//--> //--> //--> //-->
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
~isPartOf:"Finance and stochastics"
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
Finanzmathematik : die Bewertu...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
196
Portfolio-Management
196
Theorie
184
Theory
184
Stochastic process
56
Stochastischer Prozess
56
Derivat
45
Derivative
45
Option pricing theory
44
Optionspreistheorie
44
Risiko
34
Risk
34
Martingal
33
Martingale
33
Mathematical programming
30
Mathematische Optimierung
30
Transaction costs
30
Transaktionskosten
30
Hedging
27
CAPM
21
Finanzmathematik
19
Incomplete market
19
Mathematical finance
19
Risk measure
19
Unvollkommener Markt
19
Risikomaß
18
Control theory
14
Kontrolltheorie
14
Measurement
14
Messung
14
Risikomanagement
14
Risk management
14
Credit risk
13
Kreditrisiko
13
Volatility
13
Volatilität
13
Markov chain
11
Markov-Kette
11
Option trading
10
Optionsgeschäft
10
more ...
less ...
Online availability
All
Undetermined
79
Free
11
Type of publication
All
Article
247
Type of publication (narrower categories)
All
Article in journal
246
Aufsatz in Zeitschrift
246
Mehrbändiges Werk
2
Multi-volume publication
2
Language
All
English
247
Author
All
Kabanov, Jurij M.
8
Muhle-Karbe, Johannes
7
Schachermayer, Walter
6
Guasoni, Paolo
5
Pham, Huyên
5
Benth, Fred Espen
4
Choulli, Tahir
4
Delbaen, Freddy
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Larsen, Kasper
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Seifried, Frank Thomas
4
Zariphopoulou-Souganidis, Thaleia
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Björk, Tomas
3
Bouchard, Bruno
3
Carr, Peter
3
Deng, Jun
3
El Karoui, Nicole
3
Elie, Romuald
3
Federico, Salvatore
3
Filipović, Damir
3
Gerhold, Stefan
3
Gozzi, Fausto
3
Hobson, David G.
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Kupper, Michael
3
Lépinette, Emmanuel
3
Madan, Dilip B.
3
Musiela, Marek
3
Nutz, Marcel
3
Obłój, Jan
3
Pennanen, Teemu
3
Runggaldier, Wolfgang J.
3
Sass, Jörn
3
more ...
less ...
Published in...
All
Finance and stochastics
SpringerLink / Bücher
1,197
Journal of banking & finance
739
NBER working paper series
731
Working paper / National Bureau of Economic Research, Inc.
697
NBER Working Paper
544
Finance research letters
537
Insurance / Mathematics & economics
517
Europäische Hochschulschriften / 5
506
The journal of futures markets
464
European journal of operational research : EJOR
459
International journal of theoretical and applied finance
389
The journal of finance : the journal of the American Finance Association
372
International review of financial analysis
357
Gabler Edition Wissenschaft
346
Journal of financial economics
339
Discussion paper / Centre for Economic Policy Research
306
Journal of economic dynamics & control
295
Lehrbuch
274
Applied economics
270
The journal of asset management
263
The journal of portfolio management : a publication of Institutional Investor
259
Quantitative finance
258
Research paper series / Swiss Finance Institute
251
Springer eBook Collection / Business and Economics
251
Management science : journal of the Institute for Operations Research and the Management Sciences
245
International review of economics & finance : IREF
238
Journal of financial and quantitative analysis : JFQA
237
Working paper
237
The review of financial studies
234
Energy economics
229
Journal of empirical finance
229
The European journal of finance
229
Wiley finance series
229
Mathematical finance : an international journal of mathematics, statistics and financial theory
221
Risks : open access journal
216
Economic modelling
208
Springer eBook Collection
204
Lecture notes in economics and mathematical systems : LNEMS
200
The North American journal of economics and finance : a journal of financial economics studies
198
more ...
less ...
Source
All
ECONIS (ZBW)
247
Showing
1
-
10
of
247
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing contingent claims with credit risk : asymptotic expansion approach
Muroi, Yoshifumi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 415-427
Persistent link: https://www.econbiz.de/10002946754
Saved in:
2
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
3
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
4
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
5
Optimal Portfolios in commodity futures markets
Benth, Fred Espen
;
Lempa, Jukka
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 407-430
Persistent link: https://www.econbiz.de/10010340676
Saved in:
6
An approximation pricing algrithm in an incomplete market : a differential geometric approach
Gao, Yuan
;
Guan Lim, Kian
;
Hwa Ng, Kah
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10002261445
Saved in:
7
A note on the large homogeneous portfolio approximation with the student-t copula
Schlögl, Lutz
;
O'Kane, Dominic
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 577-584
Persistent link: https://www.econbiz.de/10003133291
Saved in:
8
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Goll, Thomas
;
Rüschendorf, Ludger
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 557-581
Persistent link: https://www.econbiz.de/10001614624
Saved in:
9
A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
Saved in:
10
Mean-variance hedging with oil futures
Wang, Liao
;
Wissel, Johannes Stefan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 641-683
Persistent link: https://www.econbiz.de/10010190888
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->