//--> //--> //--> //-->
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
Recent advances in the literat...
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
Swap
20
Portfolio selection
19
Portfolio-Management
19
Credit derivative
16
Kreditderivat
16
Black-Scholes model
14
Black-Scholes-Modell
14
Markov chain
13
CAPM
12
Markov-Kette
12
Statistical distribution
11
Statistische Verteilung
11
Interest rate derivative
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
50
Type of publication
All
Article
169
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
171
Aufsatz in Zeitschrift
171
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
171
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
The journal of futures markets
397
Journal of banking & finance
179
IMF Working Papers
153
Energy economics
126
United Nations publication
121
SpringerLink / Bücher
95
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
International review of financial analysis
79
NBER working paper series
77
Working paper / National Bureau of Economic Research, Inc.
74
International review of economics & finance : IREF
73
Journal of financial economics
73
Finance research letters
72
Applied financial economics
71
IMF Staff Country Reports
69
Review of derivatives research
68
Pacific-Basin finance journal
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER Working Paper
63
Quantitative finance
63
The European journal of finance
62
Applied economics
61
Journal of financial and quantitative analysis : JFQA
60
Working paper series
59
European journal of operational research : EJOR
56
IMF working papers
53
Research in international business and finance
53
Advances in futures and options research : a research annual
52
Review of Pacific Basin financial markets and policies
51
Asia Pacific business review
50
Working paper
50
World Bank E-Library Archive
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Asian Pacific economic literature
46
Finance and stochastics
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of fixed income
45
more ...
less ...
Source
All
ECONIS (ZBW)
171
Showing
1
-
10
of
171
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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...
//-->