//--> //--> //--> //-->
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:"Option trading"
~subject:"Risiko"
~subject:"Risk management"
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
Risk management
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
Credit risk
6
Kreditrisiko
6
Risikomanagement
6
Risk
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
15
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Matsumoto, Koichi
2
Arai, Takuji
1
Brigo, Damiano
1
Burro, Giacomo
1
Carr, Peter
1
Chen, Su
1
Dileep N.
1
Engelmann, Bernd
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
Simozar, Saied
1
Stefanica, Dan
1
Suda, Shintaro
1
Sun, Youfa
1
Suzuki, Ryoichi
1
Tian, Yisong Sam
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of financial engineering
The journal of futures markets
46
Journal of banking & finance
31
International journal of theoretical and applied finance
30
Energy economics
29
Quantitative finance
26
International review of economics & finance : IREF
25
Review of derivatives research
25
Finance research letters
24
Applied mathematical finance
23
International review of financial analysis
20
Journal of financial economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
European journal of operational research : EJOR
17
SpringerLink / Bücher
17
The European journal of finance
15
The journal of derivatives : JOD
15
Insurance / Mathematics & economics
12
Journal of economic dynamics & control
12
Risks : open access journal
12
Working paper / National Bureau of Economic Research, Inc.
12
Finanzmarkt und Portfolio-Management
11
Journal of mathematical finance
11
NBER working paper series
11
Applied economics
10
Bank- und finanzwirtschaftliche Forschungen
10
Der Schweizer Treuhänder : Monatsschrift für Wirtschaftsprüfung, Rechnungswesen, Unternehmens- und Steuerberatung ; offizielles Organ der Treuhand-Kammer
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Journal of financial stability
9
NBER Working Paper
9
Review of Pacific Basin financial markets and policies
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Agricultural finance review
8
Economic modelling
8
European financial management : the journal of the European Financial Management Association
8
Journal of financial markets
8
Journal of risk and financial management : JRFM
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
The journal of asset management
8
Annals of finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
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
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:
7
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:
8
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:
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
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->