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~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Portfolio selection"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
Option pricing theory
Optionspreistheorie
Portfolio selection
Schätzung
Derivative
6,461
Schweiz
5,148
Switzerland
5,086
Theorie
1,975
Theory
1,975
USA
1,205
United States
1,203
Hedging
1,135
Volatility
956
Volatilität
956
Deutschland
804
Germany
800
Estimation
717
Credit risk
567
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567
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560
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560
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553
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553
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550
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549
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547
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460
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459
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444
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444
Welt
416
World
416
Stochastic process
414
Stochastischer Prozess
414
Großbritannien
361
United Kingdom
359
Risk
341
CAPM
336
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332
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1,842
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373
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Article
6,840
Book / Working Paper
46
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Aufsatz in Zeitschrift
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6,886
Graue Literatur
2,348
Non-commercial literature
2,348
Working Paper
1,994
Arbeitspapier
1,876
Hochschulschrift
865
Aufsatz im Buch
839
Book section
839
Thesis
734
Lehrbuch
267
Collection of articles of several authors
260
Sammelwerk
260
Textbook
245
Bibliografie enthalten
142
Bibliography included
142
Glossar enthalten
106
Glossary included
106
Aufsatzsammlung
99
Collection of articles written by one author
87
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87
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86
Amtsdruckschrift
71
Government document
71
Handbook
70
Handbuch
70
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65
Ratgeber
46
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33
Guidebook
33
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33
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31
Fallstudie
31
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27
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24
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14
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English
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German
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94
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68
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17
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9
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7
Swedish
7
Portuguese
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3
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3
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2
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2
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1
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Author
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Lien, Da-hsiang Donald
46
Benth, Fred Espen
27
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
19
Irwin, Scott H.
18
García, Philip
16
Ryu, Doojin
16
Brigo, Damiano
15
Carr, Peter
15
Subrahmanyam, Marti G.
15
Wang, Xingchun
15
Webb, Robert I.
15
White, Alan
15
Zimmermann, Heinz
15
Broll, Udo
14
Whaley, Robert E.
14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
13
Fung, Hung-gay
12
Escobar, Marcos
11
Faff, Robert W.
11
Moser, James T.
11
Odening, Martin
11
Barone-Adesi, Giovanni
10
Boyle, Phelim P.
10
Chance, Don M.
10
Feld, Lars P.
10
Gay, Gerald D.
10
Kavussanos, Manolis G.
10
Kugler, Peter
10
Longstaff, Francis A.
10
Pirrong, Craig
10
Platen, Eckhard
10
Tse, Yiuman
10
Bartram, Söhnke M.
9
Batten, Jonathan A.
9
Brenner, Menachem
9
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Asia Pacific Association of Derivatives
5
Bundesverband Deutscher Banken / Ausschuss für Bilanzierung
2
Europäische Kommission
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Asia Pacific Futures Research Symposium <15, 2005, Singapur>
1
Asia-Pacific Association of Derivatives / Annual Conference <2016, Busan>
1
Association of the Bar of the City of New York / Committee on Futures Regulation
1
Bank of England / Derivatives Markets Survey Team
1
China Derivatives Markets Conference <1., 2016, Suzhou>
1
Conference on Risks Involving Derivatives and Other New Financial Instruments <1996, Siena>
1
European Futures Research Symposium <1, 1988, Barcelona>
1
Federal Reserve Bank of Atlanta
1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
Frankreich / Commission Bancaire
1
Frankreich / Commission de Contrôle des Assurances
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
Management Development Institute <Gurgaon>
1
Nihon Ginkō
1
Quick Research Institute <Tokio> / Committee for How to Make the Tokyo Financial Markets more Transparent and International
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
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Published in...
All
The journal of futures markets
389
Journal of banking & finance
180
International journal of theoretical and applied finance
170
Energy economics
124
Swiss journal of economics and statistics
92
Applied mathematical finance
79
The journal of finance : the journal of the American Finance Association
79
International review of financial analysis
75
Journal of financial economics
72
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Applied financial economics
66
Finance research letters
64
The European journal of finance
64
International review of economics & finance : IREF
63
Quantitative finance
62
Journal of financial and quantitative analysis : JFQA
59
European journal of operational research : EJOR
55
Applied economics
54
Advances in futures and options research : a research annual
52
Die Bank
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Finance and stochastics
45
The journal of fixed income
45
Applied economics letters
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of computational finance
44
Economics letters
42
Journal of economic dynamics & control
40
Journal of mathematical finance
39
The review of financial studies
39
Journal of risk and financial management : JRFM
37
Review of quantitative finance and accounting
37
Derivatives & financial instruments
36
Economic modelling
34
Finanzmarkt und Portfolio-Management
34
Risks : open access journal
34
Research in international business and finance
33
The journal of credit risk : published quarterly by Incisive Media
33
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Source
All
ECONIS (ZBW)
6,886
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1
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10
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6,886
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1
Die Bewertung von Stillhalter-Optionen
Wasserfallen, Walter
- In:
Swiss journal of economics and statistics
128
(
1992
)
1
,
pp. 35-49
Persistent link: https://www.econbiz.de/10001121269
Saved in:
2
Betriebliches Währungsmanagement : Optionen versus futures
Menichetti, Marco J.
- In:
Die Unternehmung : Swiss journal of business research …
46
(
1992
)
3
,
pp. 165-182
Persistent link: https://www.econbiz.de/10001124755
Saved in:
3
Coûts de transaction et parité des options sur actions du SOFFEX
Lefoll, Jean
- In:
Journal de la Société de Statistique de Paris
135
(
1994
)
2
,
pp. 19-38
Persistent link: https://www.econbiz.de/10001165169
Saved in:
4
Ausübungs-Preiseffekte schweizerischer Aktien- und Indexderivate an der Soffex
Keller, Stephan
- In:
Finanzmarkt und Portfolio-Management
8
(
1994
)
1
,
pp. 77-87
Persistent link: https://www.econbiz.de/10001217690
Saved in:
5
Risikomanagement im Geschäft mit Derivaten : wesentliche Ergebnisse einer Umfrage
Büschgen, Hans E.
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
44
(
1996
)
1
,
pp. 18-24
Persistent link: https://www.econbiz.de/10001196380
Saved in:
6
Der Schweizerische Options- und Financial-Futures-Markt (SOFFEX) : ein Update
Cordero, Ricardo
- In:
Finanzmarkt und Portfolio-Management
2
(
1988
)
1
,
pp. 67-72
Persistent link: https://www.econbiz.de/10001219180
Saved in:
7
The short-term hedging performance of Swiss interest rate futures
Wasserfallen, Walter
- In:
Finanzmarkt und Portfolio-Management
9
(
1995
)
4
,
pp. 446-457
Persistent link: https://www.econbiz.de/10001221663
Saved in:
8
Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc
- In:
Finanzmarkt und Portfolio-Management
9
(
1995
)
1
,
pp. 35-60
Persistent link: https://www.econbiz.de/10001221976
Saved in:
9
Wertpapieroptionen - die SOFFEX als Schritt in die Zukunft?
Matje, Andreas
- In:
Bank-Archiv : Zeitschrift für das gesamte Bank- und …
37
(
1989
)
11
,
pp. 1056-1066
Persistent link: https://www.econbiz.de/10001080612
Saved in:
10
SOFFEX: Konzeption und Implementierung einer vollelektronischen Optionsbörse
Mollet, Ernst
- In:
Die Bank
(
1988
),
pp. 622-628
Persistent link: https://www.econbiz.de/10001051709
Saved in:
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