//--> //--> //--> //-->
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
Shaping Reforms and Business M...
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
102
Optionspreistheorie
102
Theorie
66
Theory
66
Stochastic process
60
Stochastischer Prozess
60
Credit risk
41
Kreditrisiko
41
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
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
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
Runggaldier, Wolfgang J.
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
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
MPRA Paper
1,456
ECB Working Paper
809
NBER Working Papers
713
CEPR Discussion Papers
684
IMF Working Paper
683
Working Paper
563
CESifo Working Paper
464
The journal of futures markets
403
Journal of Banking & Finance
379
CESifo working papers
350
Economics Papers from University Paris Dauphine
328
Working paper series / European Central Bank
320
CESifo Working Paper Series
316
SpringerLink / Bücher
310
Staff Report
275
Staff reports / Federal Reserve Bank of New York
266
Research paper series / Swiss Finance Institute
256
BIS Working Paper
249
BANCARIA
234
FEDS Working Paper
229
NBER working paper series
225
Discussion paper
218
FRB of New York Staff Report
214
Working paper
195
Journal of banking & finance
194
CFS Working Paper Series
193
Finance
191
Springer eBook Collection
191
Bank of England Working Paper
187
Swiss Finance Institute Research Paper
174
Working papers / ADB Institute
172
ADBI Working Paper
169
AGDI working paper
156
AGDI Working Paper
155
Discussion paper / Tinbergen Institute
155
SAFE working paper
152
Journal of International Financial Markets, Institutions and Money
149
Staff working paper / Bank of Canada
149
IMF Working Papers
148
more ...
less ...
Source
All
ECONIS (ZBW)
171
Showing
1
-
10
of
171
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
2
The Feynman-Kac formula and pricing occupation time derivatives
Hugonnier, Julien-N.
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 153-178
Persistent link: https://www.econbiz.de/10001394244
Saved in:
3
An international study of efficiency and risk in money markets
Miles, David
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 389-424
Persistent link: https://www.econbiz.de/10001251047
Saved in:
4
Deriving closed-form solutions for Gaussian pricing models : a systematic time-domain approach
Levin, Alexander
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 349-376
Persistent link: https://www.econbiz.de/10001251049
Saved in:
5
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
6
An explicit formula for option pricing in discrete incomplete markets
Wolczyńska, Grażyna
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 283-288
Persistent link: https://www.econbiz.de/10001240153
Saved in:
7
Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
Saved in:
8
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
9
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
10
Asymptotic approximations for pricing derivatives under mean-reverting processes
Jordan, Richard
;
Tier, Charles
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011525106
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...
//-->