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~isPartOf:"International journal of theoretical and applied finance"
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Mortgage option deltas
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Option pricing theory
467
Optionspreistheorie
467
Stochastic process
209
Stochastischer Prozess
209
Volatility
165
Volatilität
165
Theorie
117
Theory
117
Option trading
111
Optionsgeschäft
111
Derivat
105
Derivative
105
Hedging
69
Black-Scholes model
55
Black-Scholes-Modell
55
Yield curve
41
Zinsstruktur
41
Portfolio selection
34
Portfolio-Management
34
Credit risk
32
Kreditrisiko
32
CAPM
30
Monte Carlo simulation
30
Monte-Carlo-Simulation
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Markov chain
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Markov-Kette
27
option pricing
27
Statistical distribution
25
Statistische Verteilung
25
Incomplete market
24
Unvollkommener Markt
24
Martingal
23
Martingale
23
Swap
23
stochastic volatility
23
Experiment
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Interest rate derivative
18
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18
Risiko
17
Risk
17
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Undetermined
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497
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Kwok, Yue-Kuen
10
Levendorskij, Sergej Z.
10
Takahashi, Akihiko
7
Benth, Fred Espen
6
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Joshi, Mark S.
5
Oosterlee, Cornelis W.
5
Schoutens, Wim
5
Siu, Tak Kuen
5
Wu, Lixin
5
Avellaneda, Marco
4
Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
4
Hughston, Lane P.
4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Madan, Dilip B.
4
Račev, Svetlozar T.
4
Arai, Takuji
3
Bernard, Carole
3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Carr, Peter
3
Chiarella, Carl
3
Cui, Zhenyu
3
Dahl, Lars O.
3
Ehrhardt, Matthias
3
Forde, Martin
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hoogland, J. K.
3
Hubalek, Friedrich
3
Neumann, C. D. D.
3
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International journal of theoretical and applied finance
The journal of futures markets
380
Journal of banking & finance
331
The journal of real estate finance and economics
306
NBER working paper series
279
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
The journal of computational finance
256
Working paper / National Bureau of Economic Research, Inc.
250
Applied mathematical finance
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
245
Finance and stochastics
234
Quantitative finance
206
NBER Working Paper
202
Review of derivatives research
186
Journal of economic dynamics & control
160
Finance research letters
156
European journal of operational research : EJOR
146
Journal of financial economics
145
Insurance / Mathematics & economics
144
The review of financial studies
143
Journal of housing economics
142
Computational economics
118
International journal of financial engineering
118
Real estate economics : journal of the American Real Estate and Urban Economics Association
117
Journal of mathematical finance
108
Finance and economics discussion series
106
Risks : open access journal
105
Research paper series / Swiss Finance Institute
104
The journal of finance : the journal of the American Finance Association
103
The journal of fixed income
96
The North American journal of economics and finance : a journal of financial economics studies
95
Working paper
95
The European journal of finance
94
Discussion paper / Centre for Economic Policy Research
90
Journal of financial and quantitative analysis : JFQA
88
Asia-Pacific financial markets
85
Working papers / Federal Reserve Bank of Philadelphia, Research Department
82
Applied economics
78
Journal of urban economics
77
International review of economics & finance : IREF
75
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ECONIS (ZBW)
498
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1
Prepayment option of a perpetual corporate loan : the impact of the funding costs
Papin, Timothee
;
Turinici, Gabriel
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010391495
Saved in:
2
Values of mortgages with top-up payment options
Lai, Rose Neng
;
Ong, Seow-eng
;
Sing, Tien-foo
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 801-824
Persistent link: https://www.econbiz.de/10003379044
Saved in:
3
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
4
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
5
Pricing and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
Saved in:
6
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
7
An analysis of the supply curve for liquidity risk through book data
Blais, Marcel
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
Saved in:
8
Solving the Asian option PDE using Lie symmetry methods
Caister, Nicolette C.
;
O'Hara, John G.
;
Govinder, Keshlan S.
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1265-1277
Persistent link: https://www.econbiz.de/10008906161
Saved in:
9
Monotonicity in the volatility of single-barrier option prices
Eriksson, Jonatan
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 987-996
Persistent link: https://www.econbiz.de/10003380317
Saved in:
10
Margin trading through hyper timeline
Ng, Siu-Ah
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 801-815
Persistent link: https://www.econbiz.de/10003564644
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