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~subject:"Schätzung"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Thesis"
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Search: subject_exact:"Option pricing theory"
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Subject
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Schätzung
Zinsstruktur
Optionspreistheorie
995
Option pricing theory
971
Theorie
609
Theory
609
Volatilität
158
Volatility
156
Stochastischer Prozess
150
Stochastic process
149
Derivat
137
Derivative
137
Deutschland
121
Option trading
120
Optionsgeschäft
120
Germany
119
Hedging
97
Estimation
94
Real options analysis
80
Realoptionsansatz
80
USA
76
Black-Scholes-Modell
75
CAPM
75
United States
73
Black-Scholes model
72
Portfolio selection
68
Portfolio-Management
68
Yield curve
66
Kreditrisiko
60
Credit risk
59
Börsenkurs
58
Share price
58
Risikomanagement
47
Interest rate derivative
45
Zinsderivat
45
Bewertung
43
Risk management
40
Aktienoption
38
Monte-Carlo-Simulation
36
Stock option
34
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Undetermined
7
Free
1
Type of publication
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Book / Working Paper
109
Article
38
Type of publication (narrower categories)
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Aufsatz im Buch
Bibliography included
Thesis
Article in journal
896
Aufsatz in Zeitschrift
896
Graue Literatur
275
Non-commercial literature
275
Working Paper
239
Arbeitspapier
238
Hochschulschrift
129
Book section
37
Bibliografie enthalten
21
Collection of articles written by one author
21
Sammlung
21
Collection of articles of several authors
13
Lehrbuch
13
Sammelwerk
13
Textbook
11
Conference paper
9
Konferenzbeitrag
9
Systematic review
8
Übersichtsarbeit
8
Aufsatzsammlung
6
Forschungsbericht
5
Konferenzschrift
5
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4
Bibliografie
2
Dissertation u.a. Prüfungsschriften
2
Mikroform
2
Accompanied by computer file
1
Amtsdruckschrift
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Government document
1
Nachschlagewerk
1
No longer published / No longer aquired
1
Reference book
1
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1
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1
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Language
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English
93
German
55
Author
All
Benth, Fred Espen
2
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Grbac, Zorana
2
Ivanova, Vesela
2
Käppi, Jari
2
Neumann, Marco
2
Schmitt, Christian
2
Steiner, Manfred
2
Uhrig-Homburg, Marliese
2
Amir-Atefi, Keyvan
1
Andres, Peter
1
Ascheberg, Marius
1
Back, Kerry E.
1
Bajlum, Claus
1
Bardenhewer, Martin Maria
1
Baz, Jamil
1
Belke, Ansgar
1
Bellalah, Mondher
1
Berger, Verena Anna
1
Beygelman, Raisa
1
Bianchi, Stephen W.
1
Bikbov, Ruslan
1
Billio, Monica
1
Björk, Tomas
1
Blix, Magnus
1
Bohn, Andreas
1
Bouchet, Michel Henri
1
Brunner, Bernhard
1
Buetow, Gerald W.
1
Bönte, Gunnar
1
Bühler, Wolfgang
1
Büsing, Christine
1
Caldis, Grant Henry
1
Canabarro, Eduardo Antonio Duarte
1
Chen, Lin
1
Chen, Mark Ke
1
Chen, Nan
1
Choroś-Tomczyk, Barbara
1
Choudhry, Moorad
1
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Institution
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Eric Cuvillier <Firma>
1
Forschungsstelle für Internationales Management
1
Shaker Verlag
1
Springer Fachmedien Wiesbaden
1
Verlag Dr. Kovač
1
Published in...
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Gabler Edition Wissenschaft
8
Lecture notes in economics and mathematical systems : LNEMS
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Beiträge zur betriebswirtschaftlichen Forschung
3
Gabler-Edition Wissenschaft
3
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
3
Reihe Quantitative Ökonomie : Ökon
3
Schriftenreihe Finanzmanagement
3
Bank- und finanzwirtschaftliche Forschungen
2
Berichte aus der Volkswirtschaft
2
Europäische Hochschulschriften / 5
2
Gabler-Edition Wissenschaft / Empirische Finanzmarktforschung
2
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
Market risk and financial markets modeling
2
New methods in fixed income modeling : fixed income modeling
2
ZEW-Wirtschaftsanalysen : Schriftenreihe des ZEW
2
Acta Universitatis Oeconomicae Helsingiensis / A
1
Akademische Abhandlungen zu den Wirtschaftswissenschaften
1
Applied quantitative finance
1
Berichte aus der Betriebswirtschaft
1
BestMasters
1
Betriebswirtschaftliche Studien
1
Bewertung und Einsatz von Finanzderivaten
1
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
Contributions to economics
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dissertation.de
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Empirie und Betriebswirtschaft : Entwicklungen und Perspektiven
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Essays on general equilibrium models with alternative preference specifications
1
Financial Management Association survey and synthesis series
1
Financial sector of the American economy
1
Finanzierungen
1
Foundations and trends in finance
1
Gabler Edition Wissenschaft / Empirical finance / Empirische Finanzmarktforschung
1
Gabler research
1
Global financial markets : issues and strategies
1
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ECONIS (ZBW)
147
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1
Impact of government bonds spreads on credit derivatives : analysis of increasing spreads developments within the European area
Berger, Verena Anna
-
2018
Persistent link: https://www.econbiz.de/10011743619
Saved in:
2
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
3
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
4
Asset pricing and portfolio choice theory
Back, Kerry E.
-
2017
-
Second edition
Persistent link: https://www.econbiz.de/10011452259
Saved in:
5
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
6
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
-
2017
Persistent link: https://www.econbiz.de/10011638660
Saved in:
7
CDS pricing and credit rating announcements
Wernig, Thomas
-
2017
-
1. Auflage
Persistent link: https://www.econbiz.de/10011712264
Saved in:
8
Robust calibration of the Libor market model and pricing of derivative products
Schätz, Dennis
-
2011
Persistent link: https://www.econbiz.de/10009551549
Saved in:
9
High-frequency analysis of the carbon market: jumps, causes, and implications
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 116-153)
.
2016
Persistent link: https://www.econbiz.de/10011646906
Saved in:
10
The fear of rare economic disasters reflected in option prices
Dumitrescu, Ioana
;
Ivanova, Vesela
- In:
Essays on general equilibrium models with alternative …
,
(pp. 85-124)
.
2016
Persistent link: https://www.econbiz.de/10011647015
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