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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
41,108
Volatilität
40,838
Theorie
12,474
Theory
12,207
Oil price
10,270
Börsenkurs
10,209
Ölpreis
10,201
Schätzung
10,144
Share price
10,068
Estimation
9,930
Welt
9,416
World
9,249
Kapitaleinkommen
7,518
Capital income
7,491
ARCH-Modell
6,581
ARCH model
6,510
Aktienmarkt
6,298
Stock market
6,247
Länderrisiko
5,856
Country risk
5,731
USA
5,674
United States
5,502
Wechselkurs
5,249
Exchange rate
5,168
Prognoseverfahren
4,407
Forecasting model
4,349
Option pricing theory
4,006
Stochastischer Prozess
3,978
Stochastic process
3,911
Zeitreihenanalyse
3,511
Kreditderivat
3,492
Time series analysis
3,433
Credit derivative
3,375
Risk
3,115
Finanzkrise
3,103
Financial crisis
3,090
Risiko
3,074
Schock
2,876
Shock
2,832
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Online availability
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Free
1,472
Undetermined
1,165
Type of publication
All
Article
2,333
Book / Working Paper
1,737
Type of publication (narrower categories)
All
Article in journal
2,223
Aufsatz in Zeitschrift
2,223
Graue Literatur
462
Non-commercial literature
462
Working Paper
458
Arbeitspapier
423
Hochschulschrift
111
Aufsatz im Buch
101
Book section
101
Thesis
79
Collection of articles written by one author
20
Sammlung
20
Collection of articles of several authors
17
Sammelwerk
17
Conference paper
16
Konferenzbeitrag
16
Forschungsbericht
11
Bibliografie enthalten
7
Bibliography included
7
Lehrbuch
7
Textbook
6
Aufsatzsammlung
5
Amtsdruckschrift
4
Government document
4
Dissertation u.a. Prüfungsschriften
3
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Systematic review
2
Übersichtsarbeit
2
CD-ROM, DVD
1
Handbook
1
Handbuch
1
Mehrbändiges Werk
1
Mikroform
1
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1
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1
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Language
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English
4,011
German
57
French
2
Polish
1
Spanish
1
Undetermined
1
Author
All
Cui, Zhenyu
44
Chiarella, Carl
28
Jacobs, Kris
28
Carr, Peter
26
Härdle, Wolfgang
25
Jacquier, Antoine (Jack)
25
Gatheral, Jim
22
Nguyen, Duy
21
Takahashi, Akihiko
21
Alòs, Elisa
20
Christoffersen, Peter F.
20
Fengler, Matthias R.
20
Lorig, Matthew
20
Zhang, Jin E.
20
Guyon, Julien
19
Schoutens, Wim
18
Escobar, Marcos
16
Oosterlee, Cornelis W.
16
Wang, Xingchun
16
Benth, Fred Espen
15
Grasselli, Martino
15
Kang, Boda
15
Elliott, Robert J.
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Le Floc'h, Fabien
14
Skiadopoulos, George
14
Todorov, Viktor
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Fabozzi, Frank J.
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Schlag, Christian
13
Shiraya, Kenichiro
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Branger, Nicole
12
Filipović, Damir
12
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Institution
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National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Springer Fachmedien Wiesbaden
2
Verlag Dr. Kovač
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Board of Governors
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Otto-Friedrich-Universität Bamberg
1
Shaker Verlag
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
All
International journal of theoretical and applied finance
162
Quantitative finance
106
The journal of futures markets
80
Journal of banking & finance
76
Applied mathematical finance
75
The journal of computational finance
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
International journal of financial engineering
51
Review of derivatives research
51
Finance research letters
49
European journal of operational research : EJOR
44
Finance and stochastics
42
Computational economics
41
Journal of econometrics
40
The North American journal of economics and finance : a journal of financial economics studies
40
Journal of mathematical finance
39
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Journal of economic dynamics & control
36
Insurance / Mathematics & economics
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
28
Journal of financial economics
27
Review of quantitative finance and accounting
26
Annals of finance
25
International review of economics & finance : IREF
24
Energy economics
23
The European journal of finance
23
Applied economics
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of empirical finance
20
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Journal of risk and financial management : JRFM
18
Asia-Pacific financial markets
17
Economic modelling
17
International review of financial analysis
17
Journal of financial and quantitative analysis : JFQA
16
Discussion paper / Tinbergen Institute
15
The journal of finance : the journal of the American Finance Association
15
Asia-Pacific journal of financial studies
14
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Source
All
ECONIS (ZBW)
4,012
EconStor
35
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
8
Showing
1
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10
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4,070
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date (oldest first)
1
A critique of the contingent claims approach to sovereign risk analysis
Aktug, Rahmi Erdem
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 294-308
Persistent link: https://www.econbiz.de/10010403173
Saved in:
2
Sovereign CDS calibration under a hybrid sovereign risk model
Diop, Sidy
;
Pascucci, Andrea
;
Francesco, Marco Di
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012129157
Saved in:
3
An empirical study of CDS premium on the Korean sovereign bond : some effect of the CTD option
Park, Keehwan
;
Lee, Sangki
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 848-864
Persistent link: https://www.econbiz.de/10011764608
Saved in:
4
Forecasting price direction, hedging and spread options in oil
volatility
Okonji, Eboka Andrew
;
Mary, Yerokun Oluwatoyin
- In:
International journal of economic behavior and …
5
(
2017
)
6
,
pp. 114-123
Persistent link: https://www.econbiz.de/10011825495
Saved in:
5
The stochastic intensity SSRD model implied
volatility
patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
6
The information content of OTC individual put option implied
volatility
for credit default swap spreads
Park, Yuen Jung
;
Kim, Tong Suk
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 491-516
Persistent link: https://www.econbiz.de/10009618798
Saved in:
7
A joint analysis of the term structure of credit default swap spreads and the implied
volatility
surface
Fonseca, José da
;
Gottschalk, Katrin
- In:
The journal of futures markets
33
(
2013
)
6
,
pp. 494-517
Persistent link: https://www.econbiz.de/10009756569
Saved in:
8
The pricing of single name credit default swap based on jump-diffusion process and
volatility
with Markov regime shift
Liu, Xianghua
;
Xiao, Xueping
- In:
International journal of services technology and management
20
(
2014
)
1/2/3
,
pp. 71-84
Persistent link: https://www.econbiz.de/10010505392
Saved in:
9
Corporate credit risk prediction under stochastic
volatility
and jumps
Bu, Di
;
Liao, Yin
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 263-281
Persistent link: https://www.econbiz.de/10010485852
Saved in:
10
An implied
volatility
model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
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