//--> //--> //-->
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:"Fabozzi, Frank J."
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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:"Derivat <Wertpapier>"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
United States
Volatilität
Derivat
18
Derivative
18
Option pricing theory
8
Optionspreistheorie
8
Hedging
5
Stochastic process
4
Stochastischer Prozess
4
Credit risk
3
Immobilien
3
Immobilienmarkt
3
Kreditrisiko
3
Real estate
3
Real estate market
3
Arbitrage
2
Cherny-Shiryaev-Yor invariance principle
2
Collateral
2
Credit derivative
2
Immobilienpreis
2
Kreditderivat
2
Kreditsicherung
2
Markov chain
2
Markov-Kette
2
Option pricing
2
Portfolio selection
2
Portfolio-Management
2
Real estate price
2
Risikomanagement
2
Risk management
2
Statistical distribution
2
Statistische Verteilung
2
Structured product
2
Strukturiertes Produkt
2
USA
2
1983-2008
1
2001-2004
1
Active management
1
Anleihe
1
Asset-Backed Securities
1
Asset-backed securities
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Lehrbuch
8
Textbook
7
Collection of articles of several authors
5
Sammelwerk
5
Article in journal
3
Aufsatz im Buch
2
Aufsatzsammlung
2
Book section
2
Handbook
2
Handbuch
2
more ...
less ...
Language
All
English
3
Author
All
Fabozzi, Frank J.
Lien, Da-hsiang Donald
11
Whaley, Robert E.
11
Moser, James T.
10
Benth, Fred Espen
9
Edwards, Franklin R.
8
Escobar, Marcos
8
Bessembinder, Hendrik
7
Kolb, Robert W.
7
Locke, Peter R.
7
Shastri, Kuldeep
7
Zhang, Jin E.
7
Floros, Christos
6
Fung, Hung-gay
6
Kwok, Yue-Kuen
6
Wang, George H. K.
6
Wilson, William W.
6
Brorsen, B. Wade
5
Chance, Don M.
5
Fouque, Jean-Pierre
5
France, Virginia G.
5
Gannon, Gerard L.
5
García, Philip
5
Irwin, Scott H.
5
Kupiec, Paul H.
5
Ma, Christopher K.
5
Milonas, Nikolaos T.
5
Richardson, Matthew
5
Skiadopoulos, George
5
Thompson, Sarahelen Remington
5
Tse, Yiuman
5
Azhar Mohamad
4
Barone-Adesi, Giovanni
4
Brewer, Elijah
4
Cui, Zhenyu
4
Fassas, Athanasios P.
4
Fonseca, José da
4
Hill, Joanne M.
4
Jarrow, Robert A.
4
Kim, Sol
4
Kofman, Paul
4
more ...
less ...
Published in...
All
Applied financial economics
1
Review of derivatives research
1
The journal of fixed income
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
2
Empirical evidence on CDO performance
Newman, Daniel
;
Fabozzi, Frank J.
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
Saved in:
3
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.
;
Racheva-Iotova, Borjana
;
Stoyanov, …
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->