//--> //--> //--> //-->
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 theoretical and applied finance"
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
INTERNATIONAL FINANCIAL CRISIS...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
170
Derivative
170
Option pricing theory
101
Optionspreistheorie
101
Theorie
65
Theory
65
Stochastic process
59
Stochastischer Prozess
59
Credit risk
40
Kreditrisiko
40
Volatility
38
Volatilität
38
Hedging
34
Yield curve
25
Zinsstruktur
25
Option trading
22
Optionsgeschäft
22
Portfolio selection
20
Portfolio-Management
20
Swap
20
Credit derivative
16
Kreditderivat
16
Black-Scholes model
14
Black-Scholes-Modell
14
Markov chain
13
CAPM
12
Markov-Kette
12
Interest rate derivative
10
Statistical distribution
10
Statistische Verteilung
10
Zinsderivat
10
CVA
9
Collateral
8
Incomplete market
8
Kreditsicherung
8
Martingal
8
Martingale
8
Risikomanagement
8
Risk management
8
Unvollkommener Markt
8
more ...
less ...
Online availability
All
Undetermined
51
Type of publication
All
Article
170
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
172
Aufsatz in Zeitschrift
172
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Mehrbändiges Werk
2
Multi-volume publication
2
Sammelwerk
2
more ...
less ...
Language
All
English
172
Author
All
Brigo, Damiano
6
Benth, Fred Espen
5
Jeanblanc, Monique
4
Pallavicini, Andrea
4
Bielecki, Tomasz R.
3
Capriotti, Luca
3
Hess, Markus
3
Antonelli, Fabio
2
Aurell, Erik
2
Avellaneda, Marco
2
Bernard, Carole
2
Buescu, Cristin
2
Carmona, René
2
Chiarella, Carl
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
D'Ippoliti, Fernanda
2
Di Graziano, Giuseppe
2
Fouque, Jean-Pierre
2
Gapeev, Pavel V.
2
Hok, Julien
2
Joshi, Mark S.
2
Mai, Jan-Frederik
2
Melʹnikov, Aleksandr V.
2
Meyer-Brandis, Thilo
2
Michielon, Matteo
2
Mijatovi´c, Aleksandar
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
Takahashi, Akihiko
2
Torricelli, Lorenzo
2
Walker, Michael B.
2
Wang, Yongjin
2
Albanese, Claudio
1
Alòs, Elisa
1
Anderluh, J. H. M.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
MPRA Paper
1,094
NBER Working Papers
724
Working Paper
476
CEPR Discussion Papers
420
The journal of futures markets
404
CESifo Working Paper
391
IMF Working Paper
333
ECB Working Paper
330
Research paper series / Swiss Finance Institute
291
CESifo working papers
281
CESifo Working Paper Series
275
Journal of banking & finance
272
NBER working paper series
246
Swiss Finance Institute Research Paper
225
IZA Discussion Papers
218
Economics Papers from University Paris Dauphine
197
Working paper
185
Journal of Banking & Finance
177
Journal of financial economics
172
Finance research letters
160
The journal of finance : the journal of the American Finance Association
154
International review of financial analysis
146
The review of financial studies
144
Discussion paper
133
Discussion paper series / IZA
132
Working paper series / European Central Bank
131
Energy economics
127
IZA Discussion Paper
125
Working paper / National Bureau of Economic Research, Inc.
121
Cogent economics & finance
117
Discussion paper / Tinbergen Institute
112
Journal of financial and quantitative analysis : JFQA
112
Journal of risk and financial management : JRFM
112
Kiel Working Paper
109
Tinbergen Institute Discussion Papers
109
Pacific-Basin finance journal
108
Tinbergen Institute Discussion Paper
106
Working paper / Centre for Financial Research
104
NBER Working Paper
103
more ...
less ...
Source
All
ECONIS (ZBW)
172
Showing
1
-
10
of
172
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Institutional investors and the dependence structure of asset returns
Cont, Rama
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
Saved in:
2
Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian
;
Proelss, Juliane
;
Schweizer, Denis
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
Saved in:
3
Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
Saved in:
4
Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
Saved in:
5
On finite dimensional realizations for the term structure of futures prices
Björk, Tomas
;
Blix, Magnus
;
Landén, Camilla
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 281-314
Persistent link: https://www.econbiz.de/10003344282
Saved in:
6
A dynamic approach to the modeling of correlation credit derivatives using Markov chains
Di Graziano, Giuseppe
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10003847557
Saved in:
7
Pricing of exotic energy derivatives based on arithmetic spot models
Benth, Fred Espen
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10003879078
Saved in:
8
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
9
Explicit solutions for a nonlinear model of financial derivatives
Bordag, L. A.
;
Chmakova, Alina Y.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003415479
Saved in:
10
Variance term structure and VIX futures pricing
Zhu, Yingzi
;
Zhang, Jin E.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10003415735
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->