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~subject:"Derivative"
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Derivative
CAPM
18,875
Theorie
14,733
Optionspreistheorie
14,718
Theory
14,499
Option pricing theory
14,260
Mortality
12,612
Sterblichkeit
12,586
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5,504
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5,493
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5,241
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5,176
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4,627
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4,175
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4,146
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3,778
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3,692
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3,671
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3,440
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3,420
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3,160
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3,157
Optionsgeschäft
2,898
Option trading
2,879
Derivat
2,796
Aktienmarkt
1,870
Stock market
1,827
Welt
1,785
World
1,758
Health
1,708
Gesundheit
1,676
Hedging
1,649
Zinsstruktur
1,590
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1,577
Prognoseverfahren
1,560
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1,542
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Hull, John
33
Gouriéroux, Christian
23
Madan, Dilip B.
20
Fabozzi, Frank J.
17
Jarrow, Robert A.
17
Schoutens, Wim
17
Benth, Fred Espen
16
Wang, Xingchun
15
Carr, Peter
14
Härdle, Wolfgang
14
Joshi, Mark S.
14
Schlögl, Erik
14
Chiarella, Carl
13
Prokopczuk, Marcel
13
Gagliardini, Patrick
12
Hess, Markus
12
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
Lo, Andrew W.
11
Escobar, Marcos
10
Howison, Sam
10
Nikitopoulos, Christina Sklibosios
10
White, Alan
10
Bodie, Zvi
9
Kyriakou, Ioannis
9
Monfort, Alain
9
Perrakis, Stylianos
9
Steiner, Manfred
9
Takahashi, Akihiko
9
Zheng, Wendong
9
Branger, Nicole
8
Cheng, Benjamin
8
Härdle, Wolfgang K.
8
Kwok, Yue-Kuen
8
López Cabrera, Brenda
8
Osipenko, Maria
8
Barone-Adesi, Giovanni
7
Boyle, Phelim P.
7
Brigo, Damiano
7
Cont, Rama
7
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National Bureau of Economic Research
9
Eberhard Karls Universität Tübingen
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Institute of Finance and Accounting <London>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer Fachmedien Wiesbaden
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
CFA Institute <Charlottesville, Va.>
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
Gruppo IMI <Rom>
1
Institute for Fiscal Studies
1
International Association of Financial Engineers
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
International Workshop on Financial Engineering <2009, Tokio>
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
Svenska Handelshögskolan <Helsinki>
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
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International journal of theoretical and applied finance
108
Applied mathematical finance
62
The journal of futures markets
55
Review of derivatives research
47
Quantitative finance
42
Journal of banking & finance
41
The journal of computational finance
35
European journal of operational research : EJOR
33
Journal of mathematical finance
31
International journal of financial engineering
24
Journal of economic dynamics & control
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Finance and stochastics
23
Risks : open access journal
23
Energy economics
22
The North American journal of economics and finance : a journal of financial economics studies
22
The European journal of finance
21
Insurance / Mathematics & economics
20
Journal of financial and quantitative analysis : JFQA
20
The journal of derivatives : JOD
20
Advances in futures and options research : a research annual
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of finance : the journal of the American Finance Association
17
The review of financial studies
17
Finance research letters
16
International review of financial analysis
16
Applied economics letters
15
Computational economics
15
International review of economics & finance : IREF
15
Journal of econometrics
15
SpringerLink / Bücher
15
Journal of financial economics
14
Annals of finance
13
Journal of risk and financial management : JRFM
12
Research paper series / Swiss Finance Institute
12
Discussion paper / B
11
SFB 649 discussion paper
11
Applied economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical finance
10
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ECONIS (ZBW)
2,793
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1
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
2
Pricing and hedging of longevity basis risk through securitisation
Zeddouk, Fadoua
;
Devolder, Pierre
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10014485604
Saved in:
3
An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and
mortality
risks
Zhao, Yixing
;
Mamon, Rogemar
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011825060
Saved in:
4
A Bayesian pricing of longevity derivatives with interest rate risks
Kogure, Atsuyuki
;
Fushimi, Takahiro
- In:
Asia-Pacific journal of risk and insurance : APJRI
12
(
2018
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011813899
Saved in:
5
Pricing longevity derivatives via Fourier transforms
Bravo, Jorge Miguel Ventura
;
Nunes, Joaõ Pedro Vidal
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 81-97
Persistent link: https://www.econbiz.de/10012482752
Saved in:
6
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
Saved in:
7
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
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
Saved in:
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