//--> //--> //--> //-->
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:"International journal of financial engineering"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial engineering"
~subject:"Kreditsicherung"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kreditsicherung
Option trading
Risiko
Derivat
80
Derivative
80
Option pricing theory
50
Optionspreistheorie
50
Theorie
30
Theory
30
Stochastic process
27
Stochastischer Prozess
27
Optionsgeschäft
24
Volatility
22
Volatilität
22
Hedging
20
Portfolio selection
16
Portfolio-Management
16
Black-Scholes model
10
Black-Scholes-Modell
10
Credit risk
10
Kreditrisiko
10
CAPM
8
Risikomanagement
8
Risk
8
Risk management
8
Option pricing
6
Swap
6
Yield curve
6
Zinsstruktur
6
Collateral
5
Derivatives
5
Experiment
4
Financial crisis
4
Incomplete market
4
Interest rate derivative
4
Options
4
Risikoprämie
4
Risk premium
4
Stochastic volatility
4
Unvollkommener Markt
4
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Joshi, Mark S.
2
Matsumoto, Koichi
2
Muroi, Yoshifumi
2
Suda, Shintaro
2
Takahashi, Akihiko
2
Tang, Robert
2
Arai, Takuji
1
Backhaus, Jochen
1
Barletta, Andrea
1
Beveridge, Christopher
1
Brigo, Damiano
1
Burro, Giacomo
1
Carr, Peter
1
Chen, Su
1
Chiarella, Carl
1
Dileep N.
1
Engelmann, Bernd
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Frey, Rüdiger
1
Fuji, Masaaki
1
Funahashi, Hideharu
1
Gao, Bin
1
Giribone, Pier Giuseppe
1
Guo, Ivan
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Hassan, Nadima el
1
Hosokawa, Satoshi
1
Hu, Yuan
1
Huang, Jing-Zhi
1
Hull, John
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Kotreshwar G.
1
Kuczera, Adam
1
Köppl, Thorsten V.
1
Leung, Tim
1
Li, Weiping
1
Ligato, Simone
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of economic dynamics & control
Journal of financial engineering
The journal of futures markets
41
International journal of theoretical and applied finance
33
Review of derivatives research
25
Quantitative finance
24
Journal of banking & finance
22
Applied mathematical finance
21
International review of economics & finance : IREF
21
Finance research letters
20
Journal of financial economics
17
Energy economics
16
European journal of operational research : EJOR
15
The North American journal of economics and finance : a journal of financial economics studies
15
The journal of derivatives : JOD
13
Finanzmarkt und Portfolio-Management
11
International review of financial analysis
11
Risks : open access journal
11
The European journal of finance
10
Journal of mathematical finance
9
Journal of securities operations & custody
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of financial markets
8
The journal of credit risk : published quarterly by Incisive Media
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Annals of finance
7
Economic modelling
7
Finance and stochastics
7
NBER Working Paper
7
The journal of finance : the journal of the American Finance Association
7
Applied economics
6
Applied economics letters
6
Computational economics
6
Financial stability review : FSR
6
Journal of derivatives & hedge funds
6
Journal of econometrics
6
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
2
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
3
Optimal derivative liquidation timing under path-dependent risk penalties
Leung, Tim
;
Shirai, Yoshihiro
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010528389
Saved in:
4
Pricing interest rate derivatives with model risk
Hosokawa, Satoshi
;
Matsumoto, Koichi
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010528390
Saved in:
5
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
6
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:
7
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:
8
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
9
The changing landscape for derivatives
Hull, John
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-8
Persistent link: https://www.econbiz.de/10010508029
Saved in:
10
Pricings and hedgings of the perpetual Russian options
Li, Weiping
;
Chen, Su
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010508090
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->