//--> //--> //--> //-->
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
Forward mortality rates in dis...
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
102
Theory
102
Option trading
47
Optionsgeschäft
47
Volatility
37
Volatilität
37
USA
30
United States
30
CAPM
23
Hedging
22
Yield curve
21
Zinsstruktur
21
Stochastic process
19
Stochastischer Prozess
19
Derivat
18
Derivative
18
Estimation
17
Schätzung
17
Statistical distribution
14
Statistische Verteilung
14
Interest rate derivative
12
Zinsderivat
12
Aktienoption
10
Stock option
10
Black-Scholes model
8
Black-Scholes-Modell
8
Swap
8
ARCH model
7
ARCH-Modell
7
Convertible bond
7
Credit risk
7
Index futures
7
Index-Futures
7
Kreditrisiko
7
Wandelanleihe
7
Currency option
6
Deutschland
6
Devisenoption
6
more ...
less ...
Type of publication
All
Article
220
Type of publication (narrower categories)
All
Article in journal
220
Aufsatz in Zeitschrift
220
Bibliografie
1
Bibliography
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
220
Author
All
Chen, Son-nan
6
Wu, Ting-pin
6
Fabozzi, Frank J.
4
Hull, John
4
Ritchken, Peter H.
4
Newton, David P.
3
Orosi, Greg
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Tian, Yisong Sam
3
Wei, Jason
3
White, Alan
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Broadie, Mark
2
Chambers, Donald Robert
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
Figlewski, Stephen
2
Glasserman, Paul
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
Quittard-Pinon, François
2
Rendleman, Richard J.
2
Rich, Don R.
2
Rubinstein, Mark
2
Staino, Alessandro
2
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
NBER working paper series
870
Working paper / National Bureau of Economic Research, Inc.
753
NBER Working Paper
674
International journal of theoretical and applied finance
517
Journal of banking & finance
479
Journal of financial economics
389
Insurance / Mathematics & economics
380
The journal of futures markets
333
Mathematical finance : an international journal of mathematics, statistics and financial theory
327
Journal of economic dynamics & control
308
The journal of finance : the journal of the American Finance Association
295
Discussion paper series / IZA
293
Finance research letters
291
Finance and stochastics
277
The review of financial studies
273
Applied mathematical finance
259
The journal of computational finance
258
Quantitative finance
233
Working paper
222
Risks : open access journal
209
Journal of empirical finance
200
IZA Discussion Papers
196
Research paper series / Swiss Finance Institute
184
Review of derivatives research
181
International review of financial analysis
179
Journal of financial and quantitative analysis : JFQA
179
European journal of operational research : EJOR
175
Applied economics
173
CESifo working papers
173
Management science : journal of the Institute for Operations Research and the Management Sciences
167
Discussion paper / Centre for Economic Policy Research
166
Economics letters
164
The North American journal of economics and finance : a journal of financial economics studies
164
IZA Discussion Paper
161
Journal of health economics
159
Discussion papers / CEPR
156
Economic modelling
156
The European journal of finance
155
Journal of econometrics
148
more ...
less ...
Source
All
ECONIS (ZBW)
220
Showing
1
-
10
of
220
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Calibrating and pricing with a stochastic-local volatility model
Tian, Yu
;
Zhu, Zili
;
Lee, Geoffrey
;
Klebaner, Fima C.
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011399673
Saved in:
2
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
3
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
Saved in:
4
Another look at the Ho-Lee bond option pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
5
A flexible lattice model for pricing contingent claims under multiple risk factors
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10011968670
Saved in:
6
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
7
A simple closed-form formula for pricing basket options
Kan, Kin Hung
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
Saved in:
8
Valuations of
mortality
-linked structured products
Yueh, Meng-Lan
;
Chiu, Hsin-Yu
;
Tsai, Shou-Hsun
- In:
The journal of derivatives : the official publication …
24
(
2016
)
2
,
pp. 66-87
Persistent link: https://www.econbiz.de/10011687336
Saved in:
9
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:
10
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:
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...
//-->