//--> //--> //--> //-->
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:"Kreditsicherung"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kreditsicherung
Markov-Kette
Option trading
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
Portfolio-Management
6
Risikomanagement
6
Risk management
6
Credit risk
5
Kreditrisiko
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
Markov chain
2
Martingal
2
Martingale
2
Options
2
Share price
2
Swap
2
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Takahashi, Akihiko
2
Arai, Takuji
1
Burro, Giacomo
1
Dileep N.
1
Engelmann, Bernd
1
Fuji, Masaaki
1
Funahashi, Hideharu
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
Mulas, Martina
1
Muroi, Yoshifumi
1
Ngare, Philip
1
Qin, Haoyang
1
Querci, Francesca
1
Radoičić, Radoš
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
Wirjanto, Tony S.
1
Yang, Ying
1
Ye, Zhongxing
1
Yuan, George
1
more ...
less ...
Published in...
All
International journal of financial engineering
International journal of theoretical and applied finance
45
The journal of futures markets
43
Review of derivatives research
28
International review of economics & finance : IREF
25
Quantitative finance
25
Journal of banking & finance
23
Applied mathematical finance
21
Finance research letters
20
European journal of operational research : EJOR
19
Energy economics
17
Journal of financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
14
The journal of derivatives : JOD
13
Finance and stochastics
12
Journal of economic dynamics & control
12
The European journal of finance
12
Finanzmarkt und Portfolio-Management
11
Journal of mathematical finance
11
Risks : open access journal
11
Journal of securities operations & custody
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
NBER working paper series
9
The journal of credit risk : published quarterly by Incisive Media
9
Working paper / National Bureau of Economic Research, Inc.
9
Annals of finance
8
Insurance / Mathematics & economics
8
Journal of financial markets
8
Mathematics and financial economics
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Computational economics
7
Economic modelling
7
Journal of econometrics
7
NBER Working Paper
7
Review of quantitative finance and accounting
7
The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
7
Applied economics
6
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Trading VIX futures under mean reversion with regime switching
Li, Jiao
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588132
Saved in:
10
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->