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Derivative
Optionspreistheorie
14,747
Option pricing theory
14,289
Theorie
4,631
Theory
4,492
Volatilität
4,089
Volatility
4,025
Stochastischer Prozess
3,229
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3,179
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2,881
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2,863
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2,725
Currency derivative
2,709
Derivat
2,653
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1,651
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1,190
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1,177
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1,173
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1,157
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1,101
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1,084
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1,051
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794
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Wechselkurs
680
Risiko
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Exchange rate
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Risk
665
Realoptionsansatz
638
Real options analysis
637
Monte-Carlo-Simulation
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Kreditrisiko
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Hull, John
30
Benth, Fred Espen
18
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17
Madan, Dilip B.
17
Schoutens, Wim
17
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15
Wang, Xingchun
15
Härdle, Wolfgang
14
Prokopczuk, Marcel
13
Schlögl, Erik
13
Carr, Peter
12
Chiarella, Carl
12
Hess, Markus
12
Jarrow, Robert A.
12
Cui, Zhenyu
11
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11
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10
Gouriéroux, Christian
10
Howison, Sam
10
Lo, Andrew W.
10
Nikitopoulos, Christina Sklibosios
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9
Steiner, Manfred
9
Takahashi, Akihiko
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Zheng, Wendong
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Branger, Nicole
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Cheng, Benjamin
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Guirguis, Michel
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Härdle, Wolfgang K.
8
Kwok, Yue-Kuen
8
Monfort, Alain
8
Osipenko, Maria
8
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Brigo, Damiano
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Mercurio, Fabio
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Canadian International Futures Conference and Research Seminar <4, 1988, Toronto>
1
Canadian Securities Institute <Toronto>
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Centre for Analytical Finance <Århus>
1
Chicago Mercantile Exchange
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Deutsche Forschungsgemeinschaft
1
Ekonomiska forskningsinstitutet <Stockholm>
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
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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India / Forward Markets Commission
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Institute of Finance and Accounting <London>
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International Association of Financial Engineers
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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International Conference on Financial Derivatives <2010, Puducherry>
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International Monetary Fund
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Internationaler Währungsfonds
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Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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Multi Commodity Exchange of India Limited
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Nihon Ginkō
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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
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International journal of theoretical and applied finance
101
Applied mathematical finance
61
Review of derivatives research
44
The journal of futures markets
42
Quantitative finance
41
Journal of banking & finance
34
The journal of computational finance
32
European journal of operational research : EJOR
30
Journal of mathematical finance
30
Energy economics
25
International journal of financial engineering
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Risks : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
22
Journal of economic dynamics & control
21
The journal of derivatives : JOD
21
Finance and stochastics
20
The European journal of finance
20
Finance research letters
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Computational economics
17
SpringerLink / Bücher
17
International review of economics & finance : IREF
16
International review of financial analysis
16
Journal of econometrics
15
Applied economics letters
14
Insurance / Mathematics & economics
14
Journal of risk and financial management : JRFM
13
Annals of finance
12
Economic modelling
11
Journal of financial economics
11
NBER working paper series
11
SFB 649 discussion paper
11
Wiley finance series
11
Applied economics
10
Journal of international money and finance
10
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
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ECONIS (ZBW)
2,650
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1
Jumps, martingales, and foreign exchange futures prices
Hu, Zu-Liu
-
1996
Persistent link: https://www.econbiz.de/10000588419
Saved in:
2
Currency derivatives : pricing theory, exotic options, and hedging applications
DeRosa, David F.
(
ed.
)
-
1998
Persistent link: https://www.econbiz.de/10000653853
Saved in:
3
Do lead-lag effects affect derivative pricing?
Korn, Olaf
;
Uhrig-Homburg, Marliese
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
Saved in:
4
A forward convex-simplex method
Stanley, Jonathan D.
- In:
European journal of operational research : EJOR
29
(
1987
)
3
,
pp. 328-335
Persistent link: https://www.econbiz.de/10003685567
Saved in:
5
Derivative pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
Saved in:
6
Deriving option-implied probability densities for foreign exchange markets
Blake, Andrew P.
;
Rule, Garreth
-
2015
Persistent link: https://www.econbiz.de/10011289967
Saved in:
7
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
8
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
9
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
Saved in:
10
Pricing currency derivatives with Markov-modulated Lévy dynamics
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Elliott, Robert J.
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 67-76
Persistent link: https://www.econbiz.de/10010402730
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