//--> //--> //--> //-->
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:"Optionspreistheorie"
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
Fire sales, indirect contagion...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
49
Theory
48
Financial crisis
22
Finanzkrise
22
Option pricing theory
18
Systemic risk
18
Volatilität
18
Systemrisiko
17
Volatility
17
Derivat
15
Derivative
15
Kreditrisiko
15
Börsenkurs
14
Credit risk
14
Share price
14
Risk management
13
Securities trading
13
Wertpapierhandel
13
Market microstructure
12
Marktmikrostruktur
12
Risikomanagement
12
Stresstest
11
Clearing
10
Financial clearing
10
Portfolio selection
10
Portfolio-Management
10
Stress test
10
systemic risk
10
Financial market
9
Financial services
9
Finanzdienstleistung
9
Finanzmarkt
9
Ansteckungseffekt
8
Bank risk
8
Bankrisiko
8
Contagion effect
8
Finanzmathematik
8
Bankenliquidität
7
liquidity
7
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Article
9
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Graue Literatur
1
Lehrbuch
1
Non-commercial literature
1
Sammelwerk
1
Textbook
1
Working Paper
1
more ...
less ...
Language
All
English
18
Author
All
Cont, Rama
18
Deguest, Romain
3
Kokholm, Thomas
3
Tankov, Peter
2
Vuletić, Milena
2
Bentata, Amel
1
Bruyère, Richard
1
Copinot, Régis
1
Durrleman, Valdo
1
Fery, Loi͏̈c
1
Fonseca, José Nicolau da
1
Hamida, Sana Ben
1
Jaeck, Christophe
1
Kan, Yu Hang (Gabriel)
1
Lantos, Nicolas
1
Pironneau, Olivier
1
Spitz, Thomas
1
Voltchkova, Ekaterina
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
The journal of computational finance
2
Applied mathematical finance
1
Chapman & Hall/CRC financial mathematics series
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Wiley finance series
1
Working papers / Finance Research Group, Department of Business Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
2
A consitent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
-
2009
Persistent link: https://www.econbiz.de/10003910630
Saved in:
3
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
4
A consistent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 248-274
Persistent link: https://www.econbiz.de/10009721749
Saved in:
5
Equity correlations implied by index options : estimation and model uncertainty analysis
Cont, Rama
;
Deguest, Romain
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10009783356
Saved in:
6
Frontiers in quantitative finance : volatility and credit risk modeling
Cont, Rama
(
ed.
)
-
2009
Persistent link: https://www.econbiz.de/10003722007
Saved in:
7
Recovering volatility from option prices by evolutionary optimization
Hamida, Sana Ben
;
Cont, Rama
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 43-76
Persistent link: https://www.econbiz.de/10002990524
Saved in:
8
Integro-differential equations for option prices in exponential Lévy models
Cont, Rama
;
Voltchkova, Ekaterina
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 299-325
Persistent link: https://www.econbiz.de/10002946674
Saved in:
9
Credit derivatives and structured credit : a guide for investors
Bruyère, Richard
-
2006
Persistent link: https://www.econbiz.de/10003106500
Saved in:
10
Financial modelling with jump processes
Cont, Rama
;
Tankov, Peter
-
2004
Persistent link: https://www.econbiz.de/10001790344
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->