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~isPartOf:"International journal of theoretical and applied finance"
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The mathematics of hedging
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Derivat
170
Derivative
170
Option pricing theory
150
Optionspreistheorie
150
Theorie
120
Theory
120
Hedging
115
Stochastic process
84
Stochastischer Prozess
84
Volatility
58
Volatilität
58
Credit risk
46
Kreditrisiko
46
Swap
43
Portfolio selection
42
Portfolio-Management
42
Option trading
38
Optionsgeschäft
38
Yield curve
36
Zinsstruktur
36
Black-Scholes model
25
Black-Scholes-Modell
25
Credit derivative
22
Kreditderivat
22
CAPM
17
Incomplete market
17
Unvollkommener Markt
17
Markov chain
15
Markov-Kette
14
Interest rate derivative
13
Martingal
13
Martingale
13
Zinsderivat
13
Statistical distribution
12
Statistische Verteilung
12
hedging
12
Monte Carlo simulation
11
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11
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11
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11
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274
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Brigo, Damiano
7
Benth, Fred Espen
5
Bielecki, Tomasz R.
4
Capriotti, Luca
4
Hess, Markus
4
Jeanblanc, Monique
4
Pallavicini, Andrea
4
Arai, Takuji
3
Biagini, Francesca
3
Cialenco, Igor
3
Elliott, Robert J.
3
Joshi, Mark S.
3
Melʹnikov, Aleksandr V.
3
Meyer-Brandis, Thilo
3
Michielon, Matteo
3
Rutkowski, Marek
3
Siu, Tak Kuen
3
Wilmott, Paul
3
Antonelli, Fabio
2
Aurell, Erik
2
Avellaneda, Marco
2
Bernard, Carole
2
Buescu, Cristin
2
Carmona, René
2
Carr, Peter
2
Charpin, Françoise
2
Chiarella, Carl
2
Crépey, S.
2
Crépey, Stéphane
2
D'Ippoliti, Fernanda
2
Di Graziano, Giuseppe
2
Fouque, Jean-Pierre
2
Gapeev, Pavel V.
2
Gulko, Les
2
Heath, David C.
2
Henderson, Vicky
2
Hobson, David G.
2
Hok, Julien
2
Hubalek, Friedrich
2
Hughston, Lane P.
2
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International journal of theoretical and applied finance
The journal of futures markets
706
Journal of banking & finance
326
Energy economics
219
Finance research letters
209
NBER working paper series
192
Working paper / National Bureau of Economic Research, Inc.
184
International review of financial analysis
181
IMF Working Papers
172
Journal of financial economics
165
The journal of finance : the journal of the American Finance Association
156
International review of economics & finance : IREF
155
NBER Working Paper
142
The journal of derivatives : the official publication of the International Association of Financial Engineers
133
Applied mathematical finance
132
The review of financial studies
132
European journal of operational research : EJOR
131
Finance and stochastics
124
Journal of financial and quantitative analysis : JFQA
124
The European journal of finance
120
Management science : journal of the Institute for Operations Research and the Management Sciences
119
Applied economics
117
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
SpringerLink / Bücher
101
The North American journal of economics and finance : a journal of financial economics studies
101
Applied financial economics
100
Quantitative finance
98
Research in international business and finance
98
Review of derivatives research
98
Economic modelling
95
The accounting review : a publication of the American Accounting Association
95
Discussion paper / Centre for Economic Policy Research
94
Insurance / Mathematics & economics
90
Journal of international financial markets, institutions & money
89
Working paper
89
Economics letters
88
Journal of economic dynamics & control
88
Research paper series / Swiss Finance Institute
88
Applied economics letters
86
Pacific-Basin finance journal
83
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ECONIS (ZBW)
276
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1
Implications for
hedging
of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
2
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
3
Hedging
(co)variance risk with variance
swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
4
Volatility derivatives and model-free implied leverage
Fukasawa, Masaaki
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010363969
Saved in:
5
Hedging
European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
6
On robustness of the black-scholes partial differential equation model
Mastinsek, Miklavz
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011455391
Saved in:
7
Fast and accurate pricing and
hedging
of long-dated CMS spread
options
Joshi, Mark S.
;
Chao Yang
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 839-865
Persistent link: https://www.econbiz.de/10008905112
Saved in:
8
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
9
Defaultable Lévy Libor rates and credit derivatives
Huehne, Florian
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 407-435
Persistent link: https://www.econbiz.de/10003463421
Saved in:
10
Forward-rate volatilities and the swaption matrix : why neither time-homogeneity nor time-dependence are enough
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 705-746
Persistent link: https://www.econbiz.de/10003378994
Saved in:
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