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~subject:"Rohstoffderivat"
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Rohstoffderivat
Theorie
101
Theory
101
Optionspreistheorie
36
Option pricing theory
34
USA
33
United States
31
Yield curve
30
Zinsstruktur
30
Volatility
26
Volatilität
24
CAPM
22
Real options analysis
22
Realoptionsansatz
22
Commodity derivative
19
Portfolio selection
17
Portfolio-Management
17
Climate change
14
Klimawandel
14
Swap
14
Greenhouse gas emissions
13
Investitionsentscheidung
13
Treibhausgas-Emissionen
13
Investment decision
12
Stochastic process
12
Stochastischer Prozess
12
Commodity exchange
11
Derivat
11
Derivative
11
Firm valuation
11
Firm value
11
Interest rate derivative
11
Unternehmenswert
11
Warenbörse
11
Zinsderivat
11
Commodity price
10
EU countries
10
EU-Staaten
10
Kapitalanlage
10
Rohstoffpreis
10
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Arbeitspapier
3
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3
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English
19
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Schwartz, Eduardo S.
19
Cortazar, Gonzalo
8
Ortega, Hector
6
Trolle, Anders B.
5
Millard, Cristobal
3
Gibson, Rajna
2
Miltersen, Kristian R.
2
Kovacevic, Ivo
1
Liedtke, Philip
1
Rojas, Maximiliano
1
Santa Maria, Joaquin
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Energy economics
2
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2
Journal of commodity markets
1
Journal of energy finance & development
1
Journal of financial and quantitative analysis : JFQA
1
Les cahiers de recherche / Centre HEC-ISA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
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ECONIS (ZBW)
19
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1
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
2
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
3
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
4
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
5
The pricing of crude oil futures options contracts
Gibson, Rajna
;
Schwartz, Eduardo S.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000789482
Saved in:
6
Expected commodity returns and pricing models
Cortazar, Gonzalo
;
Kovacevic, Ivo
;
Schwartz, Eduardo S.
- In:
Energy economics
49
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011536656
Saved in:
7
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4423-4461
Persistent link: https://www.econbiz.de/10003896317
Saved in:
8
Implementing a stochastic model for oil futures prices
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
- In:
Energy economics
25
(
2003
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001764802
Saved in:
9
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003399801
Saved in:
10
Commodity index risk premium
Cortazar, Gonzalo
;
Ortega, Hector
;
Rojas, Maximiliano
; …
- In:
Journal of commodity markets
22
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012807724
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