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~subject:"Derivat"
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Derivat
Simulation
20,352
Optionspreistheorie
14,810
Option pricing theory
14,351
Theorie
11,951
Theory
11,655
Monte Carlo simulation
6,294
Monte-Carlo-Simulation
5,676
Volatilität
4,403
Volatility
4,332
Stochastischer Prozess
4,206
Stochastic process
4,140
Optionsgeschäft
2,916
Option trading
2,899
simulation
2,554
Derivative
2,502
Schätztheorie
2,219
Estimation theory
2,179
Schätzung
1,872
Estimation
1,844
USA
1,737
Portfolio-Management
1,683
United States
1,676
Portfolio selection
1,664
Deutschland
1,462
Hedging
1,329
Prognoseverfahren
1,329
Forecasting model
1,306
Germany
1,278
Markov chain
1,275
Markov-Kette
1,270
Agentenbasierte Modellierung
1,231
Agent-based modeling
1,225
CAPM
1,178
Black-Scholes-Modell
1,129
Mathematische Optimierung
1,099
Mathematical programming
1,096
Black-Scholes model
1,074
Zinsstruktur
1,065
Yield curve
1,052
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Free
731
Undetermined
687
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Article
1,383
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1,116
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6
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1,293
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1,293
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227
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227
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203
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202
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95
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93
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87
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78
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78
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70
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21
Glossary included
21
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18
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18
Aufsatzsammlung
17
Collection of articles of several authors
17
Sammelwerk
17
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16
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16
Conference paper
12
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12
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7
Handbuch
7
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6
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6
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5
Elektronischer Datenträger als Beilage
5
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5
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5
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5
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3
Rezension
3
Aufgabensammlung
2
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2
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2
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2
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2
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2
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English
2,372
German
120
French
7
Italian
2
Spanish
2
Croatian
1
Hungarian
1
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1
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Author
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Hull, John
29
Benth, Fred Espen
19
Madan, Dilip B.
17
Schoutens, Wim
17
Fabozzi, Frank J.
15
Wang, Xingchun
15
Härdle, Wolfgang
14
Joshi, Mark S.
13
Prokopczuk, Marcel
13
Schlögl, Erik
13
Carr, Peter
12
Chiarella, Carl
12
Cui, Zhenyu
12
Hess, Markus
12
Deutsch, Hans-Peter
11
Jarrow, Robert A.
11
Escobar, Marcos
10
Gouriéroux, Christian
10
Howison, Sam
10
Lo, Andrew W.
10
Nikitopoulos, Christina Sklibosios
10
Branger, Nicole
9
Kyriakou, Ioannis
9
Steiner, Manfred
9
Takahashi, Akihiko
9
Zheng, Wendong
9
Brigo, Damiano
8
Cheng, Benjamin
8
Härdle, Wolfgang K.
8
Kwok, Yue-Kuen
8
Monfort, Alain
8
Osipenko, Maria
8
Perrakis, Stylianos
8
Cont, Rama
7
Lee, Cheng F.
7
López Cabrera, Brenda
7
Mercurio, Fabio
7
Platen, Eckhard
7
Račev, Svetlozar T.
7
Siu, Tak Kuen
7
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National Bureau of Economic Research
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Eberhard Karls Universität Tübingen
2
Ekonomiska forskningsinstitutet <Stockholm>
2
International Association of Financial Engineers
2
Springer Fachmedien Wiesbaden
2
University of British Columbia / Finance Division
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Bank of England
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Deutsche Forschungsgemeinschaft
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Judge Institute of Management Studies
1
Københavns Universitet / Økonomisk Institut
1
New York Institute of Finance
1
Pearson Studium
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Melbourne / Department of Finance
1
Verlag Franz Vahlen
1
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Published in...
All
International journal of theoretical and applied finance
103
Applied mathematical finance
62
Review of derivatives research
44
Quantitative finance
43
The journal of futures markets
34
The journal of computational finance
33
European journal of operational research : EJOR
31
Journal of banking & finance
31
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
23
Finance and stochastics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Risks : open access journal
23
Journal of economic dynamics & control
22
The European journal of finance
21
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of derivatives : JOD
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Finance research letters
18
SpringerLink / Bücher
18
Computational economics
15
Insurance / Mathematics & economics
15
Journal of econometrics
15
Applied economics letters
14
International review of financial analysis
14
International review of economics & finance : IREF
13
Annals of finance
12
Journal of risk and financial management : JRFM
12
Research paper series / Swiss Finance Institute
11
SFB 649 discussion paper
11
Wiley finance series
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical finance
10
Applied economics
9
Asia-Pacific financial markets
9
Economic modelling
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
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Source
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ECONIS (ZBW)
2,502
OLC EcoSci
2
EconStor
1
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1
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1
Variance reduction for risk measures with importance sampling in nested
simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
2
Multilevel dual approach for pricing American style derivates
Belomestny, Denis
;
Schoenmakers, John
;
Dickmann, Fabian
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 717-742
Persistent link: https://www.econbiz.de/10010190883
Saved in:
3
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
4
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
5
Optimizing hedging effectiveness of indian agricultural commodity futures : a
simulation
approach
Mansabdar, Sanjay
;
Yaganti, Hussain C.
- In:
Asia Pacific financial markets
30
(
2023
)
1
,
pp. 13-36
Persistent link: https://www.econbiz.de/10014251541
Saved in:
6
Bewertung von Optionen unter der Coherent Market Hypothesis
Veith, Jochen
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003307885
Saved in:
7
Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M.
- In:
Financial derivatives : pricing and risk management
,
(pp. 425-440)
.
2010
Persistent link: https://www.econbiz.de/10003920439
Saved in:
8
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo
simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
9
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
10
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
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