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~subject:"Derivat"
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Derivatives pricing with affin...
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Derivat
Optionspreistheorie
14,809
Zinsstruktur
14,731
Yield curve
14,513
Option pricing theory
14,350
Derivative
13,925
Theorie
11,869
Theory
11,644
Volatilität
5,567
Volatility
5,468
USA
4,136
United States
4,028
Schätzung
3,758
Stochastischer Prozess
3,706
Estimation
3,697
Stochastic process
3,647
Optionsgeschäft
3,314
Option trading
3,235
Hedging
3,044
Kreditrisiko
2,871
Risikoprämie
2,855
Credit risk
2,838
Risk premium
2,823
Zins
2,621
Interest rate
2,572
Portfolio-Management
2,485
Portfolio selection
2,470
Geldpolitik
2,427
Monetary policy
2,363
Öffentliche Anleihe
2,201
Public bond
2,176
Kapitaleinkommen
2,072
CAPM
2,069
Capital income
2,062
EU-Staaten
1,762
EU countries
1,708
Deutschland
1,697
Prognoseverfahren
1,671
Risikomanagement
1,645
Forecasting model
1,642
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Fabozzi, Frank J.
67
Lien, Da-hsiang Donald
50
Hull, John
47
Benth, Fred Espen
41
Broll, Udo
40
Jarrow, Robert A.
40
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Shiller, Robert J.
25
Platen, Eckhard
24
White, Alan
24
Wolfers, Justin
24
Brigo, Damiano
23
Carr, Peter
23
Chance, Don M.
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Subrahmanyam, Marti G.
23
Irwin, Scott H.
22
Kolb, Robert W.
22
McAleer, Michael
22
Stulz, René M.
22
Acharya, Viral V.
21
Kavussanos, Manolis G.
21
Rudolph, Bernd
21
Brooks, Robert
20
Leung, Tim
20
Prokopczuk, Marcel
20
Whaley, Robert E.
20
Duffie, Darrell
19
Choudhry, Moorad
18
García, Philip
18
Lee, Cheng F.
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
Schoutens, Wim
18
Till, Hilary
18
Chiarella, Carl
17
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National Bureau of Economic Research
65
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
International Organization of Securities Commissions
12
Devlet İstatistik Enstitüsü
9
Indien / Registrar General
9
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
7
Bank für Internationalen Zahlungsausgleich
6
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
6
International Accounting Standards Board
6
OECD
6
Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Großbritannien / Government / Statistical Service
5
Großbritannien / Office of Population Censuses and Surveys
5
Philippinen / Bureau of the Census and Statistics
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Universität Zürich / Institut für Schweizerisches Bankwesen
5
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
4
International Options Market Association
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
4
School of Accounting, Economics and Finance <Geelong>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
4
Österreichische Termin- und Optionenbörse <Wien>
4
Australien / Bureau of Mineral Resources, Geology and Geophysics
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bank of England
3
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Published in...
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The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
122
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
73
International review of financial analysis
70
Finance research letters
68
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
56
SpringerLink / Bücher
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
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
43
The journal of computational finance
43
Working paper
43
Applied economics letters
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Risks : open access journal
37
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
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Source
All
ECONIS (ZBW)
13,913
EconStor
36
OLC EcoSci
9
USB Cologne (EcoSocSci)
1
Showing
1
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10
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13,959
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date (newest first)
date (oldest first)
1
The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister
-
1993
Persistent link: https://www.econbiz.de/10000147085
Saved in:
2
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
3
A unified approach to interest rate risk and credit risk of cash and
derivative
instruments
Dym, Steven I.
-
2008
Persistent link: https://www.econbiz.de/10003765087
Saved in:
4
The SABR/LIBOR market model : pricing, calibrating and hedging for complex interst-rate derivatives
Rebonato, Riccardo
;
McKay, Kenneth
;
White, Richard
-
2009
Persistent link: https://www.econbiz.de/10003767860
Saved in:
5
Pricing of traffic light options and other correlation derivatives
Kokholm, Thomas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003781204
Saved in:
6
Essays in term structure and credit spread models
Fan, Rong
-
2002
Persistent link: https://www.econbiz.de/10003776097
Saved in:
7
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000649190
Saved in:
8
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
9
A semiparametric two-factor term structure model
Knight, John L.
;
Li, Fuchun
;
Yuan, Mingwei
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
2
,
pp. 204-237
Persistent link: https://www.econbiz.de/10003318445
Saved in:
10
Interest rate swaps and their derivatives : a practitioner's guide
Sadr, Amir
-
2009
Persistent link: https://www.econbiz.de/10003809776
Saved in:
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