//--> //--> //--> //-->
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
Liquidity Risk in Derivatives...
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
116
Theory
116
Derivat
66
Derivative
66
Option trading
50
Optionsgeschäft
50
USA
44
United States
44
Volatility
41
Volatilität
41
Credit risk
34
Kreditrisiko
34
Hedging
25
Estimation
23
Schätzung
23
Yield curve
23
Zinsstruktur
23
Stochastic process
21
Stochastischer Prozess
21
Interest rate derivative
15
Zinsderivat
15
Statistical distribution
14
Statistische Verteilung
14
Swap
13
Portfolio selection
12
Portfolio-Management
12
Börsenkurs
10
CAPM
10
Share price
10
Aktienoption
9
Deutschland
9
Germany
9
Stock option
9
Insolvency
8
Insolvenz
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
ARCH model
7
more ...
less ...
Type of publication
All
Article
274
Type of publication (narrower categories)
All
Article in journal
274
Aufsatz in Zeitschrift
274
Bibliografie
1
Bibliography
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
274
Author
All
Chen, Son-nan
6
Wu, Ting-pin
6
Hull, John
5
White, Alan
5
Kupiec, Paul H.
4
Ritchken, Peter H.
4
Rosenberg, Joshua V.
4
Fabozzi, Frank J.
3
Glasserman, Paul
3
Klein, Peter
3
Newton, David P.
3
Orosi, Greg
3
Russo, Emilio
3
Schoutens, Wim
3
Tian, Yisong Sam
3
Uhrig-Homburg, Marliese
3
Wei, Jason
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Bernard, Carole
2
Broadie, Mark
2
Chang, Jui-jane
2
Chen, Ren-Raw
2
Cheng, Wai-yan
2
Choi, Seung-mook S.
2
Christie-David, Rohan
2
Christoffersen, Peter F.
2
Costabile, Massimo
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Duck, Peter W.
2
Engle, Robert F.
2
Grieves, Robin
2
Jacobs, Kris
2
Kennedy, Joanne E.
2
Kritzman, Mark
2
Kwok, Yue-Kuen
2
Lehnert, Thorsten
2
Lyuu, Yuh-dauh
2
Mazzoni, Thomas
2
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
789
MPRA Paper
665
The journal of futures markets
642
International journal of theoretical and applied finance
586
IZA Discussion Papers
557
Discussion paper series / IZA
361
Finance research letters
354
IZA Discussion Paper
332
IMF Working Papers
314
Mathematical finance : an international journal of mathematics, statistics and financial theory
290
Working Paper
281
Applied mathematical finance
272
The journal of computational finance
272
NBER working paper series
263
Finance and stochastics
260
Journal of financial economics
257
IMF Staff Country Reports
249
CESifo Working Paper
247
ECB Working Paper
243
European journal of operational research : EJOR
240
Quantitative finance
240
Discussion paper / Tinbergen Institute
224
CESifo working papers
216
Research paper series / Swiss Finance Institute
212
Review of derivatives research
206
International review of financial analysis
205
Working paper / National Bureau of Economic Research, Inc.
204
Journal of economic dynamics & control
197
Risks : open access journal
193
Working paper
186
Insurance / Mathematics & economics
185
The European journal of finance
184
International review of economics & finance : IREF
182
CESifo Working Paper Series
180
Journal of financial stability
180
NBER Working Paper
180
The journal of credit risk : published quarterly by Incisive Media
180
The journal of fixed income
179
The journal of finance : the journal of the American Finance Association
174
more ...
less ...
Source
All
ECONIS (ZBW)
274
Showing
1
-
10
of
274
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
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:
5
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
6
The bino-trinomial tree : a simple model for efficient and accurate option pricing
Dai, Tian-shyr
;
Lyuu, Yuh-dauh
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003985505
Saved in:
7
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:
8
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
Saved in:
9
Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
Saved in:
10
On pricing derivatives in the presence of auxiliary state variables
Lin, Junze
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10003400049
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...
//-->