//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
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
Das Reportgeschäft
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
27
Derivative
27
Option pricing theory
22
Optionspreistheorie
22
Option trading
12
Optionsgeschäft
12
Stochastic process
11
Stochastischer Prozess
11
Volatility
11
Volatilität
11
Black-Scholes model
8
Black-Scholes-Modell
8
Hedging
6
Portfolio selection
6
Portfolio-Management
6
Risikomanagement
5
Risk management
5
Credit risk
4
Kreditrisiko
4
Theorie
4
Theory
4
Option pricing
3
Risiko
3
Risk
3
Yield curve
3
Zinsstruktur
3
Collateral
2
Incomplete market
2
Interest rate derivative
2
Kreditsicherung
2
Markov chain
2
Markov-Kette
2
Options
2
Swap
2
Unvollkommener Markt
2
VIX derivatives
2
Weather
2
Wetter
2
Zinsderivat
2
collateral
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Takahashi, Akihiko
2
Aghili, A.
1
Burro, Giacomo
1
Cui, Zhenyu
1
Dileep N.
1
Engelmann, Bernd
1
Florescu, Ionuţ
1
Fuji, Masaaki
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
1
Gyamerah, Samuel Asante
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Jain, Shashi
1
Karlsson, Patrik
1
Kotreshwar G.
1
Kwok, Yue-Kuen
1
Leung, Tim
1
Li, Jiao
1
Li, Yu
1
Ligato, Simone
1
Liu, Xunzhi
1
Lu, Peili
1
Ma, Changfu
1
Matsumoto, Koichi
1
Mudzimbabwe, Walter
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngare, Philip
1
Oosterlee, Cornelis Willebrordus
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Romanov, Maksim Y.
1
Saeki, Ryota
1
Saito, Taiga
1
Seta, Hiroki
1
Shen, Jiaqi
1
Shiraya, Kenichiro
1
Simozar, Saied
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of financial engineering
SpringerLink / Bücher
194
Discussion paper / Centre for Economic Policy Research
116
Energy economics
80
Finance research letters
63
KOF working papers
63
Der Schweizer Treuhänder : Monatsschrift für Wirtschaftsprüfung, Rechnungswesen, Unternehmens- und Steuerberatung ; offizielles Organ der Treuhand-Kammer
53
Journal of banking & finance
51
International journal of theoretical and applied finance
50
Quantitative finance
49
Springer eBook Collection
47
International review of financial analysis
41
The journal of futures markets
40
International review of economics & finance : IREF
39
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
35
Springer eBook Collection / Business and Economics
35
European journal of operational research : EJOR
34
Review of derivatives research
30
Research in international business and finance
29
The journal of derivatives : JOD
29
The European journal of finance
28
Applied mathematical finance
25
Discussion papers / CEPR
25
Journal of mathematical finance
25
Applied economics letters
24
Economic modelling
21
The journal of financial market infrastructures
21
Working paper / National Bureau of Economic Research, Inc.
21
The journal of computational finance
20
Journal of financial economics
19
Pacific-Basin finance journal
19
Computational economics
18
Insurance / Mathematics & economics
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of economic dynamics & control
17
Journal of empirical finance
17
Review of quantitative finance and accounting
16
KOF dissertation series
15
Working paper series / University of Zurich, Department of Economics
15
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
2
Price impacts of imperfect collateralization
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011532751
Saved in:
3
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
4
Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
Saved in:
5
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
6
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
7
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
8
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
Saved in:
9
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
10
Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->