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~subject:"Optionspreistheorie"
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Optionspreistheorie
Copula
599
derivatives
475
Multivariate Verteilung
453
Multivariate distribution
453
Derivat
430
Derivative
428
copula
425
Derivatives
417
Theorie
313
Theory
296
Hedging
174
Risk management
170
Portfolio-Management
152
Portfolio selection
149
Risikomanagement
146
Volatility
145
Volatilität
139
Risikomaß
111
Kapitaleinkommen
108
Capital income
107
Risk measure
107
Welt
101
World
97
Statistische Verteilung
95
Option pricing theory
92
Schätzung
91
Statistical distribution
89
Estimation
87
Financial crisis
86
Credit risk
83
ARCH-Modell
82
Finanzkrise
82
risk management
82
ARCH model
81
Zeitreihenanalyse
80
Kreditrisiko
79
Time series analysis
73
hedging
73
Börsenkurs
70
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Undetermined
58
Free
16
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Article
83
Book / Working Paper
9
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Article in journal
79
Aufsatz in Zeitschrift
79
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Working Paper
6
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Hochschulschrift
1
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1
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1
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1
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English
92
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Muck, Matthias
4
Cui, Zhenyu
2
Ewald, Christian
2
Ewald, Christian-Oliver
2
Funahashi, Hideharu
2
Hull, John
2
Larcher, Gerhard
2
Mahayni, Antje
2
Matsumoto, Koichi
2
Shiraya, Kenichiro
2
Subrahmanyam, Avanidhar
2
Taylor, Stephen
2
White, Alan
2
Yamakami, Tomohisa
2
Aboulaich, Rajae
1
Agrawal, Puja
1
Amina, Dchieche
1
Anselmi, Giulio
1
Argento, Pedro
1
Au Yong, Hue Hwa
1
Azhar Mohamad
1
Bastian-Pinto, Carlos de Lamare
1
Ben Hamad, Salah
1
Bisht, Deepak
1
Bisso, Claudio R. S.
1
Bodie, Zvi
1
Brandão, Luiz Eduardo Teixeira
1
Branger, Nicole
1
Brini, Alessio
1
Bucio-Pacheco, Christian
1
Büchel, Patrick
1
Capera Romero, Laura
1
Carr, Peter
1
Chang, Jow-Ran
1
Chang, Jui-Jane
1
Chen, Jilong
1
Chen, Sonnan
1
Contreras-Valdez, Mario I.
1
Costabile, Massimo
1
Crosby, John
1
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Swiss Finance Institute
1
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The journal of derivatives : JOD
16
Quantitative finance
3
Review of derivatives research
3
Applied economics letters
2
European journal of operational research : EJOR
2
Financial markets and asset pricing
2
International journal of bonds and derivatives
2
International journal of financial engineering
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Journal of risk and financial management : JRFM
2
Springer Texts in Business and Economics
2
The journal of computational finance
2
Theoretical economics letters
2
Accounting & taxation : AT
1
Annals of economics and statistics
1
Annual review of financial economics
1
Asia Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Australian journal of management
1
CARF working paper
1
Cambridge journal of economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Economic modelling
1
European financial management : the journal of the European Financial Management Association
1
Finance and stochastics
1
Financial markets and portfolio management
1
Global business & economics review
1
Global finance journal
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
IMES discussion paper series / Englische Ausgabe
1
Intelligent systems in accounting finance and management : international journal
1
International Journal of Financial Studies : open access journal
1
International journal of business
1
International journal of energy sector management
1
International journal of financial research
1
Journal of advances in management research : JAMR
1
Journal of empirical finance
1
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ECONIS (ZBW)
92
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1
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92
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1
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
2
Spread ladder swaps : an analysis of controversial interest rate
derivatives
Muck, Matthias
- In:
Financial markets and portfolio management
26
(
2012
)
2
,
pp. 269-289
Persistent link: https://www.econbiz.de/10009553642
Saved in:
3
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
4
Unique option pricing measure with neither dynamic hedging nor complete markets
Taleb, Nassim Nicholas
- In:
European financial management : the journal of the …
21
(
2015
)
2
,
pp. 228-235
Persistent link: https://www.econbiz.de/10010516685
Saved in:
5
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
6
Modelling "Bai Al Arboun" using binomial model
Omrana, Siham
;
Aboulaich, Rajae
;
Idrissi, Ali Alami
- In:
International journal of business
20
(
2015
)
3
,
pp. 224-236
Persistent link: https://www.econbiz.de/10011339767
Saved in:
7
Design and pricing of derivative contracts in a spectrum market
Gupta, Aparna
;
Kar, Koushik
;
Muthuswamy, Praveen K.
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010528388
Saved in:
8
The role of
derivatives
in the financial crisis and their impact on security prices
Stunda, Ronald A.
- In:
Accounting & taxation : AT
6
(
2014
)
1
,
pp. 39-50
Persistent link: https://www.econbiz.de/10010360959
Saved in:
9
LIBOR versus OIS : the
derivatives
discounting dilemma
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
11
(
2013
)
3
,
pp. 14-27
Persistent link: https://www.econbiz.de/10010196008
Saved in:
10
The economics of options-implied inflation probability density functions
Kitsul, Yuriy
;
Wright, Jonathan H.
- In:
Journal of financial economics
110
(
2013
)
3
,
pp. 696-711
Persistent link: https://www.econbiz.de/10010255707
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