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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
448
IMF Staff Country Reports
214
Journal of banking & finance
199
International journal of theoretical and applied finance
172
Proceedings / Federal Reserve Bank of Chicago
133
IMF Working Papers
132
Energy economics
131
Federal Reserve Bulletin
124
International review of financial analysis
86
The journal of finance : the journal of the American Finance Association
85
Applied mathematical finance
80
Finance research letters
78
Journal of financial economics
77
NBER working paper series
72
Working paper / National Bureau of Economic Research, Inc.
70
Review of derivatives research
69
The European journal of finance
68
International review of economics & finance : IREF
67
SpringerLink / Bücher
67
Applied financial economics
65
Quantitative finance
64
Journal of financial and quantitative analysis : JFQA
63
Economic Review
59
European journal of operational research : EJOR
57
NBER Working Paper
55
Finance and Economics Discussion Series
53
Advances in futures and options research : a research annual
52
Applied economics
51
FRBSF Economic Letter
51
Die Bank
50
The North American journal of economics and finance : a journal of financial economics studies
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics letters
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The journal of computational finance
44
Wiley finance series
44
Working paper
43
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ECONIS (ZBW)
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1
Variance reduction for multivariate Monte Carlo simulation
Wang, Jr-yan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 7-28
Persistent link: https://www.econbiz.de/10003771438
Saved in:
2
Default correlation dynamics with business cyle and credit quality changes
Kim, Mi Ae
;
Kim, Tong Suk
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 8-27
Persistent link: https://www.econbiz.de/10003159462
Saved in:
3
Performance of candlestick analysis on intraday
futures
data
Fock, J. Henning
;
Klein, Christian
;
Zwergel, Bernhard
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 28-40
Persistent link: https://www.econbiz.de/10003159536
Saved in:
4
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
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5
Year-end seasonality in one-month LIBOR derivatives
Neely, Christopher J.
;
Winters, Drew B.
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 47-65
Persistent link: https://www.econbiz.de/10003321083
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6
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
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7
Optimal derivative strategies with discrete rebalancing
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
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8
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
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9
Where should you buy your options? : the pricing of exchange-traded certificates and OTC derivatives in Germany
Muck, Matthias
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 82-96
Persistent link: https://www.econbiz.de/10003379134
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10
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
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