//--> //--> //--> //-->
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 derivatives : the official publication of the International Association of Financial Engineers"
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
Die Bepreisung und Steuerung v...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
203
Optionspreistheorie
203
Theorie
90
Theory
90
Option trading
47
Optionsgeschäft
47
Volatility
36
Volatilität
36
USA
29
United States
29
Hedging
19
Stochastic process
18
Stochastischer Prozess
18
Yield curve
18
Zinsstruktur
18
Derivat
17
Derivative
17
Estimation
17
Schätzung
17
Statistical distribution
13
Statistische Verteilung
13
Interest rate derivative
12
Zinsderivat
12
Aktienoption
9
Stock option
9
Swap
8
ARCH model
7
ARCH-Modell
7
Black-Scholes model
7
Black-Scholes-Modell
7
CAPM
7
Index futures
7
Index-Futures
7
Currency option
6
Devisenoption
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Simulation
6
Aktienindex
5
Börsenkurs
5
more ...
less ...
Type of publication
All
Article
205
Type of publication (narrower categories)
All
Article in journal
205
Aufsatz in Zeitschrift
205
Bibliografie
1
Bibliography
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
205
Author
All
Chen, Son-nan
6
Wu, Ting-pin
6
Ritchken, Peter H.
4
Fabozzi, Frank J.
3
Newton, David P.
3
Orosi, Greg
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Tian, Yisong Sam
3
Wei, Jason
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Broadie, Mark
2
Chang, Jui-jane
2
Chen, Ren-Raw
2
Choi, Seung-mook S.
2
Christoffersen, Peter F.
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Engle, Robert F.
2
Glasserman, Paul
2
Hull, John
2
Jacobs, Kris
2
Kennedy, Joanne E.
2
Klein, Peter
2
Lehnert, Thorsten
2
Lyuu, Yuh-dauh
2
Mazzoni, Thomas
2
Nawalkha, Sanjay K.
2
Nunes, Joaõ Pedro Vidal
2
Pérignon, Christophe
2
Quittard-Pinon, François
2
Rendleman, Richard J.
2
Rich, Don R.
2
Rubinstein, Mark
2
Staino, Alessandro
2
Taylor, Stephen
2
Uhrig-Homburg, Marliese
2
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
992
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
612
Die Bank
609
International journal of theoretical and applied finance
470
Euromoney
423
NBER working paper series
343
Finance research letters
336
IMF working papers
281
Working paper / National Bureau of Economic Research, Inc.
277
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
275
The journal of futures markets
266
SpringerLink / Bücher
262
Applied economics
255
Europäische Hochschulschriften / 5
255
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
NBER Working Paper
255
The journal of computational finance
254
Applied mathematical finance
244
Journal of financial stability
240
Research in international business and finance
226
Finance and stochastics
220
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
216
Journal of international financial markets, institutions & money
213
Discussion paper / Centre for Economic Policy Research
208
European journal of operational research : EJOR
204
Quantitative finance
204
International review of financial analysis
203
International journal of economics and financial issues : IJEFI
198
Journal of financial economics
196
Economic modelling
190
Journal of financial services research : JFSR
190
Bank-Betrieb : Zeitschrift für Bankpolitik u. Bankpraxis
188
International journal of economics and finance
187
The bankers' magazine : and journal of the money market and railway digest
187
International review of economics & finance : IREF
184
Journal of money, credit and banking : JMCB
180
The European journal of finance
178
Applied economics letters
173
Journal of economic dynamics & control
173
more ...
less ...
Source
All
ECONIS (ZBW)
205
Showing
1
-
10
of
205
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
2
Valuing multiple employee stock options issued by the same company
Dennis, Patrick
;
Rendleman, Richard J.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 44-69
Persistent link: https://www.econbiz.de/10003771453
Saved in:
3
Derivative pricing models with regime switching : a general approach
Edwards, Craig Steven
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 41-47
Persistent link: https://www.econbiz.de/10003159539
Saved in:
4
Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.
;
Widdick, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
Saved in:
5
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
6
On the pricing of power and other polynomial options
Macovschi, Stefan
;
Quittard-Pinon, François
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 61-71
Persistent link: https://www.econbiz.de/10003346507
Saved in:
7
Barrier option pricing using adjusted transition probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 36-53
Persistent link: https://www.econbiz.de/10003795257
Saved in:
8
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
9
Pricing Parisian options by generating functions
Li, Bing-qing
;
Zhao, Hai-jian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 72-81
Persistent link: https://www.econbiz.de/10003862827
Saved in:
10
The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
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...
//-->