//--> //--> //--> //-->
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
CMS spread options in quadrati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Theorie
21,292
Theory
20,820
Zins
18,625
Interest rate
17,321
Stochastischer Prozess
16,970
Stochastic process
16,528
Optionspreistheorie
14,687
Zinsstruktur
14,600
Yield curve
14,384
Option pricing theory
14,229
Volatilität
7,214
Volatility
7,072
Geldpolitik
6,526
Monetary policy
6,362
Schätzung
6,205
Estimation
6,075
USA
5,685
United States
5,433
Risikoprämie
2,983
Optionsgeschäft
2,960
Portfolio-Management
2,947
Option trading
2,940
Risk premium
2,940
Portfolio selection
2,924
Derivative
2,895
Kapitaleinkommen
2,570
Capital income
2,555
EU-Staaten
2,480
Kreditrisiko
2,424
Prognoseverfahren
2,413
Credit risk
2,408
EU countries
2,390
Forecasting model
2,359
Öffentliche Anleihe
2,300
Deutschland
2,270
Public bond
2,264
Mathematische Optimierung
2,203
Zeitreihenanalyse
2,203
Mathematical programming
2,190
more ...
less ...
Online availability
All
Free
844
Undetermined
736
Type of publication
All
Article
1,576
Book / Working Paper
1,317
Journal
6
Type of publication (narrower categories)
All
Article in journal
1,481
Aufsatz in Zeitschrift
1,481
Graue Literatur
303
Non-commercial literature
303
Working Paper
263
Arbeitspapier
261
Hochschulschrift
125
Lehrbuch
97
Textbook
91
Thesis
90
Aufsatz im Buch
81
Book section
81
Collection of articles of several authors
22
Glossar enthalten
22
Glossary included
22
Sammelwerk
22
Collection of articles written by one author
21
Sammlung
21
Bibliografie enthalten
18
Bibliography included
18
Aufsatzsammlung
17
Conference paper
12
Konferenzbeitrag
12
Bibliografie
7
Handbook
7
Handbuch
7
Accompanied by computer file
6
CD-ROM, DVD
6
Elektronischer Datenträger als Beilage
6
Mehrbändiges Werk
6
Multi-volume publication
6
Ratgeber
5
Reprint
4
Case study
3
Fallstudie
3
Formelsammlung
3
Konferenzschrift
3
Rezension
3
Aufgabensammlung
2
Conference proceedings
2
more ...
less ...
Language
All
English
2,729
German
148
French
11
Spanish
6
Italian
2
Danish
1
Croatian
1
Hungarian
1
Swedish
1
more ...
less ...
Author
All
Hull, John
30
Benth, Fred Espen
21
Fabozzi, Frank J.
18
Madan, Dilip B.
18
Schoutens, Wim
18
Joshi, Mark S.
17
Härdle, Wolfgang
16
Chiarella, Carl
15
Prokopczuk, Marcel
15
Schlögl, Erik
15
Wang, Xingchun
15
Jarrow, Robert A.
13
Carr, Peter
12
Cui, Zhenyu
12
Escobar, Marcos
12
Gouriéroux, Christian
12
Hess, Markus
12
Deutsch, Hans-Peter
11
Lo, Andrew W.
11
Nikitopoulos, Christina Sklibosios
11
Howison, Sam
10
McAleer, Michael
10
Monfort, Alain
10
Branger, Nicole
9
Fouque, Jean-Pierre
9
Henrard, Marc P. A.
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
López Cabrera, Brenda
9
Muck, Matthias
9
Platen, Eckhard
9
Steiner, Manfred
9
Takahashi, Akihiko
9
White, Alan
9
Zheng, Wendong
9
Brigo, Damiano
8
Cheng, Benjamin
8
Guirguis, Michel
8
Härdle, Wolfgang K.
8
Osipenko, Maria
8
more ...
less ...
Institution
All
National Bureau of Economic Research
14
Springer Fachmedien Wiesbaden
3
Deutsche Forschungsgemeinschaft
2
Eberhard Karls Universität Tübingen
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of St. Louis
2
International Association of Financial Engineers
2
Salomon Brothers Center for the Study of Financial Institutions
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birmingham Business School
1
Centre for Analytical Finance <Århus>
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
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
Instituto Valenciano de Investigaciones Económicas
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
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
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
Universität Hamburg / Institut für Geld- und Kapitalverkehr
1
Universität Trier
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Verlag Franz Vahlen
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
123
Applied mathematical finance
67
Review of derivatives research
45
Journal of banking & finance
43
Quantitative finance
43
The journal of futures markets
39
The journal of computational finance
36
European journal of operational research : EJOR
33
Journal of mathematical finance
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Finance and stochastics
26
Energy economics
25
International journal of financial engineering
25
The European journal of finance
25
Journal of economic dynamics & control
24
Risks : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
22
The journal of derivatives : JOD
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
International review of financial analysis
19
Journal of econometrics
19
SpringerLink / Bücher
18
Annals of finance
15
Applied economics letters
15
Computational economics
15
Finance research letters
15
Insurance / Mathematics & economics
15
Journal of financial economics
15
International review of economics & finance : IREF
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
NBER working paper series
13
Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
12
Research paper series / Swiss Finance Institute
11
Applied economics
10
Applied financial economics
10
Mathematical finance
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Mathematics and financial economics
10
NBER Working Paper
10
more ...
less ...
Source
All
ECONIS (ZBW)
2,895
EconStor
2
OLC EcoSci
2
Showing
21
-
30
of
2,899
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
22
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
23
Pricing interest rate, dividend, and equity risk
Willems, Sander
-
2019
Persistent link: https://www.econbiz.de/10012198741
Saved in:
24
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
25
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
26
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
27
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
28
Arbitrage-free XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 582-620
Persistent link: https://www.econbiz.de/10011969094
Saved in:
29
Electricity futures price modeling with Lévy term structure models
Biagini, Francesca
;
Bregman, Julia
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403170
Saved in:
30
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->