//--> //--> //--> //-->
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"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Risiko"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Markov-Kette
Option trading
Risiko
Derivat
27
Derivative
27
Option pricing theory
22
Optionspreistheorie
22
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
Risk
3
Yield curve
3
Zinsstruktur
3
Collateral
2
Incomplete market
2
Interest rate derivative
2
Kreditsicherung
2
Markov chain
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
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Burro, Giacomo
1
Dileep N.
1
Engelmann, Bernd
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
1
Gyamerah, Samuel Asante
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Kotreshwar G.
1
Leung, Tim
1
Li, Jiao
1
Ligato, Simone
1
Liu, Xunzhi
1
Lu, Peili
1
Matsumoto, Koichi
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngare, Philip
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Saeki, Ryota
1
Seta, Hiroki
1
Shen, Jiaqi
1
Simozar, Saied
1
Stefanica, Dan
1
Suda, Shintaro
1
Tian, Yisong Sam
1
Wirjanto, Tony S.
1
Yang, Ying
1
Ye, Zhongxing
1
Zhao, Liheng
1
Zhou, Yang
1
Zhu, Anyi
1
Zhu, Lingjiong
1
more ...
less ...
Published in...
All
International journal of financial engineering
International review of economics & finance : IREF
19
Finance research letters
16
Quantitative finance
15
Review of derivatives research
15
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Energy economics
13
The journal of derivatives : JOD
13
European journal of operational research : EJOR
10
International review of financial analysis
10
Journal of banking & finance
9
The journal of futures markets
9
Applied mathematical finance
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Journal of mathematical finance
6
The European journal of finance
6
Annals of finance
5
Applied economics letters
5
Journal of economic dynamics & control
5
Mathematics and financial economics
5
The journal of computational finance
5
Computational economics
4
Insurance / Mathematics & economics
4
Journal of econometrics
4
Pacific-Basin finance journal
4
SpringerLink / Bücher
4
The journal of asset management
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied economics
3
Asia-Pacific financial markets
3
Discussion paper / Centre for Economic Policy Research
3
Economic modelling
3
Finance and stochastics
3
Global finance journal
3
International Journal of Financial Markets and Derivatives : IJFMD
3
Journal of financial markets
3
Journal of financial stability
3
Mudra : journal of finance and accounting
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
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
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:
3
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:
4
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:
5
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:
6
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
7
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
8
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
Saved in:
9
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
Saved in:
10
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->