//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kreditrisiko
Markov-Kette
Option trading
Risiko
Derivat
74
Derivative
74
Option pricing theory
43
Optionspreistheorie
43
Optionsgeschäft
27
Volatility
25
Volatilität
25
Stochastic process
18
Stochastischer Prozess
18
Credit risk
16
Hedging
16
Theorie
15
Theory
15
Portfolio selection
13
Portfolio-Management
13
Risikomanagement
11
Risk management
11
Black-Scholes model
9
Black-Scholes-Modell
9
Börsenkurs
9
Share price
9
Risk
8
Risikoprämie
7
Risk premium
7
Forecasting model
6
Prognoseverfahren
6
Futures
5
Option pricing
5
Schweiz
5
Swap
5
Switzerland
5
Aktienoption
4
CAPM
4
Counterparty risk
4
Credit derivative
4
Estimation
4
Kreditderivat
4
more ...
less ...
Online availability
All
Undetermined
37
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
42
Author
All
Wang, Xingchun
4
Bao, Ying
2
Kim, Geonwoo
2
Peng, Cheng
2
Takahashi, Akihiko
2
Zhao, Yanlong
2
Akari, Mohamed-Ali
1
Akuzawa, Toshinao
1
Arai, Takuji
1
Ben-Abdallah, Ramzi
1
Breton, Michèle
1
Burro, Giacomo
1
Charlin, Ventura
1
Cifuentes, Arturo
1
David, Or
1
Dileep N.
1
Dionne, Georges
1
Engelmann, Bernd
1
Fuji, Masaaki
1
Funahashi, Hideharu
1
Ghamami, Samim
1
Giribone, Pier Giuseppe
1
Guo, Shimin
1
Gyamerah, Samuel Asante
1
Hüning, Hendrik
1
Ikpe, Dennis
1
Inoue, Hiroshi
1
Jeon, Junkee
1
Jiang, I-ming
1
Kim, Donghyun
1
Kotreshwar G.
1
Kutan, Ali Mustafa
1
Leung, Tim
1
Li, Jiao
1
Li, Shuang
1
Li, Zelei
1
Li, Zhe
1
Liang, Zhilei
1
Ligato, Simone
1
Liu, Jianguo
1
more ...
less ...
Published in...
All
International journal of financial engineering
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
69
Journal of banking & finance
51
The journal of futures markets
51
Review of derivatives research
33
International review of economics & finance : IREF
30
Applied mathematical finance
28
Quantitative finance
28
European journal of operational research : EJOR
26
Finance research letters
24
Journal of financial economics
24
The journal of credit risk : published quarterly by Incisive Media
22
The journal of fixed income
21
International review of financial analysis
19
Energy economics
18
Journal of mathematical finance
18
The European journal of finance
17
Finance and stochastics
16
The journal of computational finance
16
The journal of derivatives : JOD
16
Journal of economic dynamics & control
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Risks : open access journal
15
Journal of risk management in financial institutions
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
SpringerLink / Bücher
13
Finance and economics discussion series
12
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
Finanzmarkt und Portfolio-Management
11
Review of quantitative finance and accounting
11
Working paper / National Bureau of Economic Research, Inc.
11
Insurance / Mathematics & economics
10
Journal of empirical finance
10
The journal of financial market infrastructures
10
Applied economics letters
9
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
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
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:
4
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:
5
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:
6
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:
7
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
8
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:
9
An options-based approach to analyze auction guarantees in the art market
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012660124
Saved in:
10
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->