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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~subject:"Derivat"
~subject:"Option trading"
~subject:"Risiko"
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Derivat
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International journal of financial engineering
Journal of financial engineering
The journal of futures markets
395
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
77
International review of financial analysis
71
Finance research letters
69
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
57
SpringerLink / Bücher
55
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
46
Finance and stochastics
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
45
The journal of fixed income
45
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of computational finance
43
Working paper
43
Applied economics letters
41
Economics letters
40
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Risks : open access journal
38
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
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ECONIS (ZBW)
41
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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
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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
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3
Design and pricing of derivative contracts in a spectrum market
Gupta, Aparna
;
Kar, Koushik
;
Muthuswamy, Praveen K.
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010528388
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4
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
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5
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
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6
Comparison of commodity future pricing approaches with cointegration techniques
Stepanek, Christian
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528391
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7
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
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8
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
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9
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
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10
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
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