//--> //--> //--> //-->
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
"Chicago mercantile exchange b...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
245
Volatilität
245
Option pricing theory
234
Optionspreistheorie
234
Stochastic process
178
Stochastischer Prozess
178
Derivat
170
Derivative
170
Theorie
152
Theory
152
Credit risk
60
Kreditrisiko
60
Option trading
51
Optionsgeschäft
51
Black-Scholes model
45
Black-Scholes-Modell
45
Hedging
44
Portfolio selection
41
Portfolio-Management
41
Yield curve
39
Zinsstruktur
39
Swap
32
CAPM
25
Statistical distribution
25
Statistische Verteilung
25
stochastic volatility
24
Insolvency
23
Insolvenz
23
Credit derivative
21
Kreditderivat
21
Markov chain
20
Markov-Kette
19
Börsenkurs
18
Experiment
18
Share price
18
Stochastic volatility
18
option pricing
17
Estimation
16
Interest rate derivative
16
Monte Carlo simulation
16
more ...
less ...
Online availability
All
Undetermined
124
Type of publication
All
Article
409
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
411
Aufsatz in Zeitschrift
411
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
2
Mehrbändiges Werk
2
Multi-volume publication
2
Sammelwerk
2
more ...
less ...
Language
All
English
411
Author
All
Brigo, Damiano
9
Benth, Fred Espen
8
Takahashi, Akihiko
6
Jeanblanc, Monique
5
Pallavicini, Andrea
5
Chiarella, Carl
4
Hess, Markus
4
Oosterlee, Cornelis W.
4
Rebonato, Riccardo
4
Antonelli, Fabio
3
Avellaneda, Marco
3
Bernard, Carole
3
Bielecki, Tomasz R.
3
Buescu, Cristin
3
Capriotti, Luca
3
Carmona, René
3
Carr, Peter
3
Cui, Zhenyu
3
Fabozzi, Frank J.
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gapeev, Pavel V.
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Kwok, Yue-Kuen
3
Levendorskij, Sergej Z.
3
Liu, Rui Hua
3
Macrina, Andrea
3
Michielon, Matteo
3
Mijatovi´c, Aleksandar
3
Platen, Eckhard
3
Radoičić, Radoš
3
Rutkowski, Marek
3
Schoutens, Wim
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Wagalath, Lakshithe
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Albanese, Claudio
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
NBER working paper series
1,027
The journal of futures markets
973
Finance research letters
970
Working paper / National Bureau of Economic Research, Inc.
939
Journal of banking & finance
895
NBER Working Paper
812
Energy economics
739
International review of financial analysis
711
Applied economics
578
International review of economics & finance : IREF
565
MPRA Paper
553
Journal of financial economics
513
Economic modelling
483
Discussion paper / Centre for Economic Policy Research
474
Research in international business and finance
452
The North American journal of economics and finance : a journal of financial economics studies
447
Economics letters
422
Applied economics letters
417
Working paper
416
The journal of finance : the journal of the American Finance Association
390
Journal of international financial markets, institutions & money
388
Journal of risk and financial management : JRFM
372
Applied financial economics
358
Journal of empirical finance
357
The review of financial studies
344
Journal of econometrics
341
Journal of international money and finance
318
NBER Working Papers
318
Pacific-Basin finance journal
309
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
296
IMF working papers
295
Discussion paper / Tinbergen Institute
290
The European journal of finance
288
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
285
Working Paper
284
Economics Bulletin
277
Journal of economic dynamics & control
275
Journal of financial and quantitative analysis : JFQA
274
CESifo working papers
271
more ...
less ...
Source
All
ECONIS (ZBW)
411
Showing
1
-
10
of
411
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
and
liquidity
on high-frequency electricity
futures
markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
2
CVA with wrong way risk : sensitivities,
volatility
and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
3
A dynamic model of central counterparty risk
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Feng, Shibi
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
Saved in:
4
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
Saved in:
5
Bilateral counterparty risk valuation of CDS contracts with simultaneous defaults
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233305
Saved in:
6
Counterparty risk for Credit Default Swap with states related default intensity processes
Tang, Dan
;
Wang, Yongjin
;
Zhou, Yuzhen
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1335-1353
Persistent link: https://www.econbiz.de/10009541993
Saved in:
7
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
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
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
10
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
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...
//-->