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Option pricing theory
Portfolio-Management
43,681
Portfolio selection
43,333
Volatility
40,416
Volatilität
40,238
Theorie
28,863
Theory
28,396
Börsenkurs
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14,865
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14,825
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11,650
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11,396
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10,453
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10,344
USA
9,149
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8,887
Aktienmarkt
8,863
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8,751
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7,630
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7,497
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7,131
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6,804
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6,701
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6,630
CAPM
5,169
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5,120
Prognoseverfahren
5,095
Stochastischer Prozess
5,044
Forecasting model
5,033
Exchange rate
4,998
Stochastic process
4,967
Optionspreistheorie
4,791
Finanzmarkt
4,153
Financial market
4,057
Risikomanagement
3,970
Investmentfonds
3,935
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3,873
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Cui, Zhenyu
45
Carr, Peter
27
Chiarella, Carl
25
Jacquier, Antoine (Jack)
25
Jacobs, Kris
24
Härdle, Wolfgang
23
Nguyen, Duy
23
Takahashi, Akihiko
23
Gatheral, Jim
22
Lorig, Matthew
22
Zhang, Jin E.
21
Platen, Eckhard
20
Alòs, Elisa
19
Christoffersen, Peter F.
19
Guyon, Julien
19
Fabozzi, Frank J.
18
Fengler, Matthias R.
18
Madan, Dilip B.
18
Schoutens, Wim
18
Perrakis, Stylianos
16
Skiadopoulos, George
16
Wang, Xingchun
16
Benth, Fred Espen
15
Elliott, Robert J.
15
Escobar, Marcos
15
Grasselli, Martino
15
Wong, Hoi Ying
15
Alexander, Carol
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Leippold, Markus
14
Oosterlee, Cornelis W.
14
Wu, Liuren
14
Zheng, Wendong
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Kwok, Yue-Kuen
13
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National Bureau of Economic Research
13
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9
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
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2
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2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Berliner Wissenschafts-Verlag
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Birkbeck College / Department of Economics
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Cambridge University Press
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Commissariat à l'énergie atomique
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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1
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1
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1
Hochschule für Bankwirtschaft
1
International Center for Financial Asset Management and Engineering
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
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International Workshop on Finance <2011, Kyōto>
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1
Karlsruher Institut für Technologie
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1
Melbourne Business School
1
Shaker Verlag
1
Society of Actuaries
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
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International journal of theoretical and applied finance
187
Quantitative finance
118
Applied mathematical finance
82
Journal of banking & finance
82
The journal of futures markets
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
The journal of computational finance
71
Finance and stochastics
59
International journal of financial engineering
57
Review of derivatives research
54
Insurance / Mathematics & economics
53
European journal of operational research : EJOR
49
Finance research letters
49
Journal of economic dynamics & control
49
Journal of mathematical finance
42
The North American journal of economics and finance : a journal of financial economics studies
40
Journal of econometrics
39
Computational economics
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
38
Research paper series / Swiss Finance Institute
36
Risks : open access journal
34
Journal of financial economics
30
Annals of finance
29
The European journal of finance
29
Review of quantitative finance and accounting
27
Journal of risk and financial management : JRFM
25
International review of economics & finance : IREF
23
Mathematics and financial economics
23
Economic modelling
22
International review of financial analysis
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Applied economics
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Asia-Pacific financial markets
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Energy economics
20
Journal of empirical finance
19
Discussion paper / Tinbergen Institute
17
Swiss Finance Institute Research Paper
17
The journal of finance : the journal of the American Finance Association
17
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ECONIS (ZBW)
4,708
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1
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1
Options and earnings announcements : an empirical study of
volatility
, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988106
Saved in:
2
Essays on interest-rate
volatility
and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
-
1994
Persistent link: https://www.econbiz.de/10000916134
Saved in:
3
Something in the air : information density, news surprises, and price jumps
Füss, Roland
;
Grabellus, Markus
;
Mager, Ferdinand
; …
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 50-75
Persistent link: https://www.econbiz.de/10011983755
Saved in:
4
The options market reaction to bank loan announcements
Anagnostopoulou, Seraina C.
;
Ferentinou, Aikaterini C.
; …
- In:
Journal of financial services research : JFSR
53
(
2018
)
1
,
pp. 99-139
Persistent link: https://www.econbiz.de/10012023932
Saved in:
5
Too good to be true? : an analysis of the options market's reactions to earnings releases
Lu, Yan
;
Ray, Sugata
- In:
Journal of business finance & accounting : JBFA
43
(
2016
)
7/8
,
pp. 830-848
Persistent link: https://www.econbiz.de/10011627641
Saved in:
6
Accounting for earnings announcements in the pricing of equity options
Leung, Tim
;
Santoli, Marco
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-46
Persistent link: https://www.econbiz.de/10010508746
Saved in:
7
Non-diversifiable
volatility
risk and risk premiums at earnings announcements
Barth, Mary E.
;
So, Eric
- In:
The accounting review : a publication of the American …
89
(
2014
)
5
,
pp. 1579-1607
Persistent link: https://www.econbiz.de/10010428728
Saved in:
8
Impact of macroeconomic announcements on implied
volatility
slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
9
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
Saved in:
10
Increased correlation among asset classes : Are
volatility
or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
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