//--> //--> //--> //-->
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"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Option trading"
~subject:"Portfolio-Management"
~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
Portfolio-Management
Risiko
Derivat
31
Derivative
31
Option pricing theory
24
Optionspreistheorie
24
Optionsgeschäft
14
Stochastic process
13
Stochastischer Prozess
13
Volatility
12
Volatilität
12
Black-Scholes model
8
Black-Scholes-Modell
8
Hedging
7
Portfolio selection
6
Risikomanagement
6
Risk management
6
Credit risk
5
Theorie
5
Theory
5
Option pricing
4
Incomplete market
3
Risk
3
Unvollkommener Markt
3
Yield curve
3
Zinsstruktur
3
Börsenkurs
2
Collateral
2
Experiment
2
Interest rate derivative
2
Kreditsicherung
2
Markov chain
2
Martingal
2
Martingale
2
Options
2
Share price
2
Swap
2
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Takahashi, Akihiko
2
Arai, Takuji
1
Burro, Giacomo
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
Ikpe, Dennis
1
Inoue, Hiroshi
1
Kotreshwar G.
1
Leung, Tim
1
Li, Jiao
1
Ligato, Simone
1
Liu, Jianguo
1
Liu, Xunzhi
1
Lu, Peili
1
Matsumoto, Koichi
1
Mudzimbabwe, Walter
1
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngare, Philip
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
1
Romanov, Maksim Y.
1
Saeki, Ryota
1
Seta, Hiroki
1
Shen, Jiaqi
1
Shiraya, Kenichiro
1
Simozar, Saied
1
Stefanica, Dan
1
Suda, Shintaro
1
Sun, Youfa
1
Suzuki, Ryoichi
1
Tian, Yisong Sam
1
Vavilov, Sergey A.
1
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
81
Journal of banking & finance
65
The journal of futures markets
62
Applied mathematical finance
33
Review of derivatives research
33
European journal of operational research : EJOR
32
Quantitative finance
32
International review of economics & finance : IREF
31
Finance research letters
28
International review of financial analysis
28
Journal of financial economics
28
Finanzmarkt und Portfolio-Management
27
SpringerLink / Bücher
27
The North American journal of economics and finance : a journal of financial economics studies
25
Energy economics
24
The European journal of finance
24
The journal of fixed income
24
Finance and stochastics
23
The journal of credit risk : published quarterly by Incisive Media
22
Bank- und finanzwirtschaftliche Forschungen
20
Journal of economic dynamics & control
20
Journal of mathematical finance
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
NBER working paper series
18
Research paper series / Swiss Finance Institute
18
Risks : open access journal
18
The journal of computational finance
18
The journal of derivatives : JOD
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
NBER Working Paper
16
Finance and economics discussion series
15
Journal of risk management in financial institutions
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Swiss journal of economics and statistics
14
Working paper / National Bureau of Economic Research, Inc.
14
Economic modelling
13
Journal of financial markets
13
The journal of asset management
13
Wiley finance
13
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
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
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
8
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:
9
Weather derivatives for managing weather and climate risk in agriculture
Gyamerah, Samuel Asante
;
Ngare, Philip
;
Ikpe, Dennis
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012603781
Saved in:
10
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->