//--> //--> //--> //-->
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:"Derivative"
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
First passage times for risk-t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivative
Theorie
623,300
Theory
608,403
USA
42,142
United States
41,023
Schätzung
30,578
Estimation
29,835
Welt
25,489
World
24,866
Deutschland
22,944
Geldpolitik
22,462
Monetary policy
21,732
Germany
21,528
Portfolio-Management
19,957
Portfolio selection
19,755
Risiko
18,089
Risk
17,887
Mathematische Optimierung
17,409
Mathematical programming
17,301
Stochastischer Prozess
17,140
Stochastic process
16,700
Prognoseverfahren
14,638
Forecasting model
14,366
Derivat
13,926
Volatilität
13,646
Zeitreihenanalyse
13,489
Volatility
13,372
Wirtschaftswachstum
13,222
Time series analysis
13,094
Spieltheorie
12,898
Economic growth
12,641
Game theory
12,176
Börsenkurs
11,991
Share price
11,783
Schätztheorie
11,729
Experiment
11,490
Estimation theory
11,330
Asymmetrische Information
10,596
Asymmetric information
10,312
Wettbewerb
10,231
more ...
less ...
Online availability
All
Free
3,560
Undetermined
2,139
Type of publication
All
Article
7,314
Book / Working Paper
6,535
Journal
42
Other
1
Type of publication (narrower categories)
All
Article in journal
6,485
Aufsatz in Zeitschrift
6,485
Graue Literatur
1,697
Non-commercial literature
1,697
Arbeitspapier
1,377
Working Paper
1,377
Aufsatz im Buch
747
Book section
747
Hochschulschrift
571
Thesis
473
Lehrbuch
250
Collection of articles of several authors
234
Sammelwerk
234
Textbook
230
Bibliografie enthalten
125
Bibliography included
125
Glossar enthalten
105
Glossary included
105
Aufsatzsammlung
91
Konferenzschrift
84
Handbook
69
Handbuch
69
Collection of articles written by one author
67
Sammlung
67
Conference proceedings
63
Amtsdruckschrift
50
Government document
50
Ratgeber
45
Guidebook
32
Mehrbändiges Werk
27
Multi-volume publication
27
Conference paper
25
Konferenzbeitrag
25
Bibliografie
24
Systematic review
23
Übersichtsarbeit
23
Case study
21
Fallstudie
21
Wörterbuch
13
Einführung
12
more ...
less ...
Language
All
English
12,233
German
1,298
French
135
Spanish
104
Italian
47
Polish
26
Dutch
18
Swedish
14
Portuguese
11
Undetermined
10
Norwegian
8
Russian
8
Danish
4
Hungarian
4
Czech
3
Finnish
3
Croatian
2
Afrikaans
1
Arabic
1
Modern Greek (1453-)
1
Ukrainian
1
more ...
less ...
Author
All
Fabozzi, Frank J.
66
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
Kavussanos, Manolis G.
21
Rudolph, Bernd
21
Acharya, Viral V.
20
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
more ...
less ...
Institution
All
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
more ...
less ...
Published in...
All
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
169
Energy economics
123
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
Review of derivatives research
68
Finance research letters
67
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
58
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
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Wiley finance series
35
more ...
less ...
Source
All
ECONIS (ZBW)
13,876
RePEc
13
BASE
2
Other ZBW resources
1
Showing
1
-
10
of
13,892
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Essays on empirical term structure modeling
Zhao, Feng
-
2004
Persistent link: https://www.econbiz.de/10003387673
Saved in:
2
Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
Saved in:
3
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
4
Distribution of returns generated by stochastic exposure : an application to VaR calculation in the futures markets
Acar, Emmanuel
;
Pearson, Andrew
- In:
Performance measurement in finance
,
(pp. 73-90)
.
2002
Persistent link: https://www.econbiz.de/10001718574
Saved in:
5
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
Option pricing for jump diffussion model with random volatility
Thavaneswaran, A.
;
Singh, Jagbir
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
5
,
pp. 496-507
Persistent link: https://www.econbiz.de/10008778699
Saved in:
7
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
Saved in:
8
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
9
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
10
Credit-equity modeling under a latent Lévy firm process
Kijima, Masaaki
;
Siu, Chi Chung
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10010364748
Saved in:
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...
//-->