
30
Journal of accounting, auditing & finance
29
The journal of structured finance
29
Research in international business and finance
26
The journal of futures markets
26
Financial management
24
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
24
Abacus : a journal of accounting, finance and business studies
23
International journal of forecasting
23
Investment management and financial innovations
23
Journal of accounting, auditing & finance : JAAF
23
Accounting and business research : a research quarterly publ. by the Inst. of Chartered Accountants in England and Wales
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ECONIS (ZBW)
24
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1
Does the tail wag the dog? : evidence from fund flow to VIX ETFs and ETNs
Białkowski, Je̜drzej
;
Dang, Huong
;
Wei, Xiaopeng
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 31-47
Persistent link: https://www.econbiz.de/10011687334
Saved in:
2
The valuation of market-leveraged stock units
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 85-90
Persistent link: https://www.econbiz.de/10010387684
Saved in:
3
Using order statistics to estimate confidence intervals for quantile-based risk measures
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 9-14
Persistent link: https://www.econbiz.de/10003961010
Saved in:
4
An interest rate tree driven by a Lévy process
Hainaut, Donatien
;
MacGilchrist, Renaud
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 33-45
Persistent link: https://www.econbiz.de/10008771478
Saved in:
5
Modifying the LMM to price constant maturity swaps
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10008771479
Saved in:
6
Lattice methods for no-arbitrage pricing of interest rate securities
Daglish, Toby
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 7-19
Persistent link: https://www.econbiz.de/10008771480
Saved in:
7
A comparative analysis of CDO pricing models under the factor copula framework
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 9-37
Persistent link: https://www.econbiz.de/10003862752
Saved in:
8
The impact of jump dynamics on the predictive power of option-implied densities
Wang, Yaw-huei
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 9-22
Persistent link: https://www.econbiz.de/10003852617
Saved in:
9
A lattice approach to pricing of multivariate contingent claims with regime switching
Wahab, M. I. M.
;
Lee, Chi-ghun
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003892319
Saved in:
10
Market pricing of exotic structured products : the case of multi-asset barrier reverse convertibles in Switzerland
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 59-72
Persistent link: https://www.econbiz.de/10003925809
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