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~isPartOf:"International journal of financial engineering"
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Dynamic option adjusted spread...
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Option pricing theory
116
Optionspreistheorie
116
Stochastic process
57
Stochastischer Prozess
57
Volatility
47
Volatilität
47
Option trading
32
Optionsgeschäft
32
Derivat
24
Derivative
24
Black-Scholes model
20
Black-Scholes-Modell
20
Portfolio selection
15
Portfolio-Management
15
Yield curve
13
Zinsstruktur
13
CAPM
11
Credit risk
10
Kreditrisiko
10
option pricing
10
Experiment
9
Interest rate derivative
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Option pricing
9
Zinsderivat
9
Hedging
7
Statistical distribution
7
Statistische Verteilung
7
Swap
7
Analysis
6
Estimation theory
6
Mathematical analysis
6
Schätztheorie
6
Finanzmathematik
5
Implied volatility
5
Incomplete market
5
Lévy processes
5
Markov chain
5
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English
119
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Giribone, Pier Giuseppe
6
Ligato, Simone
4
Cui, Zhenyu
3
Liu, Allen
3
Mi, Yanhui
3
Schoutens, Wim
3
Takahashi, Akihiko
3
Ahlip, Rehez
2
Arai, Takuji
2
Dastranj, Elham
2
De Spiegeleer, Jan
2
Engelmann, Bernd
2
Karlsson, Patrik
2
Lalit, Prasad Narahar
2
Lo, C. F.
2
Lorig, Matthew
2
Mehrdoust, Farshid
2
Mulas, Martina
2
Park, Laurence A. F.
2
Prodan, Ante
2
Purohit, Seema Uday
2
Radoičić, Radoš
2
SenGupta, Indranil
2
Stefanica, Dan
2
Tong, Zhigang
2
Yen, Joseph
2
Zhang, Shengliang
2
Zhong, Yangfan
2
Adinya, Ini
1
Aghili, A.
1
Bangur, P.
1
Bangur, R.
1
Barger, Weston
1
Bottasso, Anna
1
Brigo, Damiano
1
Burro, Giacomo
1
Campolongo, Francesca
1
Cao, Hongkai
1
Capriotti, Luca
1
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1
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International journal of financial engineering
International journal of theoretical and applied finance
477
The journal of real estate finance and economics
304
Journal of banking & finance
288
NBER working paper series
276
The journal of futures markets
270
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
The journal of computational finance
257
Working paper / National Bureau of Economic Research, Inc.
247
Applied mathematical finance
245
Finance and stochastics
220
The journal of derivatives : the official publication of the International Association of Financial Engineers
209
NBER Working Paper
203
Quantitative finance
201
The journal of structured finance
178
Review of derivatives research
174
Journal of economic dynamics & control
151
Insurance / Mathematics & economics
145
European journal of operational research : EJOR
143
Journal of housing economics
143
Finance research letters
142
Journal of financial economics
133
The review of financial studies
129
Real estate economics : journal of the American Real Estate and Urban Economics Association
121
Finance and economics discussion series
118
Computational economics
112
The journal of fixed income
109
Journal of mathematical finance
107
Research paper series / Swiss Finance Institute
105
Risks : open access journal
104
Discussion paper / Centre for Economic Policy Research
94
The North American journal of economics and finance : a journal of financial economics studies
91
The journal of finance : the journal of the American Finance Association
91
Working paper
89
The European journal of finance
88
Working papers / Federal Reserve Bank of Philadelphia, Research Department
88
Asia-Pacific financial markets
81
Journal of urban economics
77
The real estate finance journal
75
Applied economics
74
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ECONIS (ZBW)
119
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1
Implied prepayment in agency passing-through
mortgage
backed securities
Shao, Haimei
;
Yong, Jiongmin
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011778264
Saved in:
2
Introducing an analytical solution and an improved one-factor gaussian copula model for the pricing of heterogeneous CDOs
Gao, Xin
;
Wu, Binlin
;
Schäfer, Tobias
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011778286
Saved in:
3
Dynamic risk model for CMO with credit tranching
Parnes, Dror
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011493318
Saved in:
4
Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
Saved in:
5
An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng
;
Wang, Wenfei
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
Saved in:
6
Option pricing via radial basis functions : performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011333436
Saved in:
7
New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo
;
Zhong, Shouming
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
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8
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
9
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:
10
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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