//--> //--> //--> //-->
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
~language:"eng"
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
Volatility and correlation : T...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
14,023
Option pricing theory
13,708
Theorie
5,157
Theory
4,994
Volatilität
4,064
Volatility
3,961
Stochastischer Prozess
3,300
Stochastic process
3,233
Optionsgeschäft
2,843
Option trading
2,813
Derivat
2,597
Derivative
2,594
USA
1,896
Zinsderivat
1,789
Mathematisches Modell
1,788
Interest rate derivative
1,787
United States
1,639
Portfolio-Management
1,592
Portfolio selection
1,559
Hedging
1,428
Zinsstruktur
1,414
Yield curve
1,398
Schätzung
1,187
CAPM
1,169
Estimation
1,164
Risikomanagement
1,106
Black-Scholes-Modell
1,060
Prices
1,048
Black-Scholes model
1,018
Securities
1,016
Finanzierung
912
Wertpapier
842
Finanzmathematik
815
Kreditrisiko
815
Börsenkurs
799
Risiko
777
Share price
772
Risk
742
Credit risk
738
Risk management
684
more ...
less ...
Online availability
All
Free
6,711
Undetermined
4,198
Type of publication
All
Book / Working Paper
19,246
Article
9,982
Journal
116
Other
28
Type of publication (narrower categories)
All
Article in journal
8,533
Aufsatz in Zeitschrift
8,533
Graue Literatur
2,783
Non-commercial literature
2,783
Working Paper
2,636
Arbeitspapier
2,353
Hochschulschrift
848
Thesis
640
Aufsatz im Buch
607
Book section
607
Collection of articles of several authors
579
Sammelwerk
579
Dissertation u.a. Prüfungsschriften
530
Lehrbuch
526
Textbook
477
Aufsatzsammlung
472
Bibliographie
371
Konferenzschrift
334
research-article
274
Collection of articles written by one author
165
Sammlung
165
Bibliografie enthalten
147
Bibliography included
147
Handbook
118
Handbuch
118
Conference proceedings
109
Glossar enthalten
101
Glossary included
101
Amtsdruckschrift
63
Government document
63
Bibliografie
61
Conference paper
59
Konferenzbeitrag
59
Forschungsbericht
56
Case study
52
Fallstudie
52
technical-paper
45
Festschrift
44
Ratgeber
40
Systematic review
34
more ...
less ...
Language
All
English
German
11,695
Undetermined
4,586
French
433
Spanish
99
Polish
77
Italian
53
Russian
43
Swedish
17
Portuguese
16
Hungarian
13
Ukrainian
12
Finnish
7
Dutch
7
Romanian
6
Danish
5
Lithuanian
5
Turkish
5
Bulgarian
4
Czech
4
Croatian
2
Norwegian
2
Serbian
2
Chinese
2
Valencian
1
Swiss German
1
Hebrew
1
Korean
1
Latin
1
Macedonian
1
more ...
less ...
Author
All
Fabozzi, Frank J.
185
Härdle, Wolfgang
101
Madan, Dilip B.
92
Joshi, Mark S.
74
Cui, Zhenyu
73
Chiarella, Carl
71
Carr, Peter
61
Schoutens, Wim
61
Takahashi, Akihiko
61
Elliott, Robert J.
53
Hull, John
52
Stentoft, Lars
52
Jarrow, Robert A.
49
Jacobs, Kris
47
Račev, Svetlozar T.
43
Schlögl, Erik
42
Wystup, Uwe
41
Alexander, Carol
39
Benth, Fred Espen
39
Kwok, Yue-Kuen
38
Lee, Cheng F.
38
Belomestny, Denis
37
Oosterlee, Cornelis W.
37
Subrahmanyam, Marti G.
37
Wilmott, Paul
37
Schwartz, Eduardo S.
35
Bodie, Zvi
34
Christoffersen, Peter F.
34
Marcus, Alan J.
34
Scaillet, Olivier
34
Barone-Adesi, Giovanni
33
Fusai, Gianluca
33
Heston, Steven L.
33
Kim, Young Shin
33
Zhang, Jin E.
33
Kane, Alex
32
Platen, Eckhard
32
Wang, Xingchun
32
Björk, Tomas
31
Filipović, Damir
31
more ...
less ...
