//--> //--> //--> //-->
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"
~subject:"Credit risk"
~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
Credit risk
Option trading
Risiko
Derivat
41
Derivative
41
Option pricing theory
29
Optionspreistheorie
29
Optionsgeschäft
16
Stochastic process
16
Stochastischer Prozess
16
Volatility
13
Volatilität
13
Hedging
10
Black-Scholes model
9
Black-Scholes-Modell
9
Theorie
9
Theory
9
Portfolio selection
7
Portfolio-Management
7
Kreditrisiko
6
Risikomanagement
6
Risk
6
Risk management
6
Yield curve
5
Zinsstruktur
5
Collateral
4
Kreditsicherung
4
Option pricing
4
Experiment
3
Incomplete market
3
Interest rate derivative
3
Swap
3
Unvollkommener Markt
3
Zinsderivat
3
collateral
3
derivatives
3
Bourse
2
Börse
2
Börsenkurs
2
CVA
2
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Matsumoto, Koichi
2
Takahashi, Akihiko
2
Arai, Takuji
1
Brigo, Damiano
1
Burro, Giacomo
1
Carr, Peter
1
Chen, Su
1
Dileep N.
1
Engelmann, Bernd
1
Fuji, Masaaki
1
Funahashi, Hideharu
1
Ghamami, Samim
1
Giribone, Pier Giuseppe
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Hosokawa, Satoshi
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Kotreshwar G.
1
Leung, Tim
1
Li, Weiping
1
Ligato, Simone
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lu, Peili
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngare, Philip
1
Pallavicini, Andrea
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Saeki, Ryota
1
Seta, Hiroki
1
Shen, Jiaqi
1
Shirai, Yoshihiro
1
Shiraya, Kenichiro
1
Simozar, Saied
1
Stefanica, Dan
1
Suda, Shintaro
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of financial engineering
International journal of theoretical and applied finance
63
Journal of banking & finance
50
The journal of futures markets
49
Review of derivatives research
31
Applied mathematical finance
28
International review of economics & finance : IREF
27
Quantitative finance
27
Finance research letters
24
Journal of financial economics
24
European journal of operational research : EJOR
22
The journal of credit risk : published quarterly by Incisive Media
22
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of fixed income
20
Energy economics
17
International review of financial analysis
17
Journal of mathematical finance
16
The journal of derivatives : JOD
16
Risks : open access journal
15
The European journal of finance
15
The journal of computational finance
15
Journal of economic dynamics & control
14
Journal of risk management in financial institutions
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
Management science : journal of the Institute for Operations Research and the Management Sciences
12
NBER Working Paper
12
Research paper series / Swiss Finance Institute
12
Finance and economics discussion series
11
Finance and stochastics
11
Finanzmarkt und Portfolio-Management
11
Working paper / National Bureau of Economic Research, Inc.
11
SpringerLink / Bücher
10
The journal of financial market infrastructures
10
Applied economics letters
9
Asia-Pacific financial markets
9
Computational economics
9
Economic modelling
9
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
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
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
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->