//--> //--> //--> //-->
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
~subject:"Derivat"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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
Das Reportgeschäft
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Option pricing theory
Optionspreistheorie
Portfolio selection
Derivative
6,485
Schweiz
5,157
Switzerland
5,094
Theorie
1,977
Theory
1,977
USA
1,205
United States
1,203
Hedging
1,142
Volatility
964
Volatilität
964
Deutschland
804
Germany
800
Estimation
716
Schätzung
715
Credit risk
568
Kreditrisiko
568
Börsenkurs
562
Share price
562
Option trading
556
Optionsgeschäft
556
Risk management
555
Risikomanagement
553
Portfolio-Management
552
EU-Staaten
463
EU countries
462
Commodity derivative
446
Rohstoffderivat
446
Welt
420
World
420
Stochastic process
417
Stochastischer Prozess
417
Großbritannien
362
United Kingdom
360
Risk
345
CAPM
336
Risiko
336
more ...
less ...
Online availability
All
Undetermined
1,792
Free
351
Type of publication
All
Article
6,509
Book / Working Paper
45
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
6,554
Graue Literatur
1,790
Non-commercial literature
1,790
Arbeitspapier
1,426
Working Paper
1,426
Aufsatz im Buch
769
Book section
769
Hochschulschrift
663
Thesis
557
Lehrbuch
268
Textbook
245
Collection of articles of several authors
243
Sammelwerk
243
Bibliografie enthalten
134
Bibliography included
134
Glossar enthalten
106
Glossary included
106
Aufsatzsammlung
95
Konferenzschrift
84
Handbook
70
Handbuch
70
Collection of articles written by one author
67
Sammlung
67
Conference proceedings
63
Amtsdruckschrift
50
Government document
50
Ratgeber
46
Guidebook
33
Mehrbändiges Werk
27
Multi-volume publication
27
Bibliografie
25
Conference paper
25
Konferenzbeitrag
25
Case study
24
Fallstudie
24
Systematic review
23
Übersichtsarbeit
23
Wörterbuch
13
CD-ROM, DVD
12
more ...
less ...
Language
All
English
5,914
German
426
French
86
Spanish
68
Italian
15
Dutch
9
Norwegian
7
Polish
7
Swedish
7
Portuguese
6
Hungarian
3
Russian
3
Czech
2
Croatian
2
Afrikaans
1
Danish
1
Finnish
1
more ...
less ...
Author
All
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
Broll, Udo
14
Whaley, Robert E.
14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
13
Zimmermann, Heinz
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
Gay, Gerald D.
10
Kavussanos, Manolis G.
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
Brorsen, B. Wade
9
Crépey, Stéphane
9
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
The journal of futures markets
389
Journal of banking & finance
178
International journal of theoretical and applied finance
170
Energy economics
122
Applied mathematical finance
80
The journal of finance : the journal of the American Finance Association
79
International review of financial analysis
72
Journal of financial economics
72
Review of derivatives research
68
Finance research letters
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
67
Quantitative finance
63
The European journal of finance
63
Applied financial economics
61
International review of economics & finance : IREF
61
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
55
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
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
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
Applied economics letters
41
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Review of quantitative finance and accounting
36
Risks : open access journal
34
Economic modelling
33
Journal of securities operations & custody
33
Research in international business and finance
33
The journal of credit risk : published quarterly by Incisive Media
33
International journal of financial engineering
31
more ...
less ...
Source
All
ECONIS (ZBW)
6,554
Showing
91
-
100
of
6,554
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
Saved in:
92
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
93
Strategy experiments in an artificial futures market
Yamada, Takashi
;
Koyama, Yuhsuke
;
Terano, Takao
- In:
Evolutionary and institutional economics review
5
(
2008
)
1
,
pp. 29-51
Persistent link: https://www.econbiz.de/10003783185
Saved in:
94
The (continuing) information problems in structured finance
Mason, Joseph R.
- In:
The journal of structured finance
14
(
2008
)
1
,
pp. 7-11
Persistent link: https://www.econbiz.de/10003786315
Saved in:
95
Credit derivative product companies : a robust business model
Nance, Martin
- In:
The journal of structured finance
14
(
2008
)
3
,
pp. 58-61
Persistent link: https://www.econbiz.de/10003786366
Saved in:
96
An underexploited opportunity : insurance-linked funding in the life space
Johnson, Ray C.
;
Booysen, David S.
- In:
The journal of structured finance
14
(
2008
)
3
,
pp. 62-69
Persistent link: https://www.econbiz.de/10003786367
Saved in:
97
Do nonlinear tools make a difference in handling shipping derivatives?
Goulielmos, Alexander M.
;
Goulielmos, Matina A.
- In:
International journal of transport economics : IJTE
35
(
2008
)
3
,
pp. 345-371
Persistent link: https://www.econbiz.de/10003786480
Saved in:
98
Credit derivatives, capital requirements and opaque OTC markets
Nicolò, Antonio
;
Pelizzon, Loriana
- In:
Journal of financial intermediation
17
(
2008
)
4
,
pp. 444-463
Persistent link: https://www.econbiz.de/10003786526
Saved in:
99
Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Schmollers Jahrbuch : journal of contextual economics
128
(
2008
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10003786603
Saved in:
100
Effect of futures trading on spot price volatility: evidence for NSE Nifty using GARCH
Debasish, Sathya Swaroop
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
1
(
2008
)
2
,
pp. 140-150
Persistent link: https://www.econbiz.de/10003787139
Saved in:
First
Prev
6
7
8
9
10
11
12
13
14
15
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->