//--> //--> //--> //-->
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"
~subject:"Kreditrisiko"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Markov-Kette
Option trading
Risiko
Derivat
70
Derivative
70
Option pricing theory
45
Optionspreistheorie
45
Theorie
26
Theory
26
Stochastic process
24
Stochastischer Prozess
24
Optionsgeschäft
22
Volatility
21
Volatilität
21
Hedging
17
Portfolio selection
15
Portfolio-Management
15
Black-Scholes model
9
Black-Scholes-Modell
9
Credit risk
9
CAPM
8
Risikomanagement
8
Risk management
8
Option pricing
6
Risk
5
Swap
5
Derivatives
4
Financial crisis
4
Incomplete market
4
Options
4
Stochastic volatility
4
Unvollkommener Markt
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
3
Collateral
3
Experiment
3
Finanzkrise
3
Greece
3
Griechenland
3
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Language
All
English
37
Author
All
Joshi, Mark S.
2
Muroi, Yoshifumi
2
Suda, Shintaro
2
Takahashi, Akihiko
2
Tang, Robert
2
Arai, Takuji
1
Augustin, Patrick
1
Barletta, Andrea
1
Beveridge, Christopher
1
Breton, Michèle
1
Burro, Giacomo
1
Cai, Ning
1
Chiarella, Carl
1
Dileep N.
1
Engelmann, Bernd
1
Ewald, Christian-Oliver
1
Fabozzi, Frank J.
1
Fuji, Masaaki
1
Funahashi, Hideharu
1
Gao, Bin
1
Ghamami, Samim
1
Giribone, Pier Giuseppe
1
Guo, Ivan
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Hassan, Nadima el
1
Hu, Yuan
1
Huang, Jing-Zhi
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Kotreshwar G.
1
Kuczera, Adam
1
Köppl, Thorsten V.
1
Leung, Tim
1
Li, Jiao
1
Li, Lingfei
1
Ligato, Simone
1
Lindquist, W. Brent
1
Liu, Jianguo
1
Liu, Xunzhi
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of economic dynamics & control
International journal of theoretical and applied finance
69
Journal of banking & finance
51
The journal of futures markets
51
Review of derivatives research
33
International review of economics & finance : IREF
30
Applied mathematical finance
28
Quantitative finance
28
European journal of operational research : EJOR
25
Finance research letters
24
Journal of financial economics
23
The journal of credit risk : published quarterly by Incisive Media
22
The journal of fixed income
21
The North American journal of economics and finance : a journal of financial economics studies
20
International review of financial analysis
19
Energy economics
18
Journal of mathematical finance
18
The European journal of finance
17
Finance and stochastics
16
The journal of computational finance
16
The journal of derivatives : JOD
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Risks : open access journal
15
Journal of risk management in financial institutions
14
NBER working paper series
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Journal of financial markets
13
SpringerLink / Bücher
13
Finance and economics discussion series
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
NBER Working Paper
12
Finanzmarkt und Portfolio-Management
11
Research paper series / Swiss Finance Institute
11
Review of quantitative finance and accounting
11
Working paper / National Bureau of Economic Research, Inc.
11
Insurance / Mathematics & economics
10
Journal of empirical finance
10
The journal of financial market infrastructures
10
Applied economics letters
9
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Static models of central counterparty risk
Ghamami, Samim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011333478
Saved in:
3
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:
4
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:
5
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:
6
Financial innovation and bank behavior : evidence from credit markets
Norden, Lars
;
Silva Buston, Consuelo
;
Wagner, Wolf
- In:
Journal of economic dynamics & control
43
(
2014
),
pp. 130-145
Persistent link: https://www.econbiz.de/10010470135
Saved in:
7
Valuation of stock loans with jump risk
Cai, Ning
;
Sun, Lihua
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
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
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:
10
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->