//--> //--> //--> //-->
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:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Option trading"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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
Das Reportgeschäft
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option trading
USA
Derivat
109
Derivative
109
Option pricing theory
50
Optionspreistheorie
50
Theorie
36
Theory
36
Credit risk
20
Kreditrisiko
20
United States
18
Stochastic process
14
Stochastischer Prozess
14
Volatility
13
Volatilität
13
Yield curve
13
Zinsstruktur
13
Portfolio selection
11
Portfolio-Management
11
Interest rate derivative
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Optionsgeschäft
10
Zinsderivat
10
Hedging
9
Financial analysis
8
Finanzanalyse
8
Swap
8
CAPM
7
Deutschland
6
Estimation
6
Germany
6
Schätzung
6
Analysis
5
Black-Scholes model
5
Black-Scholes-Modell
5
Börsenkurs
5
Mathematical analysis
5
Share price
5
Interest rate
4
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
28
Language
All
English
28
Author
All
Anson, Mark J. P.
1
Bessembinder, Hendrik
1
Blankley, Alan
1
Boudoukh, Jacob
1
Braga, Bruno Saturnino
1
Canter, Michael S.
1
Carpenter, Jennifer N.
1
Chaput, J. Scott
1
Chaudhry, Mukesh
1
Christie-David, Rohan
1
Cole, Joseph B.
1
Coughenour, Jay F.
1
Davis, Jesse
1
Devos, Laurens
1
Diethelm, Martin
1
Ederington, Louis H.
1
El Karoui, Nicole
1
Escobar, Marcos
1
Frino, Alex
1
Gehr, Adam K.
1
Graaf, Cornelis S. L. de
1
Grieves, Robin
1
Hainaut, Donatien
1
Hill, Amelia
1
Jarnecic, Elvis
1
Jiao, Ying
1
Kandhai, Drona
1
Klein, Peter
1
Korn, Olaf
1
Kurtz, David
1
Lamb, Reinhold
1
Mann, Steven V.
1
Martell, Terrence F.
1
Moraux, Franck
1
Mortensen, Allan
1
Mußhoff, Oliver
1
O'Sullivan, Conall
1
O'Sullivan, Stephen
1
Odening, Martin
1
Orosi, Greg
1
more ...
less ...
Published in...
All
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
181
Journal of banking & finance
48
The journal of finance : the journal of the American Finance Association
42
Journal of financial economics
31
Journal of financial and quantitative analysis : JFQA
26
Advances in futures and options research : a research annual
24
International journal of theoretical and applied finance
22
Review of derivatives research
21
The journal of fixed income
20
The journal of structured finance
20
Applied financial economics
18
Finance research letters
18
Applied mathematical finance
17
International review of economics & finance : IREF
16
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
15
The financial review : the official publication of the Eastern Finance Association
15
The journal of financial research
15
International journal of financial engineering
14
Review of futures markets
14
Finanzmarkt und Portfolio-Management
13
International review of financial analysis
13
Review of quantitative finance and accounting
13
The journal of business : B
13
The review of financial studies
13
Journal of money, credit and banking : JMCB
12
Swiss journal of economics and statistics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
The European journal of finance
11
Economic review
10
Economics letters
10
Global finance journal
10
Journal of financial services research : JFSR
10
Review / Federal Reserve Bank of St. Louis
10
Economic perspectives
9
Journal of economic dynamics & control
9
Review of financial economics : RFE
9
American journal of agricultural economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
Saved in:
2
Credit spread options valuation under GARCH
Tahani, Nabil
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10003379106
Saved in:
3
Do lead-lag effects affect derivative pricing?
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
Saved in:
4
Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
Saved in:
5
Meteorological forecasts and the pricing of temperature futures
Ritter, Matthias
;
Mußhoff, Oliver
;
Odening, Martin
- In:
The journal of derivatives : the official publication …
19
(
2011
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009413613
Saved in:
6
Counterparty credit risk and American options
Klein, Peter
;
Yang, Jun
- In:
The journal of derivatives : the official publication …
20
(
2013
)
4
,
pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
Saved in:
7
An overlooked coupon effect in treasury futures contracts
Grieves, Robin
;
Mann, Steven V.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 56-61
Persistent link: https://www.econbiz.de/10002536242
Saved in:
8
Derivatives markets in Brazil : an overview
Braga, Bruno Saturnino
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 63-78
Persistent link: https://www.econbiz.de/10001207621
Saved in:
9
Compliance with SEC disclosure requirements about market risk
Blankley, Alan
;
Lamb, Reinhold
;
Schroeder, Richard
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 39-50
Persistent link: https://www.econbiz.de/10001497757
Saved in:
10
An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Frino, Alex
;
Hill, Amelia
;
Jarnecic, Elvis
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 41-48
Persistent link: https://www.econbiz.de/10001500038
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->