//--> //--> //--> //-->
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:"Option pricing theory"
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
Volatility and correlation : T...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Optionspreistheorie
14,747
Theorie
7,442
Theory
7,256
Deutschland
4,457
Volatilität
4,160
Volatility
4,038
Stochastischer Prozess
3,377
Stochastic process
3,304
Optionsgeschäft
2,948
Derivat
2,904
Derivative
2,901
Germany
2,899
Option trading
2,898
Mathematisches Modell
2,275
USA
2,233
Zinsderivat
1,996
Finanzierung
1,993
Interest rate derivative
1,993
Portfolio-Management
1,967
Portfolio selection
1,933
Risikomanagement
1,920
prices
1,840
United States
1,815
Prices
1,791
Hedging
1,574
Schätzung
1,505
Zinsstruktur
1,481
Estimation
1,474
Yield curve
1,461
Securities
1,425
Unternehmensgründung
1,339
CAPM
1,299
Unternehmen
1,214
Wertpapier
1,176
Unternehmensbewertung
1,154
Black-Scholes-Modell
1,128
Black-Scholes model
1,063
Kreditrisiko
1,054
Risk management
1,038
more ...
less ...
Online availability
All
Free
4,438
Undetermined
2,921
Type of publication
All
Article
7,918
Book / Working Paper
6,351
Journal
14
Type of publication (narrower categories)
All
Article in journal
7,330
Aufsatz in Zeitschrift
7,330
Graue Literatur
1,769
Non-commercial literature
1,769
Arbeitspapier
1,602
Working Paper
1,602
Hochschulschrift
532
Aufsatz im Buch
527
Book section
527
Thesis
422
Lehrbuch
181
Textbook
170
Collection of articles of several authors
117
Sammelwerk
117
Collection of articles written by one author
80
Sammlung
80
Bibliografie enthalten
72
Bibliography included
72
Aufsatzsammlung
69
Conference paper
44
Konferenzbeitrag
44
Forschungsbericht
40
Glossar enthalten
30
Glossary included
30
Konferenzschrift
27
Handbook
26
Handbuch
26
Systematic review
21
Übersichtsarbeit
21
Amtsdruckschrift
18
Government document
18
Bibliografie
15
Conference proceedings
15
Reprint
15
Einführung
12
Mehrbändiges Werk
12
Multi-volume publication
12
CD-ROM, DVD
11
Accompanied by computer file
10
Elektronischer Datenträger als Beilage
10
more ...
less ...
Language
All
English
13,708
German
504
French
39
Spanish
19
Italian
14
Portuguese
5
Croatian
1
Hungarian
1
Dutch
1
Polish
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
48
Jacobs, Kris
46
Hull, John
39
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
34
Schlögl, Erik
34
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Račev, Svetlozar T.
30
Barone-Adesi, Giovanni
29
Schwartz, Eduardo S.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Yang, Zhaojun
28
Alghalith, Moawia
27
Korn, Ralf
27
Perrakis, Stylianos
27
Alexander, Carol
26
more ...
less ...
Institution
All
National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Hochschule für Bankwirtschaft
2
Indien / Central Board of Irrigation and Power
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Centre for Trade and Sustainable Development
2
International Energy Agency
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
more ...
less ...
Source
All
ECONIS (ZBW)
14,283
Showing
1
-
10
of
14,283
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
Saved in:
2
Interest rate factor models : term structure dynamics and derivatives pricing
Schlögl, Erik
-
1997
Persistent link: https://www.econbiz.de/10000649190
Saved in:
3
Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus
-
2008
Persistent link: https://www.econbiz.de/10003571605
Saved in:
4
Quantum finance : path integrals and Hamiltonians for options and interest rates
Baaquie, Belal E.
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10001981951
Saved in:
5
Robust libor modelling and pricing of derivative products
Schoenmakers, John
-
2005
Persistent link: https://www.econbiz.de/10001984160
Saved in:
6
Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen
Düllmann, Klaus
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001700889
Saved in:
7
Die Mathematik von Zinsinstrumenten : Preise, Kennzahlen, Risikomanagement und Anwendungen von (derivativen) Zinsinstrumenten in der modernen Investmentpraxis
Biermann, Bernd
-
2002
-
2., überarb. Aufl.
Persistent link: https://www.econbiz.de/10001659849
Saved in:
8
Zinsderivate : Modelle und Bewertung
Branger, Nicole
;
Schlag, Christian
-
2004
Persistent link: https://www.econbiz.de/10001950067
Saved in:
9
Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria
-
2000
-
1. Aufl
Persistent link: https://www.econbiz.de/10001506472
Saved in:
10
Aspects of term structure modelling : implementation and default risk
Schlögl, Lutz
-
2001
Persistent link: https://www.econbiz.de/10001576732
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...
//-->