Institution
All
National Bureau of Economic Research
94
Federal Reserve Board (Board of Governors of the Federal Reserve System)
72
International Monetary Fund (IMF)
67
OECD
53
Federal Reserve Bank of St. Louis
34
Edward Elgar Publishing
33
Federal Reserve Bank of New York
29
Centre for Analytical Finance <Århus>
26
Federal Reserve Bank of San Francisco
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Federal Reserve Bank of Chicago
17
Federal Reserve Bank of Cleveland
16
Federal Reserve Bank of Minneapolis
15
Organisation for Economic Co-operation and Development
15
WorldFish Center, Consultative Group on International Agricultural Research (CGIAR)
15
eSocialSciences
15
Federal Reserve Bank of Richmond
14
Friedrich-Schiller-Universität Jena
13
Institut für Schweizerisches Bankwesen <Zürich>
13
RWTH Aachen
13
Ekonomiska forskningsinstitutet <Stockholm>
12
Federal Reserve Bank of Boston
12
Weltbank
12
Federal Reserve Bank of Atlanta
11
Svenska Handelshögskolan <Helsinki>
11
Chambre de commerce et d'industrie de Paris
10
International Food Policy Research Institute (IFPRI)
10
UNCTAD
10
Center for Economic Research <Tilburg>
9
Deutsche Forschungsgemeinschaft
9
Federal Reserve Bank of Kansas City
9
Springer Fachmedien Wiesbaden
9
USDA, ERS
9
University of Western Sydney
9
Centre for Economic Policy Research
8
Federal Reserve Bank of Philadelphia
8
Food and Agriculture Organization (FAO), United Nations
8
Springer International Publishing
8
Cowles Foundation for Research in Economics, Yale University
7
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
484
The journal of futures markets
395
Mathematical finance : an international journal of mathematics, statistics and financial theory
264
The journal of computational finance
259
Applied mathematical finance
248
SpringerLink / Bücher
233
Journal of banking & finance
232
Finance and stochastics
224
The journal of derivatives : the official publication of the International Association of Financial Engineers
216
Quantitative finance
199
Review of derivatives research
173
Insurance / Mathematics & economics
142
European journal of operational research : EJOR
140
Journal of economic dynamics & control
136
International journal of financial engineering
118
Finance research letters
115
Journal of mathematical finance
110
Computational economics
107
Wiley finance series
107
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
101
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
99
Risks : open access journal
98
Research paper series / Swiss Finance Institute
96
Journal of financial economics
94
NBER working paper series
90
The European journal of finance
88
Working paper / National Bureau of Economic Research, Inc.
86
The North American journal of economics and finance : a journal of financial economics studies
85
The journal of finance : the journal of the American Finance Association
82
The review of financial studies
81
Asia-Pacific financial markets
80
Journal of financial and quantitative analysis : JFQA
78
Journal of econometrics
69
IMF Working Papers
68
Lecture notes in economics and mathematical systems : LNEMS
66
Discussion paper
64
Energy economics
62
The journal of fixed income
62
NBER Working Paper
61
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
61
more ...
less ...
Source
All
ECONIS (ZBW)
19,877
USB Cologne (EcoSocSci)
7,817
RePEc
770
Other ZBW resources
390
EconStor
330
BASE
119
USB Cologne (business full texts)
64
OLC EcoSci
5
more ...
less ...
Showing
1
-
10
of
29,372
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An elementary introduction to mathematical finance : options and other topics
Ross, Sheldon M.
-
2003
-
2. ed.
Persistent link: https://www.econbiz.de/10004833237
Saved in:
2
Advanced option pricing models : an empirical approach to valuing options
Katz, Jeffrey
-
2005
Persistent link: https://www.econbiz.de/10004824983
Saved in:
3
Paul Wilmott on quantitative finance
Wilmott, Paul
-
2. ed.
Persistent link: https://www.econbiz.de/10004855933
Saved in:
4
The volatility surface : a practitioner's guide
Gatheral, Jim
-
2006
Persistent link: https://www.econbiz.de/10004868985
Saved in:
5
Frequently asked questions in quantitative finance : including key models, important formulae, common contracts, a history of quantitative finance, sundry lists, brainteasers and m...
Wilmott, Paul
-
2007
-
reprint.
Persistent link: https://www.econbiz.de/10004884241
Saved in:
6
The LIBOR market model in practice
Gatarek, Dariusz
;
Bachert, Prezemyslaw
;
Maksymiuk, Robert
-
2006
Persistent link: https://www.econbiz.de/10004846069
Saved in:
7
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
Saved in:
8
An introduction to financial option valuation : mathematics, stochastics and computation
Higham, Desmond J.
-
2004
Persistent link: https://www.econbiz.de/10004457862
Saved in:
9
A practical guide to forecasting financial market volatility
Poon, Ser-Huang
-
2005
-
Repr.
Persistent link: https://www.econbiz.de/10004824448
Saved in:
10
Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H.
-
2003
Persistent link: https://www.econbiz.de/10004784655
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...
//-->