//--> //--> //-->
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
~person:"Ahn, Chang-mo"
~person:"El-Bachir, Naoufel"
~subject:"Theory"
~type:"article"
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
Theory
Derivat
3
Derivative
3
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Anleihe
1
Bond
1
CAPM
1
Credit
1
Currency derivative
1
Interest rate derivative
1
Kredit
1
Public bond
1
Swap
1
Währungsderivat
1
Zinsderivat
1
Öffentliche Anleihe
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ahn, Chang-mo
El-Bachir, Naoufel
Lien, Da-hsiang Donald
27
Kit, Pong Wong
18
Jarrow, Robert A.
16
Broll, Udo
12
Benth, Fred Espen
11
Brigo, Damiano
11
Carr, Peter
10
Boyle, Phelim P.
9
Figlewski, Stephen
9
Hull, John
9
Lioui, Abraham
8
Poncet, Patrice
8
Gouriéroux, Christian
7
Jeanblanc, Monique
7
Leung, Tim
7
Pirrong, Craig
7
White, Alan
7
Brooks, Robert
6
Capponi, Agostino
6
Duffie, Darrell
6
Fabozzi, Frank J.
6
Pallavicini, Andrea
6
Ritchken, Peter H.
6
Rutkowski, Marek
6
Stein, Jerome L.
6
Yu, Min-Teh
6
Bielecki, Tomasz R.
5
Crouhy, Michel
5
Crépey, Stéphane
5
Jamshidian, Farshid
5
Longstaff, Francis A.
5
Menkhaus, Dale J.
5
Shiller, Robert J.
5
Tse, Yiu Kuen
5
Welzel, Peter
5
Whaley, Robert E.
5
Wolf, Avner S.
5
Artus, Patrick
4
Barone-Adesi, Giovanni
4
Bartram, Söhnke M.
4
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model
Brigo, Damiano
;
El-Bachir, Naoufel
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10008665084
Saved in:
2
Option pricing when jump risk is systematic
Ahn, Chang-mo
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 299-308
Persistent link: https://www.econbiz.de/10001143966
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->