//--> //--> //--> //-->
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:"Nikitopoulos, Christina Sklibosios"
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:"Terminkontrakt"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
11
Derivative
11
Option pricing theory
10
Optionspreistheorie
10
Stochastic process
7
Stochastischer Prozess
7
Commodity derivative
5
Rohstoffderivat
5
Erdöl
4
Interest rate
4
Oil price
4
Petroleum
4
Volatility
4
Volatilität
4
Yield curve
4
Zins
4
Zinsstruktur
4
Ölpreis
4
Hedging
3
Stochastic interest rates
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Theorie
2
Theory
2
correlations
2
stochastic interest rates
2
Arbitrage Pricing
1
Arbitrage pricing
1
Bewertung
1
CAPM
1
Commodity derivatives
1
Correlations
1
Credit derivative
1
Credit risk
1
Crude oil derivatives
1
Delta hedge
1
Delta hedging
1
Derivat <Wertpapier>
1
Estimation
1
Financial analysis
1
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Book / Working Paper
7
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Article in journal
4
Aufsatz in Zeitschrift
4
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
11
Author
All
Nikitopoulos, Christina Sklibosios
Fabozzi, Frank J.
75
Hull, John
61
Lien, Da-hsiang Donald
50
Jarrow, Robert A.
43
Benth, Fred Espen
41
Broll, Udo
40
Kolb, Robert W.
34
Chance, Don M.
29
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Rudolph, Bernd
25
Shiller, Robert J.
25
White, Alan
25
Platen, Eckhard
24
Wolfers, Justin
24
Brigo, Damiano
23
Brooks, Robert
23
Carr, Peter
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Subrahmanyam, Marti G.
23
Choudhry, Moorad
22
Irwin, Scott H.
22
McAleer, Michael
22
Stulz, René M.
22
Bloss, Michael
21
Kavussanos, Manolis G.
21
Whaley, Robert E.
21
Acharya, Viral V.
20
Duffie, Darrell
20
Korn, Olaf
20
Leung, Tim
20
Prokopczuk, Marcel
20
García, Philip
18
Kane, Alex
18
Marcus, Alan J.
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Applied mathematical finance
1
Dynamic modeling and econometrics in economics and finance
1
Energy economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
2
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
3
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
4
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
5
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
6
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
7
Derivative security pricing : techniques, methods and applications
Chiarella, Carl
;
He, Xue-zhong
;
Nikitopoulos, Christina …
-
2015
Persistent link: https://www.econbiz.de/10010505260
Saved in:
8
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
9
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
10
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->