//--> //--> //--> //-->
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 financial engineering"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~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
Option trading
Risiko
Derivat
84
Derivative
84
Option pricing theory
48
Optionspreistheorie
48
Optionsgeschäft
29
Volatility
26
Volatilität
26
Stochastic process
21
Stochastischer Prozess
21
Hedging
19
Theorie
19
Theory
19
Credit risk
17
Kreditrisiko
17
Portfolio selection
14
Portfolio-Management
14
Risikomanagement
11
Risk
11
Risk management
11
Black-Scholes model
10
Black-Scholes-Modell
10
Börsenkurs
9
Share price
9
Risikoprämie
8
Risk premium
8
Forecasting model
7
Prognoseverfahren
7
Swap
6
Futures
5
Option pricing
5
Schweiz
5
Switzerland
5
Welt
5
World
5
Yield curve
5
Zinsstruktur
5
Aktienoption
4
CAPM
4
more ...
less ...
Online availability
All
Undetermined
29
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
Wang, Xingchun
4
Kim, Geonwoo
2
Matsumoto, Koichi
2
Akuzawa, Toshinao
1
Arai, Takuji
1
Bao, Ying
1
Brigo, Damiano
1
Burro, Giacomo
1
Carr, Peter
1
Charlin, Ventura
1
Chen, Su
1
Cifuentes, Arturo
1
David, Or
1
Dileep N.
1
Engelmann, Bernd
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Hosokawa, Satoshi
1
Hüning, Hendrik
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Jeon, Junkee
1
Kim, Donghyun
1
Kotreshwar G.
1
Kutan, Ali Mustafa
1
Leung, Tim
1
Li, Shuang
1
Li, Weiping
1
Li, Zelei
1
Li, Zhe
1
Liang, Zhilei
1
Ligato, Simone
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lu, Peili
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngare, Philip
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of financial engineering
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
40
International journal of theoretical and applied finance
26
Review of derivatives research
22
Applied mathematical finance
21
International review of economics & finance : IREF
21
Quantitative finance
21
Finance research letters
19
Journal of banking & finance
18
Energy economics
16
Journal of financial economics
15
European journal of operational research : EJOR
14
The journal of derivatives : JOD
13
Finanzmarkt und Portfolio-Management
11
International review of financial analysis
11
Risks : open access journal
11
Journal of economic dynamics & control
10
The European journal of finance
10
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Annals of finance
7
NBER Working Paper
7
Applied economics
6
Applied economics letters
6
Computational economics
6
Economic modelling
6
Finance and stochastics
6
Journal of derivatives & hedge funds
6
Journal of econometrics
6
The journal of asset management
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Bank- und finanzwirtschaftliche Forschungen
5
Global finance journal
5
Insurance / Mathematics & economics
5
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
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:
3
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:
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
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:
6
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
7
Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
Saved in:
8
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:
9
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
10
Explicit expressions to counterparty credit exposures for Forward and European Option
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yanlong
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012656950
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->