//--> //--> //--> //-->
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"
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
Credit spreads in illiquid mar...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Theorie
97
Theory
97
USA
36
Optionspreistheorie
35
Option pricing theory
34
United States
34
Volatility
29
Volatilität
27
Real options analysis
26
Realoptionsansatz
26
Commodity derivative
24
Rohstoffderivat
24
Yield curve
21
Zinsstruktur
21
Portfolio selection
20
Portfolio-Management
20
Stochastic process
15
Stochastischer Prozess
15
CAPM
14
Climate change
14
Investitionsentscheidung
14
Klimawandel
14
Swap
14
Commodity exchange
13
Commodity price
13
Greenhouse gas emissions
13
Investment decision
13
Rohstoffpreis
13
Treibhausgas-Emissionen
13
Warenbörse
13
Welt
13
World
13
Derivative
12
Firm valuation
12
Firm value
11
Unternehmenswert
11
EU countries
10
EU-Staaten
10
Index futures
10
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
9
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
12
Author
All
Schwartz, Eduardo S.
10
Trolle, Anders B.
4
Brennan, Michael J.
1
Cortazar, Gonzalo
1
Dietrich-Campbell, Bruce
1
Longstaff, Francis A.
1
Lopez, Matias
1
Lucia, Julio J.
1
Naranjo, Lorenzo
1
Pavlov, Andrey D.
1
Roll, Richard
1
Schaefer, Stephen M.
1
Schwartz, Eduardo
1
Subrahmanyam, Avanidhar
1
Wachter, Susan M.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Energy economics
1
Essays in financial economics in memory of Irwin Friend
1
Journal of empirical finance
1
Journal of financial economics
1
NBER Working Paper
1
NBER working paper series
1
Review of derivatives research
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of real estate finance and economics
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A general stochastic volatility model for the pricing and forecasting of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003343404
Saved in:
2
A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
Saved in:
3
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
4
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
5
Optimal arbitrage strategies under basis variability
Brennan, Michael J.
- In:
Essays in financial economics in memory of Irwin Friend
,
(pp. 167-180)
.
1988
Persistent link: https://www.econbiz.de/10001273317
Saved in:
6
Time-dependent variance and the pricing bond options
Schaefer, Stephen M.
- In:
The journal of finance : the journal of the American …
42
(
1987
)
5
,
pp. 1113-1128
Persistent link: https://www.econbiz.de/10001055484
Saved in:
7
Valuing debt options : empir. evidence
Dietrich-Campbell, Bruce
- In:
Journal of financial economics
16
(
1986
)
3
,
pp. 321-343
Persistent link: https://www.econbiz.de/10001015146
Saved in:
8
Electricity prices and power derivatives : evidence from the Nordic power exchange
Lucia, Julio J.
;
Schwartz, Eduardo S.
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 5-50
Persistent link: https://www.econbiz.de/10001652018
Saved in:
9
A multifactor stochastic volatility model of commodity prices
Cortazar, Gonzalo
;
Lopez, Matias
;
Naranjo, Lorenzo
- In:
Energy economics
67
(
2017
),
pp. 182-201
Persistent link: https://www.econbiz.de/10011897898
Saved in:
10
Price discovery limits in the credit default swap market in the financial crisis
Pavlov, Andrey D.
;
Schwartz, Eduardo
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 165-186
Persistent link: https://www.econbiz.de/10012428390
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->