//--> //--> //--> //-->
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:"Stochastischer Prozess"
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
Stochastischer Prozess
Derivat
41
Derivative
41
Option pricing theory
29
Optionspreistheorie
29
Optionsgeschäft
16
Stochastic process
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
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
23
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Kwok, Yue-Kuen
2
Leung, Tim
2
Matsumoto, Koichi
2
Aghili, A.
1
Arai, Takuji
1
Brigo, Damiano
1
Burro, Giacomo
1
Carr, Peter
1
Chen, Su
1
Chung, Tsz Kin
1
Cui, Zhenyu
1
Dileep N.
1
Engelmann, Bernd
1
Florescu, Ionuţ
1
Funahashi, Hideharu
1
Giribone, Pier Giuseppe
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Hosokawa, Satoshi
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Jain, Shashi
1
Karlsson, Patrik
1
Kotreshwar G.
1
Li, Weiping
1
Li, Yu
1
Ligato, Simone
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lu, Peili
1
Ma, Changfu
1
Mudzimbabwe, Walter
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngare, Philip
1
Oosterlee, Cornelis Willebrordus
1
Pallavicini, Andrea
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of financial engineering
International journal of theoretical and applied finance
80
The journal of futures markets
42
Applied mathematical finance
40
Quantitative finance
34
Review of derivatives research
31
Journal of banking & finance
27
Energy economics
24
European journal of operational research : EJOR
23
Finance research letters
23
International review of economics & finance : IREF
22
Journal of economic dynamics & control
20
Journal of mathematical finance
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of financial economics
17
Risks : open access journal
16
The journal of derivatives : JOD
15
Annals of finance
14
The journal of computational finance
14
Finance and stochastics
13
The European journal of finance
13
Insurance / Mathematics & economics
12
International review of financial analysis
12
NBER working paper series
12
Computational economics
11
Finanzmarkt und Portfolio-Management
11
Journal of econometrics
11
Applied economics
10
Working paper / National Bureau of Economic Research, Inc.
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematics and financial economics
9
NBER Working Paper
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Research paper series / Swiss Finance Institute
9
Journal of financial markets
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Applied economics letters
7
Bank- und finanzwirtschaftliche Forschungen
7
Journal of risk and financial management : JRFM
7
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
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
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
Saved in:
6
Equity-credit modeling under affine jump-diffusion models with jump-to-default
Chung, Tsz Kin
;
Kwok, Yue-Kuen
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010508080
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
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->