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~subject:"Option pricing theory"
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Option pricing theory
Zinsstruktur
14,783
Yield curve
14,565
Theorie
5,726
Theory
5,636
Rentenmarkt
4,300
Bond market
4,191
Öffentliche Anleihe
3,039
Public bond
3,002
Schätzung
2,901
Estimation
2,847
USA
2,560
Geldpolitik
2,536
United States
2,482
Monetary policy
2,478
Risikoprämie
2,451
Risk premium
2,424
Zins
2,410
Interest rate
2,373
Anleihe
1,851
Bond
1,828
Kapitaleinkommen
1,671
Capital income
1,659
EU-Staaten
1,636
EU countries
1,582
Credit risk
1,566
Kreditrisiko
1,554
Unternehmensanleihe
1,462
Corporate bond
1,458
Volatilität
1,321
Volatility
1,292
Eurozone
1,214
Euro area
1,191
Prognoseverfahren
1,135
Forecasting model
1,110
Welt
1,030
World
1,020
Optionspreistheorie
949
Deutschland
900
CAPM
880
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Free
266
Undetermined
214
Type of publication
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Article
523
Book / Working Paper
415
Type of publication (narrower categories)
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Article in journal
502
Aufsatz in Zeitschrift
502
Graue Literatur
132
Non-commercial literature
132
Arbeitspapier
109
Working Paper
109
Hochschulschrift
54
Thesis
45
Aufsatz im Buch
19
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19
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16
Sammlung
16
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14
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12
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10
Sammelwerk
10
Conference paper
9
Konferenzbeitrag
9
Bibliografie enthalten
8
Bibliography included
8
Systematic review
7
Übersichtsarbeit
7
Forschungsbericht
5
Konferenzschrift
5
Aufsatzsammlung
4
Conference proceedings
4
Bibliografie
2
Accompanied by computer file
1
Elektronischer Datenträger als Beilage
1
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1
Glossary included
1
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1
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1
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English
912
German
22
French
2
Spanish
2
Author
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Schlögl, Erik
15
Joshi, Mark S.
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Fabozzi, Frank J.
8
Grbac, Zorana
8
Almeida, Caio
7
Benth, Fred Espen
7
Fanelli, Viviana
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Rebonato, Riccardo
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Hull, John
5
Jacobs, Kris
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Wu, Tao L.
5
Yasuoka, Takashi
5
Brace, Alan
4
Brigo, Damiano
4
Christoffersen, Peter F.
4
Da Fonseca, José
4
Das, Sanjiv R.
4
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Institution
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National Bureau of Economic Research
4
Centre for Analytical Finance <Århus>
3
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Published in...
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International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
17
The journal of fixed income
15
The journal of futures markets
14
International journal of financial engineering
13
Risks : open access journal
11
Finance research letters
9
Journal of financial economics
9
The review of financial studies
8
Asia-Pacific financial markets
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
International journal of bonds and derivatives
4
International review of economics & finance : IREF
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Springer finance
4
Série de trabalhos para discussão
4
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Source
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ECONIS (ZBW)
938
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1
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
Saved in:
2
Essays in asset pricing and macroeconomics
Bikbov, Ruslan
-
2006
Persistent link: https://www.econbiz.de/10009273658
Saved in:
3
Stochastic flows and the forward measure
Elliott, Robert J.
;
Hoek, John van der
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 511-525
Persistent link: https://www.econbiz.de/10001614608
Saved in:
4
Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens
-
2000
Persistent link: https://www.econbiz.de/10001511077
Saved in:
5
Robust long-term interest rate risk hedging in incomplete bond markets
Shen, Sally
;
Pelsser, Antoon André Jean
;
Schotman, Peter C.
- In:
Journal of pension economics and finance : JPEF
20
(
2021
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10012505369
Saved in:
6
Essays in empirical finance
Andersson, Magnus
-
2007
Persistent link: https://www.econbiz.de/10003738211
Saved in:
7
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin
- In:
Journal of financial services research : JFSR
29
(
2006
)
3
,
pp. 211-235
Persistent link: https://www.econbiz.de/10003328587
Saved in:
8
Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, Panagiotis
;
Gough, Orla
;
Nowman, Kalid Ben
- In:
International journal of bonds and derivatives
1
(
2013
)
1
,
pp. 54-87
Persistent link: https://www.econbiz.de/10010338909
Saved in:
9
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin
-
2004
Persistent link: https://www.econbiz.de/10002190130
Saved in:
10
Underperformance after SEOs : a bond market perspcetive
Strunk Hansen, Charlotte
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622248
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