//--> //--> //--> //-->
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:"Quantitative 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
Margin Calculation of Multi-Le...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
203
Portfolio-Management
203
Option pricing theory
199
Optionspreistheorie
199
Theorie
136
Theory
136
Stochastic process
133
Stochastischer Prozess
133
Volatility
124
Volatilität
124
Derivat
63
Derivative
63
Option trading
58
Optionsgeschäft
58
Risiko
43
Risk
43
Risikomaß
41
Risk measure
41
Capital income
38
Hedging
38
Kapitaleinkommen
38
CAPM
35
Risikomanagement
34
Risk management
34
Experiment
31
Option pricing
30
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Estimation
28
Forecasting model
28
Prognoseverfahren
28
Mathematical programming
27
Mathematische Optimierung
27
Schätzung
27
Stochastic volatility
26
Statistical distribution
24
Statistische Verteilung
24
Portfolio optimization
23
Black-Scholes model
22
Black-Scholes-Modell
22
more ...
less ...
Online availability
All
Undetermined
352
Free
48
Type of publication
All
Article
400
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
403
Aufsatz in Zeitschrift
403
Conference paper
13
Konferenzbeitrag
13
Aufsatzsammlung
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
403
Author
All
Bayer, Christian
7
Escobar, Marcos
6
Gatheral, Jim
4
Härdle, Wolfgang
4
Jacquier, Antoine
4
Kim, Woo Chang
4
Lee, Yongjae
4
Li, Lingfei
4
Madan, Dilip B.
4
Radoičić, Radoš
4
Tempone, Raúl
4
Wong, Hoi Ying
4
Zhu, Song-Ping
4
Boudt, Kris
3
Chan, Tat Lung
3
Elliott, Robert J.
3
Felpel, Mike
3
Hilliard, Jimmy E.
3
Horvath, Blanka Nora
3
Kienitz, Jörg
3
Kim, Jang Ho
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Schoutens, Wim
3
Stübinger, Johannes
3
Vanduffel, Steven
3
Xiong, Jie
3
Yu, Philip L. H.
3
Ziveyi, Jonathan
3
Abergel, Frédéric
2
Aguilar, Jean-Philippe
2
Alexander, Carol
2
Alòs, Elisa
2
Bel Hadj Ayed, Ahmed
2
Ben Hammouda, Chiheb
2
Benth, Fred Espen
2
Bernard, Carole
2
Birge, John R.
2
Bormetti, Giacomo
2
Bossu, Sébastien
2
more ...
less ...
Institution
All
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Published in...
All
Quantitative finance
Journal of banking & finance
946
The journal of futures markets
780
International journal of theoretical and applied finance
738
NBER working paper series
664
Finance research letters
643
Working paper / National Bureau of Economic Research, Inc.
583
European journal of operational research : EJOR
546
Insurance / Mathematics & economics
502
NBER Working Paper
466
Mathematical finance : an international journal of mathematics, statistics and financial theory
435
Journal of financial economics
429
Finance and stochastics
419
International review of financial analysis
387
Journal of economic dynamics & control
385
The journal of finance : the journal of the American Finance Association
373
Applied mathematical finance
325
Research paper series / Swiss Finance Institute
316
Journal of financial and quantitative analysis : JFQA
307
The journal of derivatives : the official publication of the International Association of Financial Engineers
307
The journal of computational finance
294
The review of financial studies
293
The European journal of finance
291
Applied economics
285
Risks : open access journal
284
International review of economics & finance : IREF
275
Management science : journal of the Institute for Operations Research and the Management Sciences
273
Energy economics
270
SpringerLink / Bücher
270
The journal of asset management
270
Journal of empirical finance
267
The journal of portfolio management : a publication of Institutional Investor
267
Discussion paper / Centre for Economic Policy Research
266
The North American journal of economics and finance : a journal of financial economics studies
260
Economic modelling
239
Computational economics
235
Journal of risk and financial management : JRFM
226
Economics letters
218
Review of derivatives research
216
Applied financial economics
213
more ...
less ...
Source
All
ECONIS (ZBW)
403
Showing
1
-
10
of
403
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
2
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
3
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
4
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
Saved in:
5
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
Phelan, C. E.
;
Marazzina, D.
;
Germano, G.
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 899-918
Persistent link: https://www.econbiz.de/10012262635
Saved in:
6
A recursive method for static replication of autocallable structured products
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 647-661
Persistent link: https://www.econbiz.de/10012194703
Saved in:
7
Pricing exchange options with correlated jump diffusion processes
Cufaro Petroni, Nicola
;
Sabino, Piergiacomo
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1811-1823
Persistent link: https://www.econbiz.de/10012313516
Saved in:
8
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
Saved in:
9
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
10
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
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...
//-->